# EDGAR Filing Document

**Accession Number:** 0001688680
**File Stem:** 0001003715-25-000945
**Filing Date:** 2025-10
**Character Count:** 816340
**Document Hash:** e2de16290a148c32b587c2bcf388cfb0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-25-000945.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001003715-25-000945

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**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:** 251419268

**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 Core Fixed Income Fund (Series ID: S000056106)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000176698 | Class I      | DCFFX           |
| C000202458 | Class Z      | DCFZX           |

## 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 Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000056106

- **c. LEI of Series:** 549300ZPIHFNJ7U75683

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $1687018286.43

**Total Liabilities:** $136599968.95

**Net Assets:** $1550418317.48

**Cash Not Reported:** $37028944.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2342.18031516 | **1-Year:** -45177.29673170 | **5-Year:** -143039.96939584 | **10-Year:** -197870.86671306 | **30-Year:** -59889.41052027

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

- **3-Month:** -239.77231422 | **1-Year:** -4876.04404451 | **5-Year:** -11456.51501365 | **10-Year:** -12423.71363728 | **30-Year:** -1261.95171458

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176698 | 1.42%                | -0.25%               | 1.06%                |
| Class ID C000202458 | 1.39%                | -0.23%               | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1015273.50             | $18945152.31                               |
| Month 2  | $-2548716.69             | $-6906930.24                               |
| Month 3  | $653829.61               | $11527836.67                               |

**Designated Index Information**

- **Index Name:** ICE BofAML US Broad Market Index

- **Index Identifier:** MERRILL.MC.US00

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| YINSON BERGENI 8.498% 01/31/45  | YINSON BERGENIA PRODUCTI REGD 144A P/P 8.49800000                                                 | CUSIP: 98585VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208912.50    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-5C 5.208% 09/15/29   | BBCMS MORTGAGE TRUST 2024-5C29 SER 2024-5C29 CL A3 REGD 5.20800000                                | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    362000 | PA      | $372740.32    | 0.02%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LT V/R 10/15/54  | ATHENE HOLDING LTD REGD V/R 6.62500000                                                            | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115351.56    | 0.01%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.05% 06/01/29  | L3HARRIS TECH INC REGD 5.05000000                                                                 | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143746.91    | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ0194 2% 08/01/50       | FANNIE MAE POOL UMBS P#BQ0194 2.00000000                                                          | CUSIP: 3140KKGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3844998 | PA      | $3110804.66   | 0.20%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.625% 08/15/35  | BAT CAPITAL CORP REGD 5.62500000                                                                  | CUSIP: 05526DCC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $459634.07    | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33  | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                            | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $357194.03    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30  | AMERICAN TOWER CORP REGD 2.10000000                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2354541.34   | 0.15%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.875% 05/13/37  | UNITED MEXICAN STATES REGD 6.87500000                                                             | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    620000 | PA      | $652023.00    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDI 5.625% 08/15/29  | WR GRACE HOLDING LLC REGD 144A P/P 5.62500000                                                     | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46781.54     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2024-1 C 5.49% 12/20/28    | VERIZON MASTER TRUST SER 2024-1 CL C REGD 5.49000000                                              | CUSIP: 92348KCP6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3355000 | PA      | $3362660.14   | 0.22%             | 2028-12-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/29     | MORGAN STANLEY REGD V/R 5.44900000                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36116.90     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 2.75% 07/03/30  | STATE OF ISRAEL REGD SER 10Y 2.75000000                                                           | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    400000 | PA      | $366636.94    | 0.02%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING 10% 06/30/31  | CASTLE US HOLDING CORP REGD 144A P/P 10.00000000                                                  | CUSIP: 14852LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $2489.40      | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 08/01/32    | CARNIVAL CORP REGD 144A P/P 5.75000000                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45742.50     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.65% 01/15/65  | CONOCOPHILLIPS COMPANY REGD 5.65000000                                                            | CUSIP: 20826FBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122746.25    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SORT 2021-1A A 1.53% 03/15/26   | CF HIPPOLYTA ISSUER LLC SER 2021-1A CL A1 REGD 144A P/P 1.53000000                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122234 | PA      | $102151.76    | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | 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        |    163000 | PA      | $166735.26    | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PL 5.125% 03/26/29  | BAE SYSTEMS PLC REGD 144A P/P 5.12500000                                                          | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $397074.20    | 0.03%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GNR 2021-137 IQ 3% 08/20/51     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-137 CL IQ 3.00000000                            | CUSIP: 38382WXF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9081682 | PA      | $1499019.71   | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR1  4.65% 04/17/29   | TRICON RESIDENTIAL 2024-SFR1 TRUST SER 2024-SFR1 CL A REGD 144A P/P 4.65000000                    | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260588.38    | 0.02%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37       | ORACLE CORP REGD 3.80000000                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213249.69    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 3.75% 12/01/31  | JBS USA HOLD/FOOD/LUX CO REGD 3.75000000                                                          | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    242000 | PA      | $227459.62    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS  6.375% 03/01/33  | POST HOLDINGS INC REGD 144A P/P 6.37500000                                                        | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85863.09     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 5.2% 03/14/35  | PRUDENTIAL FINANCIAL INC REGD MTN 5.20000000                                                      | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100732.99    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0486 6% 07/20/55    | GINNIE MAE II POOL P#MB0486 6.00000000                                                            | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237164 | PA      | $241992.41    | 0.02%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH  4.875% 06/01/28  | BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $54150.00     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS 23 SE 5.55% 03/01/28  | CONSUMERS 23 SECURE FUND REGD SER A1 5.55000000                                                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934152 | PA      | $941795.06    | 0.06%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1285 3% 06/01/52       | FANNIE MAE POOL UMBS P#FA1285 3.00000000                                                          | CUSIP: 3140W1NB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6227510 | PA      | $5466132.30   | 0.35%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER  7.25% 11/15/29  | LIGHT & WONDER INTL INC REGD 144A P/P 7.25000000                                                  | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66683.57     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TIERRA MOJADA L 5.75% 12/01/40  | TIERRA MOJADA LUX II SRL REGD REG S 5.75000000                                                    | CUSIP: L3500LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    169056 | PA      | $162559.71    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 5.75% 06/01/54  | ENTERGY ARKANSAS LLC REGD 5.75000000                                                              | CUSIP: 29366MAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $80640.60     | 0.01%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC V/R 04/30/30    | VORTEX OPCO LLC REGD V/R P/P 10.54235000                                                          | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2880 | PA      | $2707.20      | 0.00%             | 2030-04-30      | Variable      | 10.54%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.75% 07/15/64  | UNITEDHEALTH GROUP INC REGD 5.75000000                                                            | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43081.66     | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35  | BANK OF AMERICA CORP REGD V/R 5.51800000                                                          | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393476.15    | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4114 4.5% 03/01/53     | FANNIE MAE POOL UMBS P#FS4114 4.50000000                                                          | CUSIP: 3140XKSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    731849 | PA      | $704996.93    | 0.05%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A  5.18% 05/20/31   | HPEFS EQUIPMENT TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.18000000                           | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2563438 | PA      | $2568212.88   | 0.17%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA9381 2% 03/01/51       | FANNIE MAE POOL UMBS P#CA9381 2.00000000                                                          | CUSIP: 3140QHM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2226286 | PA      | $1778381.61   | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO P 7.375% 08/01/33  | ADVANCE AUTO PARTS REGD 144A P/P 7.37500000                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25625.00     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% SEP 25     | GNMA II 30 YR TBA 2% SEP 25    TO BE ANNOUNCED 2.00000000                                         | CUSIP: 21H020691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2705000 | PA      | $2215314.90   | 0.14%             | 2055-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2016-3 MI 5.5% 02/25/46     | FANNIE MAE REMICS SER 2016-3 CL MI 5.50000000                                                     | CUSIP: 3136ARGB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    446329 | PA      | $60831.65     | 0.00%             | 2046-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 10/01/54  | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                            | CUSIP: 694308KT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $199170.53    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PFSFC 2023-C A 5.52% 10/15/26   | PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000                                       | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2915000 | PA      | $2955037.53   | 0.19%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| T/L VOYAGER PARENT 0% 05/09/32  | T/L VOYAGER PARENT LLC         REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $55058.30     | 0.00%             | 2032-05-09      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5497 4% 01/01/49       | FANNIE MAE POOL UMBS P#FS5497 4.00000000                                                          | CUSIP: 3140XMDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96989 | PA      | $93203.58     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG  7.375% 02/15/29  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 7.37500000                                                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66972.36     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 01/13/31  | CANADIAN IMPERIAL BANK REGD V/R 5.24500000                                                        | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $161035.46    | 0.01%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR D V/R 03/15/23    | LIFE 2021-BMR MORTGAGE TRUST SER 2021-BMR CL D V/R REGD 144A P/P 5.87748000                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    756000 | PA      | $751275.00    | 0.05%             | 2038-03-15      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ADANI TRANS STE 4.25% 05/21/36  | ADANI TRANS STEP-ONE LTD REGD REG S 4.25000000                                                    | CUSIP: Y0R15UGV6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    278000 | PA      | $245451.76    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEAL 7.25% 02/15/31  | SEALED AIR/SEALED AIR US REGD 144A P/P 7.25000000                                                 | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110544.32    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP 3.75% 04/01/40     | COMCAST CORP REGD 3.75000000                                                                      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    585000 | PA      | $485954.45    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T/L MADISON SAF 0.00% 09/26/31  | T/L MADISON SAFETY & FLOW LLC  0% 0.00000000                                                      | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44662 | PA      | $44796.49     | 0.00%             | 2031-09-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DE V/R 04/30/35  | BANCO INTERNAC DEL PERU REGD V/R 144A P/P 6.39700000                                              | CUSIP: 05968DAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    150000 | PA      | $155250.00    | 0.01%             | 2035-04-30      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC 5% 03/15/27  | COMMSCOPE TECH LLC REGD 144A P/P 5.00000000                                                       | CUSIP: 20338HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44543.60     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35  | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                   | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3965000 | PA      | $4131608.82   | 0.27%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS U 4.625% 04/01/30  | ASHTON WOODS USA/FINANCE REGD 144A P/P 4.62500000                                                 | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56612.06     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY C 4.75% 02/01/32  | EXPAND ENERGY CORP REGD 4.75000000                                                                | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77866.69     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-2 MT 2% 11/25/59      | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 SER 2020-2 CL MT 2.00000000         | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5340978 | PA      | $4297902.73   | 0.28%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.9% 04/15/32       | EQUINIX INC REGD 3.90000000                                                                       | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    157000 | PA      | $149477.20    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5% 10/15/34    | HP ENTERPRISE CO REGD 5.00000000                                                                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    358000 | PA      | $351966.07    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 03/01/55  | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                            | CUSIP: 694308KV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $63864.67     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 3.05% 10/01/41  | QUANTA SERVICES INC REGD 3.05000000                                                               | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     37000 | PA      | $26580.02     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 4.375% 07/17/27     | CENCOSUD SA REGD REG S 4.37500000                                                                 | CUSIP: P2205JAQ3<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $298938.30    | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRIC 5.672% 10/20/35  | CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000                                                    | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203998.00    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.4% 03/01/29    | SOLVENTUM CORP REGD 5.40000000                                                                    | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    504000 | PA      | $525486.57    | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATION 7.25% 06/15/30  | HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000                                                    | CUSIP: 44332PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67988.31     | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/30          | CARVANA CO REGD 144A P/P 9.00000000                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57532.42     | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#WA0506 3.03% 01/01/50    | FREDDIE MAC POOL UMBS P#WA0506 3.03000000                                                         | CUSIP: 3132WRRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3586789 | PA      | $2869568.39   | 0.19%             | 2050-01-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY IN 5% 01/15/31  | TRANS-ALLEGHENY INTERSTA REGD 144A P/P 5.00000000                                                 | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $364708.16    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T/L BRAND INDUSTRI 0% 08/01/30  | T/L BRAND INDUSTRIAL SERVICES  INC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26304 | PA      | $23042.40     | 0.00%             | 2030-08-01      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2304 4% 10/20/44    | GINNIE MAE II POOL P#MA2304 4.00000000                                                            | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    403194 | PA      | $384232.44    | 0.02%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L BOOTS GROUP BI 0% 07/22/32  | T/L BOOTS GROUP BIDCO LIMITED  THE REGD 0.00000000                                                | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     30000 | PA      | $30062.40     | 0.00%             | 2032-07-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MF 5% 10/01/29  | AMERICAN AXLE & MFG INC REGD 5.00000000                                                           | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56636.55     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC 3.375% 04/01/31       | QORVO INC REGD 144A P/P 3.37500000                                                                | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96383.62     | 0.01%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 D V/R 05/15/24   | LIFE 2022-BMR MORTGAGE TRUST SER 2022-BMR2 CL D V/R REGD 144A P/P 6.90501000                      | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2181957.60   | 0.14%             | 2039-05-15      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| T/L ONTARIO GAMIN 0%  08/01/30  | T/L ONTARIO GAMING GTA LIMITED PARTNERSHIP REGD TERM LOAN 0.00000000                              | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     21490 | PA      | $20764.25     | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1218 4% 07/01/49       | FREDDIE MAC POOL UMBS P#SD1218 4.00000000                                                         | CUSIP: 3132DNK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    285074 | PA      | $271339.89    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7590 3% 09/20/51    | GINNIE MAE II POOL P#MA7590 3.00000000                                                            | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709905 | PA      | $629013.66    | 0.04%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32  | WARNERMEDIA HOLDINGS INC REGD SER * 4.27900000                                                    | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $586840.00    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| T/L LBM ACQUISI 0% 06/06/31     | T/L LBM ACQUISITION  LLC       REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75926 | PA      | $73634.17     | 0.00%             | 2031-06-06      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| CMHAT 2021-MH 1.753% 02/25/46   | CASCADE MH ASSET TRUST 2021-MH1 SER 2021-MH1 CL A1 REGD 144A P/P 1.75300000                       | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193701 | PA      | $175690.96    | 0.01%             | 2046-02-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINO 6.625% 03/15/32  | STATION CASINOS LLC REGD 144A P/P 6.62500000                                                      | CUSIP: 857691AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56569.10     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SAAVI ENERGIA  8.875% 02/10/35  | SAAVI ENERGIA SARL REGD 144A P/P 8.87500000                                                       | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $212000.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS8968 6% 09/01/54       | FANNIE MAE POOL UMBS P#FS8968 6.00000000                                                          | CUSIP: 3140XQ6E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409745 | PA      | $419323.51    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR16 V/R 08/15/30   | BANK5 2025-5YR16 SER 2025-5YR16 CL AS V/R REGD 5.75100000                                         | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    343000 | PA      | $355746.91    | 0.02%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| T/L GRANT THORN 0.00% 06/02/31  | T/L GRANT THORNTON ADVISORS    LLC 0.00000000                                                     | CUSIP: 38821UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $35078.75     | 0.00%             | 2031-06-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8911 3.5% 02/01/51     | FANNIE MAE POOL UMBS P#FM8911 3.50000000                                                          | CUSIP: 3140XC3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1183721 | PA      | $1081256.97   | 0.07%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | 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        |    181566 | PA      | $181639.78    | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.75% 09/21/47  | PETROLEOS MEXICANOS REGD MTN 6.75000000                                                           | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    150000 | PA      | $117562.61    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/30  | JPMORGAN CHASE & CO REGD V/R 4.99500000                                                           | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579473.48    | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-6 A1 V/R 09/25/66     | ANGEL OAK MORTGAGE TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.45800000                     | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    994302 | PA      | $846810.79    | 0.05%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPIT 5.375% 07/15/29  | AVIATION CAPITAL GROUP REGD 144A P/P 5.37500000                                                   | CUSIP: 05369AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $103575.95    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | 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 5.70325000                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100633 | PA      | $100563.46    | 0.01%             | 2037-02-19      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34   | BOEING CO/THE REGD SER WI 6.52800000                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $224504.99    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.3% 06/15/34  | FLORIDA POWER & LIGHT CO REGD 5.30000000                                                          | CUSIP: 341081GU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2011332.26   | 0.13%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T/L HIGHTOWER HOL 0% 02/03/32   | T/L HIGHTOWER HOLDING LLC  REGD 0.00000000                                                        | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54897.15     | 0.00%             | 2032-02-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU0986 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#BU0986 2.50000000                                                          | CUSIP: 3140M2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270918 | PA      | $228366.27    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 11/30/27    | UNITED STATES TREASURY NOTE 0.62500000                                                            | CUSIP: 91282CAY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12098000 | PA      | $11330060.58  | 0.73%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR0948 2% 04/01/51       | FANNIE MAE POOL UMBS P#BR0948 2.00000000                                                          | CUSIP: 3140KYBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    766932 | PA      | $611471.88    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25% 08/15/29  | CVS HEALTH CORP REGD 3.25000000                                                                   | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129142.52    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 7.15% 05/15/28  | OCCIDENTAL PETROLEUM COR REGD 7.15000000                                                          | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4997630.40   | 0.32%             | 2028-05-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FNR 2021-3 NI 2.5% 02/25/51     | FANNIE MAE REMICS SER 2021-3 CL NI 2.50000000                                                     | CUSIP: 3136BDQ84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    841806 | PA      | $127443.80    | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48  V/R 09/15/34   | BANK 2024-BNK48 SER 2024-BNK48 CL XA V/R REGD 1.14552600                                          | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3863987 | PA      | $316178.84    | 0.02%             | 2057-10-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9  V/R 01/17/29   | AREIT 2024-CRE9 LTD SER 2024-CRE9 CL A V/R REGD 144A P/P 6.04955000                               | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     82600 | PA      | $82596.09     | 0.01%             | 2041-05-17      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2023-C A4 5.39% 08/15/30   | JOHN DEERE OWNER TRUST 2023-C SER 2023-C CL A4 REGD 5.39000000                                    | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2453196.96   | 0.16%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/30  | JPMORGAN CHASE & CO REGD V/R 5.58100000                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $506339.91    | 0.03%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR1  3.4% 02/17/30   | PROGRESS RESIDENTIAL 2025-SFR1 TRUST SER 2025-SFR1 CL A REGD 144A P/P 3.40000000                  | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    729099 | PA      | $697602.76    | 0.04%             | 2042-02-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| T/L LIFEPOINT HEA ZCP 05/17/31  | T/L LIFEPOINT HEALTH INC REGD ZCP TERM LOAN 0.00000000                                            | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60892 | PA      | $60382.20     | 0.00%             | 2031-05-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.125% 06/15/30    | AUTOZONE INC REGD 5.12500000                                                                      | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161009.31    | 0.01%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-AFC1 A V/R 02/25/25   | CSMC 2021-AFC1 TRUST SER 2021-AFC1 CL A1 V/R REGD 144A P/P 0.83000000                             | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325839 | PA      | $268589.49    | 0.02%             | 2056-03-25      | Variable      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDIN 5.875% 06/15/30  | KINETIK HOLDINGS LP REGD 144A P/P 5.87500000                                                      | CUSIP: 49461MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75642.38     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32            | MARS INC REGD 144A P/P 5.00000000                                                                 | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    755000 | PA      | $770600.29    | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CENT 2025-CITY A V/R 07/10/30   | CENT 2025-CITY SER 2025-CITY CL A V/R REGD 144A P/P 5.09092700                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    326000 | PA      | $330291.63    | 0.02%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50  | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $239845.38    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T/L NEP GROUP INC 0% 08/19/26   | T/L NEP GROUP INC REGD 0.00000000                                                                 | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50541 | PA      | $48729.95     | 0.00%             | 2026-08-19      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| CSMC 2010-8R 5A1 V/R 02/26/37   | CSMC SERIES 2010-8R SER 2010-8R CL 5A11 V/R REGD 144A P/P 5.66190000                              | CUSIP: 12644KJE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775805 | PA      | $775080.22    | 0.05%             | 2037-02-26      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 01/15/31  | GE HEALTHCARE TECH INC REGD 4.80000000                                                            | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160644.63    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 6% 06/13/33         | AKER BP ASA REGD 144A P/P 6.00000000                                                              | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $155618.61    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5% 02/01/34  | AMERICAN HOMES 4 RENT REGD 5.50000000                                                             | CUSIP: 02666TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $217703.93    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 02/15/50          | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                         | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2145434 | PA      | $1219856.84   | 0.08%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 A1 V/R 08/25/66     | COLT 2021-2 MORTGAGE LOAN TRUST SER 2021-2 CL A1 V/R REGD 144A P/P 0.92400000                     | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422173 | PA      | $358290.03    | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | 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        |     78000 | PA      | $78630.56     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A  5.038% 04/25/28   | SECURITIZED TERM AUTO RECEIVABLES TRUST SER 2025-A CL B REGD 144A P/P 5.03800000                  | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-CBDO         | CORP              | CA        |    136865 | PA      | $137951.55    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8089 2.5% 07/01/50     | FREDDIE MAC POOL UMBS P#SD8089 2.50000000                                                         | CUSIP: 3132DV7A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281688 | PA      | $236434.63    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDI 6.75% 04/15/29  | HIGHTOWER HOLDING LLC REGD 144A P/P 6.75000000                                                    | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64777.90     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#C91815 3% 03/01/35      | FREDDIE MAC GOLD POOL P#C91815 3.00000000                                                         | CUSIP: 3128P8AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217062 | PA      | $207179.18    | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-FPM A V/R 10/10/30    | BFLD TRUST 2025-FPM SER 2025-FPM CL A V/R REGD 144A P/P 0.00000000                                | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $170790.77    | 0.01%             | 2030-10-10      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISER FOUNDAT 3.002% 06/01/51  | KAISER FOUNDATION HOSPIT REGD SER 2021 3.00200000                                                 | CUSIP: 48305QAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $25576.79     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO 4.95% 12/15/29   | OHIO EDISON CO REGD 144A P/P 4.95000000                                                           | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127755.86    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES  5.875% 04/08/32  | CSN RESOURCES SA REGD REG S 5.87500000                                                            | CUSIP: L21779AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $167888.92    | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.15% 08/17/28       | ZOETIS INC REGD 4.15000000                                                                        | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159407.20    | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.125% 03/01/48  | SOUTHERN CAL EDISON REGD SER C 4.12500000                                                         | CUSIP: 842400GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $332277.17    | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNR 2025-3 DA 5.5% 04/25/52     | FANNIE MAE REMICS SER 2025-3 CL DA 5.50000000                                                     | CUSIP: 3136BURE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    404910 | PA      | $409516.02    | 0.03%             | 2052-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27 | FIRSTENERGY CORP REGD SER B 3.90000000                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84379.48     | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.803% 06/05/30  | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.80300000                                                   | CUSIP: 74368CCC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $219008.51    | 0.01%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SREIT 2021-MFP2  V/R 11/15/23   | SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL C V/R REGD 144A P/P 5.84818000                             | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $179943.75    | 0.01%             | 2036-11-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB4573 5% 09/01/52       | FANNIE MAE POOL UMBS P#CB4573 5.00000000                                                          | CUSIP: 3140QQCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4847007 | PA      | $4796924.62   | 0.31%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.866% 08/05/32  | BROOKLYN UNION GAS CO REGD 144A P/P 4.86600000                                                    | CUSIP: 114259AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $337358.38    | 0.02%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMU 5% 10/01/28  | CONSOLIDATED COMMUNICATI REGD 144A P/P 5.00000000                                                 | CUSIP: 20903XAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90845.55     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LI 3.375% 04/15/50  | MASS MUTUAL LIFE INS CO REGD 144A P/P 3.37500000                                                  | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    324000 | PA      | $218846.60    | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.875% 12/15/30   | TRANSDIGM INC REGD 144A P/P 6.87500000                                                            | CUSIP: 893647BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139994.33    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MLMI 2006-AF1  5.75% 08/25/36   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 20 SER 2006-AF1 CL AF1 REGD 5.75000000              | CUSIP: 59023RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5981249 | PA      | $2496006.26   | 0.16%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375% 12/01/31   | APPLOVIN CORP REGD 5.37500000                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77278.67     | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZK9295 3% 02/01/33       | FREDDIE MAC POOL UMBS P#ZK9295 3.00000000                                                         | CUSIP: 3131XDKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    483606 | PA      | $469129.94    | 0.03%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-6 A1 V/R 08/25/30     | PRPM 2025-6 LLC SER 2025-6 CL A1 V/R REGD 144A P/P 5.77400000                                     | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595000 | PA      | $595749.28    | 0.04%             | 2030-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| KENVUE INC 5.05% 03/22/53       | KENVUE INC REGD 5.05000000                                                                        | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $196408.74    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLVR 2018-1A A1R V/R 04/20/37   | CLOVER CLO 2018-1 LLC SER 2018-1A CL A1RR V/R REGD 144A P/P 5.85549000                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501750.00    | 0.03%             | 2037-04-20      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 09/19/2030   | T/L ASURION LLC REGD 0.00000000                                                                   | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4940.00      | 0.00%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.85% 12/01/35  | CHARTER COMM OPT LLC/CAP REGD 5.85000000                                                          | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $230406.26    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  3.25% 04/15/33  | OMEGA HLTHCARE INVESTORS REGD 3.25000000                                                          | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80060.68     | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277 6.338% 08/10/29   | COMM 2024-277P MORTGAGE TRUST SER 2024-277P CL A REGD 144A P/P 6.33800000                         | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $391004.23    | 0.03%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2023-2 B 4.82% 10/16/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL B REGD 4.82000000         | CUSIP: 362583AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2455000 | PA      | $2469678.20   | 0.16%             | 2028-10-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4263 4% 02/20/47    | GINNIE MAE II POOL P#MA4263 4.00000000                                                            | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229156 | PA      | $217024.51    | 0.01%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC 5.25% 06/01/32     | VERISIGN INC REGD 5.25000000                                                                      | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197837.89    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LI 6.4% 06/28/54  | VALE OVERSEAS LIMITED REGD 6.40000000                                                             | CUSIP: 91911TAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     86000 | PA      | $86016.68     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35     | UNITED STATES TREASURY NOTE 4.25000000                                                            | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4890000 | PA      | $4905281.25   | 0.32%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR3  3.2% 04/17/27   | PROGRESS RESIDENTIAL 2022-SFR3 TRUST SER 2022-SFR3 CL A REGD 144A P/P 3.20000000                  | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319782 | PA      | $313353.41    | 0.02%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.03% 10/15/47  | NORTHROP GRUMMAN CORP REGD 4.03000000                                                             | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     97000 | PA      | $76927.77     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 4.85% 06/15/28      | SOUTHERN CO REGD 4.85000000                                                                       | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66301.05     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP 8% 10/31/29    | ARIS MINING CORP REGD 144A P/P 8.00000000                                                         | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207000.00    | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST C 5.15% 05/15/30  | PINNACLE WEST CAPITAL REGD 5.15000000                                                             | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    267000 | PA      | $274676.61    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A2 5.31% 04/20/27    | ENTERPRISE FLEET FINANCING 2024-3 LLC SER 2024-3 CL A2 REGD 144A P/P 5.31000000                   | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2311457 | PA      | $2323626.82   | 0.15%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM5109 3.5% 05/01/47     | FANNIE MAE POOL UMBS P#FM5109 3.50000000                                                          | CUSIP: 3140X8VB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    563246 | PA      | $526164.18    | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICE 5.2% 11/15/34  | REPUBLIC SERVICES INC REGD 5.20000000                                                             | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395037.83    | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 A1 V/R 05/25/65     | STAR 2021-1 TRUST SER 2021-1 CL A1 V/R REGD 144A P/P 1.21900000                                   | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303174 | PA      | $284478.54    | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| LXS 2007-4N 1A3 V/R 03/25/47    | LEHMAN XS TRUST SERIES 2007-4N SER 2007-4N CL 1A3 V/R REGD 4.91703000                             | CUSIP: 52524HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2312695 | PA      | $1988477.82   | 0.13%             | 2047-03-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS 4.1% 10/15/41  | KYNDRYL HOLDINGS INC REGD SER WI 4.10000000                                                       | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    295000 | PA      | $232051.20    | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM1 A V/R 01/25/26   | CSMC 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 2.26500000                             | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1258737 | PA      | $1156971.01   | 0.07%             | 2066-11-25      | Variable      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35     | MORGAN STANLEY REGD V/R MTN 5.83100000                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3677874.33   | 0.24%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-4CB 1 V/R 04/25/37   | ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A1 V/R REGD 5.03703000                           | CUSIP: 02148FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815522 | PA      | $1384448.11   | 0.09%             | 2037-04-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0371 4.5% 05/01/48     | FREDDIE MAC POOL UMBS P#ZT0371 4.50000000                                                         | CUSIP: 3132ACMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    252738 | PA      | $246801.77    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP C 4.125% 11/15/28  | VERTIV GROUP CORPORATION REGD 144A P/P 4.12500000                                                 | CUSIP: 92535UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78090.73     | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WSTOP 2020-1A 2.841% 12/05/27   | WINGSTOP FUNDING LLC SER 2020-1A CL A2 REGD 144A P/P 2.84100000                                   | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985000 | PA      | $945726.47    | 0.06%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE RE GRP 5.25% 04/15/30  | ANYWHERE RE GRP/REALOGY REGD 144A P/P 5.25000000                                                  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17526.82     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNR 2022-64 IO 2.5% 02/20/50    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-64 CL IO 2.50000000                             | CUSIP: 38383PU41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7345205 | PA      | $774736.98    | 0.05%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0168 3.5% 02/01/57     | FANNIE MAE POOL UMBS P#BF0168 3.50000000                                                          | CUSIP: 3140FXFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171980 | PA      | $154995.46    | 0.01%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5985 3.5% 06/20/49  | GINNIE MAE II POOL P#MA5985 3.50000000                                                            | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196074 | PA      | $179092.65    | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSC 2019-L3 XA V/R 11/15/29     | MORGAN STANLEY CAPITAL I TRUST 2019-L3 SER 2019-L3 CL XA V/R REGD 0.72104700                      | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20499448 | PA      | $444436.24    | 0.03%             | 2052-11-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| T/L CLEARWATER ANA 0% 02/07/32  | T/L CLEARWATER ANALYTICS LLC   REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15009.45     | 0.00%             | 2032-02-07      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.25% 06/05/34  | VERISK ANALYTICS INC REGD 5.25000000                                                              | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156000.58    | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIA 5.25% 01/15/31  | FIRST INDUSTRIAL LP REGD 5.25000000                                                               | CUSIP: 32055RAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $210332.91    | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L ASPIRE BAKE 0% 12/23/30     | T/L ASPIRE BAKERIES HOLDINGS   LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69648 | PA      | $69866.24     | 0.00%             | 2030-12-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0043 3% 05/01/51       | FANNIE MAE POOL UMBS P#FS0043 3.00000000                                                          | CUSIP: 3140XFBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358138 | PA      | $318047.58    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP IN 3.8% 02/15/28  | EXPEDIA GROUP INC REGD SER WI 3.80000000                                                          | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $340683.55    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 5.2% 05/15/30    | PSEG POWER LLC REGD 144A P/P 5.20000000                                                           | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $112150.88    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA3988 2.5% 11/01/50     | FREDDIE MAC POOL UMBS P#RA3988 2.50000000                                                         | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    505707 | PA      | $424247.28    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0414 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0414 2.50000000                                                          | CUSIP: 3140QKN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419608 | PA      | $351901.91    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L HUSKY INJECT 0% 02/15/29    | T/L HUSKY INJECTION MOLDING    SYSTEMS LTDREGD 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78984 | PA      | $79194.50     | 0.01%             | 2029-02-15      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUN 8.5% 07/31/31  | UNIVISION COMMUNICATIONS REGD 144A P/P 8.50000000                                                 | CUSIP: 914906AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92741.49     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EXTNT 2024-1A  6.15% 07/25/29   | EXTENET ISSUER LLC SER 2024-1A CL B REGD 144A P/P 6.15000000                                      | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507379.40    | 0.03%             | 2054-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5.6% 10/15/54  | HP ENTERPRISE CO REGD 5.60000000                                                                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    465000 | PA      | $429416.41    | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7525 2.5% 10/01/50     | FREDDIE MAC POOL UMBS P#SD7525 2.50000000                                                         | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63412 | PA      | $53888.39     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | 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      | $199076.85    | 0.01%             | 2173-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY 7.875% 02/15/39  | BUFFALO ENERGY MX HLDGS REGD 144A P/P 7.87500000                                                  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198982 | PA      | $212413.52    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AGILENT TECHNOL 4.75% 09/09/34  | AGILENT TECHNOLOGIES INC REGD 4.75000000                                                          | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162688.46    | 0.01%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4256 2.5% 02/01/51     | FANNIE MAE POOL UMBS P#MA4256 2.50000000                                                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447126 | PA      | $373945.66    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP V/R 06/01/55    | CMS ENERGY CORP REGD V/R 6.50000000                                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80583.40     | 0.01%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A1 V/R 07/25/61   | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    476681 | PA      | $392642.57    | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3211 4% 12/01/47       | FANNIE MAE POOL UMBS P#MA3211 4.00000000                                                          | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46966 | PA      | $44810.06     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTI 5.5% 12/15/27  | SERVICE PROPERTIES TRUST REGD 5.50000000                                                          | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24673.22     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35          | MARS INC REGD 144A P/P 5.20000000                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2725030.84   | 0.18%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PUGET ENERGY INC 4.1% 06/15/30  | PUGET ENERGY INC REGD 4.10000000                                                                  | CUSIP: 745310AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73117.14     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSO 4.625% 10/15/39  | ADANIREN KODSOPAR WARSOM REGD REG S EMTN 4.62500000                                               | CUSIP: Y0R1LYAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    167000 | PA      | $138342.23    | 0.01%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.05% 08/15/34  | VIRGINIA ELEC & POWER CO REGD 5.05000000                                                          | CUSIP: 927804GR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146273.82    | 0.01%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 A V/R 07/25/28   | PRET 2025-NPL7 LLC SER 2025-NPL7 CL A1 V/R REGD 144A P/P 5.65710000                               | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1665582 | PA      | $1672698.47   | 0.11%             | 2055-07-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC 5.35% 04/15/32      | PAYCHEX INC REGD 5.35000000                                                                       | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    312000 | PA      | $322746.01    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-B33 3.052% 10/10/31   | CSMC 2021-B33 SER 2021-B33 CL A1 REGD 144A P/P 3.05250000                                         | CUSIP: 12658WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163601 | PA      | $155938.62    | 0.01%             | 2043-10-10      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| LIONS GATE CAPIT 5.5% 04/15/29  | LIONS GATE CAPITAL HOLD REGD 144A P/P 5.50000000                                                  | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15702.60     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORDL 2023-B B 6.2% 03/15/26    | FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL B REGD 6.20000000                               | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5640000 | PA      | $5680259.45   | 0.37%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.734% 12/08/47      | INTEL CORP REGD SER WI 3.73400000                                                                 | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $184391.46    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP 7.875% 06/15/32    | NAVIENT CORP REGD 7.87500000                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31646.85     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ANGLOGOLD HOLD 3.375% 11/01/28  | ANGLOGOLD HOLDINGS PLC REGD 3.37500000                                                            | CUSIP: 03512TAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192629.72    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.6% 03/15/34  | COTERRA ENERGY INC REGD 5.60000000                                                                | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    319000 | PA      | $322990.43    | 0.02%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 5.75% 04/01/33  | JBS USA HOLD/FOOD/LUX CO REGD 5.75000000                                                          | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    190000 | PA      | $196822.90    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 AS V/R 11/15/29    | BMO 2024-5C7 MORTGAGE TRUST SER 2024-5C7 CL AS V/R REGD 5.88760000                                | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232000 | PA      | $240781.27    | 0.02%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC 6.875% 08/15/32      | ARCOSA INC REGD 144A P/P 6.87500000                                                               | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41728.52     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHR 5201 PA 2.5% 03/25/52       | FREDDIE MAC REMICS SER 5201 CL PA 2.50000000                                                      | CUSIP: 3137H6KN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    467066 | PA      | $420582.27    | 0.03%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4.5% SEP 25      | G2SF 30 YR TBA 4.5% SEP 25     TO BE ANNOUNCED 4.50000000                                         | CUSIP: 21H042695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    935000 | PA      | $900383.83    | 0.06%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 2.565% 02/15/30  | OTIS WORLDWIDE CORP REGD SER WI 2.56500000                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    565000 | PA      | $526662.77    | 0.03%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 5.5% 06/15/35  | GE HEALTHCARE TECH INC REGD 5.50000000                                                            | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225891.45    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L GRAY TELEVISI 0% 12/01/28   | T/L GRAY TELEVISION INC. REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7313 | PA      | $7275.79      | 0.00%             | 2028-12-01      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACUR 5% 05/01/28  | ACURIS FIN US/ACURIS FIN REGD 144A P/P 5.00000000                                                 | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194618.36    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BXP 2017-GM B V/R 06/13/27      | BXP TRUST 2017-GM SER 2017-GM CL B V/R REGD 144A P/P 3.53896000                                   | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182000 | PA      | $176549.30    | 0.01%             | 2039-06-13      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| T/L TEAM HEALTH 0.00% 06/23/28  | T/L TEAM HEALTH HOLDINGS INC. 0.00000000                                                          | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29862.60     | 0.00%             | 2028-06-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30  | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $147439.54    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  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 5.53800000          | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $218350.00    | 0.01%             | 2034-09-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SUNRN 2021-2A  2.27% 01/30/29   | SUNRUN DEMETER ISSUER 2021-2 LLC SER 2021-2A CL A REGD 144A P/P 2.27000000                        | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1609278 | PA      | $1437009.40   | 0.09%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6092 4.5% 08/20/49  | GINNIE MAE II POOL P#MA6092 4.50000000                                                            | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178655 | PA      | $173686.39    | 0.01%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.681% 01/15/34  | COLUMBIA PIPELINE HOLDCO REGD 144A P/P 5.68100000                                                 | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163817.02    | 0.01%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC 6.25% 02/01/29        | IQVIA INC REGD SER WI 6.25000000                                                                  | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $103162.15    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7051 2% 12/20/50    | GINNIE MAE II POOL P#MA7051 2.00000000                                                            | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1272218 | PA      | $1042555.74   | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.65% 10/01/43  | SOUTHERN CAL EDISON REGD 4.65000000                                                               | CUSIP: 842400FZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $109340.63    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERV 8.25% 10/01/31  | WINDSTREAM SERVICES/ESCR REGD 144A P/P 8.25000000                                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67611.51     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.3% 02/15/30  | UNITEDHEALTH GROUP INC REGD 5.30000000                                                            | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36420.37     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-EA  0.97% 12/15/28   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL A REGD 144A P/P 0.97000000        | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283513 | PA      | $255476.77    | 0.02%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SV 4.25% 02/15/29  | PENNYMAC FIN SVCS INC REGD 144A P/P 4.25000000                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43402.81     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SWF HOLDINGS I C 6.5% 10/01/29  | SWF HOLDINGS I CORP REGD 144A P/P 6.50000000                                                      | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $8000.00      | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WEN 2022-1A A 4.236% 03/15/29   | WENDY'S FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 4.23600000                                   | CUSIP: 95058XAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    940900 | PA      | $929091.71    | 0.06%             | 2052-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46  | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $447287.10    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 4.876% 07/16/30  | NTT FINANCE CORP REGD 144A P/P 4.87600000                                                         | CUSIP: 62954WAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203087.54    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30  | GOVT OF BERMUDA REGD REG S 2.37500000                                                             | CUSIP: G10367AE3<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |    890000 | PA      | $803937.00    | 0.05%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0318 3.5% 08/20/42  | GINNIE MAE II POOL P#MA0318 3.50000000                                                            | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96339 | PA      | $90233.44     | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS I 5.75% 03/15/35  | FLOWERS FOODS INC REGD 5.75000000                                                                 | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    153000 | PA      | $155835.08    | 0.01%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1090 2% 04/01/52       | FREDDIE MAC POOL UMBS P#SD1090 2.00000000                                                         | CUSIP: 3132DNF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    664836 | PA      | $536003.60    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/35        | BNP PARIBAS REGD V/R 144A P/P 5.90600000                                                          | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $382077.64    | 0.02%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL ED 7.375% 09/01/31  | MCGRAW-HILL EDUCATION REGD 144A P/P 7.37500000                                                    | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20995.86     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32      | CITIGROUP INC REGD V/R 2.52000000                                                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6930000 | PA      | $6134976.96   | 0.40%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLD 6.5% 04/15/30  | CELANESE US HOLDINGS LLC REGD 6.50000000                                                          | CUSIP: 15089QAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45405.86     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | 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        |    150000 | PA      | $152568.66    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNR 2023-36 IO 2.5% 10/25/52    | FANNIE MAE REMICS SER 2023-36 CL IO 2.50000000                                                    | CUSIP: 3136BQDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8022372 | PA      | $1265636.67   | 0.08%             | 2052-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHS 389 C35 2% 06/15/52         | FREDDIE MAC STRIPS SER 389 CL C35 2.00000000                                                      | CUSIP: 31325YRN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1129818 | PA      | $149212.25    | 0.01%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.45% 09/01/34  | COX COMMUNICATIONS INC REGD 144A P/P 5.45000000                                                   | CUSIP: 224044CU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78971.59     | 0.01%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CO 4.125% 05/15/51  | REPUBLIC OF COLOMBIA REGD 4.12500000                                                              | CUSIP: 195325DT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |    200000 | PA      | $127148.00    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55    | UNITED STATES TREASURY BOND 4.62500000                                                            | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6190000 | PA      | $5899843.75   | 0.38%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BABSN 2024-1A B V/R 01/20/37    | BARINGS CLO LTD 2024-I SER 2024-1A CL B V/R REGD 144A P/P 6.42549000                              | CUSIP: 06763VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    835000 | PA      | $836539.49    | 0.05%             | 2037-01-20      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| VOLT 2021-NP11 A V/R 07/25/24   | VOLT CII LLC SER 2021-NP11 CL A1 V/R REGD 144A P/P 5.86780000                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305536 | PA      | $305401.61    | 0.02%             | 2051-08-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-C63 XA V/R 08/15/57   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-C63 SER 2024-C63 CL XA V/R REGD 1.21314000             | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4335883 | PA      | $313594.47    | 0.02%             | 2057-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08793 4% 12/01/47      | FREDDIE MAC GOLD POOL P#G08793 4.00000000                                                         | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39910 | PA      | $38028.93     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.9% 04/18/64  | DIAMONDBACK ENERGY INC REGD 5.90000000                                                            | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69395.14     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5% 02/13/36     | MCDONALD'S CORP REGD MTN 5.00000000                                                               | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350272.22    | 0.02%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2898 2.5% 06/01/50     | FREDDIE MAC POOL UMBS P#RA2898 2.50000000                                                         | CUSIP: 3133KJGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    292222 | PA      | $246151.13    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33  | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                           | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91430.53     | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 11/30/54       | NISOURCE INC REGD V/R 6.95000000                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75904.60     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| T/L QUIKRETE HOL 0% 02/10/32    | T/L QUIKRETE HOLDINGS INC      REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79800 | PA      | $79750.52     | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| T/L WATERBRIDGE MI 0% 06/27/29  | T/L WATERBRIDGE MIDSTREAM      OPERATING LLC REGD TERM LOAN 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24775 | PA      | $24744.03     | 0.00%             | 2029-06-27      | Variable      | 9.31%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.7% 04/01/35  | ENERGY TRANSFER LP REGD 5.70000000                                                                | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269777.46    | 0.02%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-1 MA 3.5% 07/25/58    | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MA 3.50000000         | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    247733 | PA      | $240532.48    | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2073 3.5% 07/20/44  | GINNIE MAE II POOL P#MA2073 3.50000000                                                            | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12945 | PA      | $12073.65     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L ZELIS PAYMENTS 0% 11/26/31  | T/L ZELIS PAYMENTS BUYER INC   REGD 0.00000000                                                    | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $84628.28     | 0.01%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.55% 08/15/64  | META PLATFORMS INC REGD 5.55000000                                                                | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    520000 | PA      | $503155.55    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD 4.875% 07/01/29  | CLARIV SCI HLD CORP REGD 144A P/P 4.87500000                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51966.25     | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T/L FLUTTER ENT 0.00% 05/22/32  | T/L FLUTTER ENTERTAINMENT      PUBLIC LIMITED COMPANY 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     15000 | PA      | $14943.75     | 0.00%             | 2032-05-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UPSPT 2021-ST4 A 2% 07/20/27    | UPSTART PASS-THROUGH TRUST SERIES 2021-ST4 SER 2021-ST4 CL A REGD 144A P/P 2.00000000             | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27354 | PA      | $27256.49     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.2% 01/15/36  | ENTERPRISE PRODUCTS OPER REGD 5.20000000                                                          | CUSIP: 29379VCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100910.16    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DC 2024-HLTN A V/R 04/13/28     | DC TRUST 2024-HLTN SER 2024-HLTN CL A V/R REGD 144A P/P 5.93346800                                | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303597.93    | 0.02%             | 2040-04-13      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SMITH & NEPHEW 2.032% 10/14/30  | SMITH & NEPHEW PLC REGD 2.03200000                                                                | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $200678.83    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| WELF 2019-1A CR V/R 07/20/32    | WELLFLEET CLO 2019-1 LTD SER 2019-1A CL CR V/R REGD 144A P/P 8.13710000                           | CUSIP: 94950NAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499301.25    | 0.03%             | 2032-07-20      | Variable      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM4969 2% 12/01/50       | FANNIE MAE POOL UMBS P#FM4969 2.00000000                                                          | CUSIP: 3140X8QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272479 | PA      | $219855.23    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39  V/R 09/15/31   | BANK 2022-BNK39 SER 2022-BNK39 CL XA V/R REGD 0.52423900                                          | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6404223 | PA      | $145676.21    | 0.01%             | 2055-02-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% SEP 25       | FNMA 30YR TBA 5.5% SEP 25      TO BE ANNOUNCED 5.50000000                                         | CUSIP: 01F052698<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     61000 | PA      | $61343.41     | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 03/14/35  | BANK OF NY MELLON CORP REGD V/R MTN 5.18800000                                                    | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101898.19    | 0.01%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5735 5.5% 06/01/55     | FANNIE MAE POOL UMBS P#MA5735 5.50000000                                                          | CUSIP: 31418FLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $1005921.95   | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAIN 4.125% 07/01/29  | PENN ENTERTAINMENT INC REGD 144A P/P 4.12500000                                                   | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51259.35     | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| GEORGIA POWER C 4.55% 03/15/30  | GEORGIA POWER CO REGD 4.55000000                                                                  | CUSIP: 373334KY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $370797.80    | 0.02%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47      | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                         | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    205180 | PA      | $183358.52    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 A V/R 01/25/60   | CSMC 2021-RPL3 TRUST SER 2021-RPL3 CL A1 V/R REGD 144A P/P 2.00000000                             | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2434122 | PA      | $2162055.12   | 0.14%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-CBM A2 V/R 12/10/29   | COMM 2024-CBM MORTGAGE TRUST SER 2024-CBM CL A2 V/R REGD 144A P/P 5.86700000                      | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $259748.28    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BM3415 2.5% 02/01/47     | FANNIE MAE POOL UMBS P#BM3415 2.50000000                                                          | CUSIP: 3140J7YM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5327130 | PA      | $4558700.32   | 0.29%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCI 4.95% 06/12/30  | SAMMONS FINANCIAL GLOBAL REGD 144A P/P 4.95000000                                                 | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304697.14    | 0.02%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52  | GINNIE MAE II POOL P#MA8201 4.50000000                                                            | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253865 | PA      | $247070.26    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8098 2% 10/01/50       | FREDDIE MAC POOL UMBS P#SD8098 2.00000000                                                         | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    444262 | PA      | $356312.55    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | 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        |    313000 | PA      | $321222.55    | 0.02%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05% 09/01/33        | ONEOK INC REGD 6.05000000                                                                         | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131519.71    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.35% 04/01/35  | ONCOR ELECTRIC DELIVERY REGD 144A P/P 5.35000000                                                  | CUSIP: 68233JCZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $251863.23    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MONONGAHELA POW 5.85% 02/15/34  | MONONGAHELA POWER CO REGD 144A P/P 5.85000000                                                     | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31547.69     | 0.00%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VDCR 2024-1A  4.992% 09/17/29   | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 4.99200000               | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $560944.94    | 0.04%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ENERGUATE TRUS 5.875% 05/03/27  | ENERGUATE TRUST REGD REG S 5.87500000                                                             | CUSIP: G3040LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |    200000 | PA      | $200102.00    | 0.01%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  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 1.61742300                       | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3627178 | PA      | $62158.60     | 0.00%             | 2050-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% SEP 25       | FNMA 30YR TBA 5.5% SEP 25      TO BE ANNOUNCED 5.50000000                                         | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16725000 | PA      | $16819157.40  | 1.08%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / 4.5% 09/15/26  | RADIATE HOLDCO / FINANCE REGD 144A P/P 4.50000000                                                 | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18150.00     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM4865 2.5% 11/01/50     | FANNIE MAE POOL UMBS P#FM4865 2.50000000                                                          | CUSIP: 3140X8MP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8758018 | PA      | $7311023.05   | 0.47%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5068 UZ 2.5% 01/25/51       | FREDDIE MAC REMICS SER 5068 CL UZ 2.50000000                                                      | CUSIP: 3137F8QK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10026310 | PA      | $6256266.12   | 0.40%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4135 5% 07/01/52       | FANNIE MAE POOL UMBS P#CB4135 5.00000000                                                          | CUSIP: 3140QPSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525241 | PA      | $521338.66    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH 2024-C A2A 4.3% 07/15/26    | CNH EQUIPMENT TRUST 2024-C SER 2024-C CL A2A REGD 4.30000000                                      | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1571905 | PA      | $1571514.35   | 0.10%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% SEP 25        | G2SF 30 YR TBA 4% SEP 25       TO BE ANNOUNCED 4.00000000                                         | CUSIP: 21H040699<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -240000 | PA      | $-223859.09   | -0.01%            | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC 6% 11/15/31       | LIFE TIME INC REGD 144A P/P 6.00000000                                                            | CUSIP: 53190FAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106116.83    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNR 2021-215 KA 2.5% 10/20/49   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-215 CL KA 2.50000000                            | CUSIP: 38383DY69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    717045 | PA      | $640434.48    | 0.04%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0352 3% 04/01/53       | FANNIE MAE POOL UMBS P#BF0352 3.00000000                                                          | CUSIP: 3140FXMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3465537 | PA      | $3088200.46   | 0.20%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY 5.5% 03/26/36           | HUNGARY REGD 144A P/P 5.50000000                                                                  | CUSIP: 445545AU0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    435000 | PA      | $428363.32    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6930 2% 10/20/50    | GINNIE MAE II POOL P#MA6930 2.00000000                                                            | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    571135 | PA      | $468033.20    | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 6.4% 03/26/29  | MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.40000000                                                 | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $74550.00     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-NQM2 A V/R 02/25/66   | CSMC 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.17900000                                   | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    546369 | PA      | $490383.16    | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/30  | GOLDMAN SACHS GROUP INC REGD V/R 5.04900000                                                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    510000 | PA      | $522123.93    | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.75% 06/01/53  | SOUTHERN CALIF GAS CO REGD 5.75000000                                                             | CUSIP: 842434CY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5726103.58   | 0.37%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SEC 8.25% 08/01/32  | GARDA WORLD SECURITY REGD 144A P/P 8.25000000                                                     | CUSIP: 36485MAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     90000 | PA      | $93569.58     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.59 09/20/53 CHASUS33 FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $109086.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHMS K-164 X1 V/R 05/25/34      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-164 CL X1 V/R 0.28221400            | CUSIP: 3137HDUX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2994382 | PA      | $72573.94     | 0.00%             | 2034-05-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42  | WARNERMEDIA HOLDINGS INC REGD SER * 5.05000000                                                    | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $37056.25     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SGR 2021-2 B1 V/R 12/25/61      | SG RESIDENTIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL B1 V/R REGD 144A P/P 4.03800000                | CUSIP: 78432YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5238000 | PA      | $3978717.23   | 0.26%             | 2061-12-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BR4393 2% 03/01/51       | FANNIE MAE POOL UMBS P#BR4393 2.00000000                                                          | CUSIP: 3140L23B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    855836 | PA      | $682474.17    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPR 2024-PMDW A V/R 11/05/29    | BPR TRUST 2024-PMDW SER 2024-PMDW CL A V/R REGD 144A P/P 5.35800000                               | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $632792.03    | 0.04%             | 2041-11-05      | Variable      | 5.36%                 | Yes           |                  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 1.56427200                 | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13023770 | PA      | $98733.20     | 0.01%             | 2049-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELIN 5.7% 09/30/31  | WHISTLER PIPELINE LLC REGD 144A P/P 5.70000000                                                    | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    136000 | PA      | $141402.99    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FP0036 2.5% 02/01/51     | FANNIE MAE POOL UMBS P#FP0036 2.50000000                                                          | CUSIP: 3140XTBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502894 | PA      | $421043.46    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30  | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                            | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    300000 | PA      | $307865.63    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5 A V/R 06/25/25   | CSMC 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 0.93800000                             | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405819 | PA      | $343714.29    | 0.02%             | 2066-05-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| WORKDAY INC 3.8% 04/01/32       | WORKDAY INC REGD 3.80000000                                                                       | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74882.80     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  5.638% 04/05/64  | TOTALENERGIES CAPITAL SA REGD 5.63800000                                                          | CUSIP: 89157XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    415000 | PA      | $398119.80    | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| T/L SAVOR ACQUI 0.00% 02/04/32  | T/L SAVOR ACQUISITION INC      FIRST LIEN TERM LOAN B 0% 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63966 | PA      | $64237.37     | 0.00%             | 2032-02-04      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD 6% 11/15/27         | ACADEMY LTD REGD 144A P/P 6.00000000                                                              | CUSIP: 00401YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90094.41     | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WALKER & DUNLO 6.625% 04/01/33  | WALKER & DUNLOP INC REGD 144A P/P 6.62500000                                                      | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62424.60     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31  | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                       | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216811.59    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% SEP 25       | FNMA 30YR TBA 6.5% SEP 25      TO BE ANNOUNCED 6.50000000                                         | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2045000 | PA      | $2119173.07   | 0.14%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELI 5.95% 09/30/34  | WHISTLER PIPELINE LLC REGD 144A P/P 5.95000000                                                    | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166086.02    | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2017-C6 XB V/R 06/10/27   | DBJPM 2017-C6 MORTGAGE TRUST SER 2017-C6 CL XB V/R REGD 0.38110400                                | CUSIP: 23312JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21195000 | PA      | $109953.30    | 0.01%             | 2050-06-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH IN 5% 11/15/29  | CARDINAL HEALTH INC REGD 5.00000000                                                               | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456007.75    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.7% 09/27/34       | ORACLE CORP REGD 4.70000000                                                                       | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87000.80     | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LL 5.875% 08/15/27  | DIRECTV FIN LLC/COINC REGD 144A P/P 5.87500000                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94524.93     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| T/L EMRLD BORROWER 0% 08/04/31  | T/L EMRLD BORROWER LP REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24812 | PA      | $24754.69     | 0.00%             | 2031-08-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FHMS K118 X1 V/R 09/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K118 CL X1 V/R 0.95079200             | CUSIP: 3137F62P1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2049154 | PA      | $80349.59     | 0.01%             | 2030-09-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.95% 10/01/43  | ENERGY TRANSFER LP REGD 5.95000000                                                                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1634102.13   | 0.11%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34  | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $6014954.66   | 0.39%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIA 5% 03/27/30  | EQUITABLE FINANCIAL LIFE REGD 144A P/P 5.00000000                                                 | CUSIP: 29449WAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256337.05    | 0.02%             | 2030-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON F 5.125% 02/21/32  | BHP BILLITON FIN USA LTD REGD 5.12500000                                                          | CUSIP: 055451BK3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     60000 | PA      | $61956.72     | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX2554 5% 11/01/52       | FANNIE MAE POOL UMBS P#BX2554 5.00000000                                                          | CUSIP: 3140N6ZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17021 | PA      | $16894.94     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 4% 01/15/31         | AKER BP ASA REGD 144A P/P 4.00000000                                                              | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $144030.44    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PBF HOLDING CO LLC 6% 02/15/28  | PBF HOLDING CO LLC REGD SER WI 6.00000000                                                         | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24556.21     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P4 B V/R 06/10/26    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL B V/R REGD 3.37700000                  | CUSIP: 29429EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $376496.52    | 0.02%             | 2049-07-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52     | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                          | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3398171 | PA      | $3279806.35   | 0.21%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAY 9.875% 09/20/31  | JETBLUE AIRWAYS/LOYALTY REGD 144A P/P 9.87500000                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29810.82     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2022-1 A1 V/R 01/25/26     | ANGEL OAK MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.88100000                     | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1135839 | PA      | $1066638.93   | 0.07%             | 2066-12-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BV4196 3% 04/01/52       | FANNIE MAE POOL UMBS P#BV4196 3.00000000                                                          | CUSIP: 3140MHUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285051 | PA      | $249687.16    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNS 429 C3 2.5% 09/25/52        | FANNIE MAE INTEREST STRIP SER 429 CL C3 2.50000000                                                | CUSIP: 31423YVK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    874149 | PA      | $138436.75    | 0.01%             | 2052-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH  4.9% 09/15/45  | CARDINAL HEALTH INC REGD 4.90000000                                                               | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    339000 | PA      | $295913.86    | 0.02%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERI 5.9% 03/01/33  | JACOBS ENGINEERING GROUP REGD 5.90000000                                                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    274000 | PA      | $286598.99    | 0.02%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1108 2.5% 09/01/51     | FANNIE MAE POOL UMBS P#FS1108 2.50000000                                                          | CUSIP: 3140XGGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235780 | PA      | $197752.29    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLD 6.15% 01/25/32  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.15000000                                                    | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $637003.58    | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST 7.3% 10/01/39     | CALIFORNIA ST REGD N/C B/E 7.30000000                                                             | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $282845.40    | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  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 5.16598000              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148744 | PA      | $148697.66    | 0.01%             | 2038-10-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3834 3% 11/01/49       | FANNIE MAE POOL UMBS P#MA3834 3.00000000                                                          | CUSIP: 31418DHL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3516689 | PA      | $3084437.60   | 0.20%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-162 X1 V/R 12/25/33      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-162 CL X1 V/R 0.36981900            | CUSIP: 3137HBP99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1770495 | PA      | $51267.51     | 0.00%             | 2033-12-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44    | UNITED STATES TREASURY BOND 4.12500000                                                            | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6380000 | PA      | $5795582.05   | 0.37%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 5.3% 02/15/40  | DUKE ENERGY CAROLINAS REGD 5.30000000                                                             | CUSIP: 26442CAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $480839.40    | 0.03%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 A V/R 12/27/60   | CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.13438000                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284754 | PA      | $283885.45    | 0.02%             | 2060-12-27      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31  | VERIZON COMMUNICATIONS REGD 1.75000000                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $2945132.33   | 0.19%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNR 2017-105 ZE 3% 01/25/48     | FANNIE MAE REMICS SER 2017-105 CL ZE 3.00000000                                                   | CUSIP: 3136B0MR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    835058 | PA      | $657522.90    | 0.04%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  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 5.73000000            | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2402250.00   | 0.15%             | 2042-08-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2021-3 B1 V/R 07/25/51    | JP MORGAN MORTGAGE TRUST 2021-3 SER 2021-3 CL B1 V/R REGD 144A P/P 2.93267500                     | CUSIP: 46592KBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1447717 | PA      | $1215395.65   | 0.08%             | 2051-07-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2021-NQM1 A V/R 03/25/25   | MFA 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.15300000                              | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160829 | PA      | $151149.78    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| GNR 2022-24 GA 3% 02/20/52      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-24 CL GA 3.00000000                             | CUSIP: 38383F2D4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    377948 | PA      | $350659.88    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOCA 2024-BOCA A V/R 08/15/26   | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA SER 2024-BOCA CL A V/R REGD 144A P/P 6.28378000          | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1410000 | PA      | $1416168.75   | 0.09%             | 2041-08-15      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CWALT 2005-28CB 5.5% 08/25/35   | ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 1A7 REGD 5.50000000                             | CUSIP: 12667GWW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    477335 | PA      | $408200.62    | 0.03%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID  7.25% 07/15/32  | BLUE RACER MID LLC/FINAN REGD 144A P/P 7.25000000                                                 | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53061.60     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES I 5.35% 01/15/36  | EOG RESOURCES INC REGD 5.35000000                                                                 | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324773.97    | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4869 5.5% 01/01/53     | FANNIE MAE POOL UMBS P#MA4869 5.50000000                                                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5267613 | PA      | $5321954.00   | 0.34%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30  | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540879.84    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5113 5.5% 11/01/52     | FANNIE MAE POOL UMBS P#CB5113 5.50000000                                                          | CUSIP: 3140QQVF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460024 | PA      | $465360.32    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT DEC25     | FUTURE CONTRACT ON           US ULTRA BOND CBT DEC25 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         6 | NC      | $699375.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOT 4.7% 06/15/32  | O'REILLY AUTOMOTIVE INC REGD 4.70000000                                                           | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89097.94     | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/35  | JPMORGAN CHASE & CO REGD V/R 5.33600000                                                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2028696.00   | 0.13%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| T/L CROWN FINA 00.00% 12/02/31  | T/L CROWN FINANCE US INC 0.00000000                                                               | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34781.47     | 0.00%             | 2031-12-02      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVIC 1.45% 02/15/31  | REPUBLIC SERVICES INC REGD 1.45000000                                                             | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47349.39     | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-B M2 V/R 10/25/35    | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-B SER 2005-B CL M2 V/R REGD 5.17203000             | CUSIP: 64352VNL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3482723.20   | 0.22%             | 2035-10-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1 6.505% 07/30/34   | SUBWAY FUNDING LLC SER 2024-1A CL A23 REGD 144A P/P 6.50500000                                    | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496250 | PA      | $510742.98    | 0.03%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CE 5.7% 03/15/53  | EVERGY KANSAS CENTRAL REGD 5.70000000                                                             | CUSIP: 30036FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $161314.76    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB  4.9% 08/21/32  | COREBRIDGE GLOB FUNDING REGD 144A P/P 4.90000000                                                  | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125361.36    | 0.01%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34     | UNITED STATES TREASURY NOTE 4.25000000                                                            | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20305000 | PA      | $20438251.57  | 1.32%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ESA 2021-ESH A V/R 07/15/26     | EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 5.55748000               | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    306322 | PA      | $306226.81    | 0.02%             | 2038-07-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATI 10.5% 11/30/30  | VERITIV OPERATING CO REGD 144A P/P 10.50000000                                                    | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $43298.72     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| NETFLIX INC 5.4% 08/15/54       | NETFLIX INC REGD 5.40000000                                                                       | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98448.76     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29  | GLP CAPITAL LP / FIN II REGD 5.30000000                                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142538.76    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNR 2022-61 EI 3% 07/20/51      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-61 CL EI 3.00000000                             | CUSIP: 38383PQQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13462188 | PA      | $2207275.20   | 0.14%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CA V/R /PERP/  | BANCO DO BRASIL (CAYMAN) REGD V/R /PERP/ 8.74800000                                               | CUSIP: G07402DP5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399060.00    | 0.03%             | 2173-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.75% 02/15/44  | PACIFIC GAS & ELECTRIC REGD 4.75000000                                                            | CUSIP: 694308HH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $78686.77     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNS 426 C38 2% 03/25/52         | FANNIE MAE INTEREST STRIP SER 426 CL C38 2.00000000                                               | CUSIP: 31422M2A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1073467 | PA      | $137038.51    | 0.01%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L MADISON IAQ LL 0% 03/26/32  | T/L MADISON IAQ LLC REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $50212.00     | 0.00%             | 2032-03-26      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ SER GG 6.87500000                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82418.23     | 0.01%             | 2173-11-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SHR 2024-LXRY A V/R 10/15/26    | SHR TRUST 2024-LXRY SER 2024-LXRY CL A V/R REGD 144A P/P 6.31310000                               | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1455000 | PA      | $1459363.11   | 0.09%             | 2041-10-15      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| FNS 437 C8 2.5% 06/25/52        | FANNIE MAE INTEREST STRIP SER 437 CL C8 2.50000000                                                | CUSIP: 31424UPE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    892004 | PA      | $144206.75    | 0.01%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTR 10.375% 08/01/30  | BRAND INDUSTRIAL SERVICE REGD 144A P/P 10.37500000                                                | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19635.71     | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| FNR 2014-95 ZC 3% 01/25/45      | FANNIE MAE REMICS SER 2014-95 CL ZC 3.00000000                                                    | CUSIP: 3136AL3J8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567838 | PA      | $518757.46    | 0.03%             | 2045-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUS 1.631% 11/15/26  | SBA TOWER TRUST REGD 144A P/P 1.63100000                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3303356.14   | 0.21%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B A2 4.64% 01/18/33   | NMEF FUNDING 2025-B LLC SER 2025-B CL A2 REGD 144A P/P 4.64000000                                 | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    351000 | PA      | $351841.94    | 0.02%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 4.85% 08/19/32  | NXP BV/NXP FDG/NXP USA REGD 4.85000000                                                            | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    127000 | PA      | $126930.71    | 0.01%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1107 2.5% 12/01/51     | FANNIE MAE POOL UMBS P#FS1107 2.50000000                                                          | CUSIP: 3140XGGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346146 | PA      | $291901.16    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPI 3.375% 03/24/27  | HALEON US CAPITAL LLC REGD SER WI 3.37500000                                                      | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301459.97    | 0.02%             | 2027-03-24      | Fixed         | 3.38%                 | 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        |    722000 | PA      | $750815.75    | 0.05%             | 2035-03-05      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BW9008 5% 10/01/52       | FANNIE MAE POOL UMBS P#BW9008 5.00000000                                                          | CUSIP: 3140N2AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    784933 | PA      | $777066.51    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP 4.625% 05/01/30   | PARKLAND CORP REGD 144A P/P 4.62500000                                                            | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58076.68     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BLOCK FINANCIA 5.375% 09/15/32  | BLOCK FINANCIAL LLC REGD 5.37500000                                                               | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $342106.62    | 0.02%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45      | UNITED STATES TREASURY BOND 2.50000000                                                            | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2470000 | PA      | $1720895.31   | 0.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES I 5.65% 12/01/54  | EOG RESOURCES INC REGD 5.65000000                                                                 | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125669.90    | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 12/31/31      | UNITED STATES TREASURY NOTE 4.50000000                                                            | CUSIP: 91282CMC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13415000 | PA      | $13889765.17  | 0.90%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC B 6.25% 01/15/28  | PRIME SECSRVC BRW/FINANC REGD 144A P/P 6.25000000                                                 | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59981.66     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIF G 5.6% 04/01/54  | SOUTHERN CALIF GAS CO REGD 5.60000000                                                             | CUSIP: 842434DA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62818.77     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1035 2% 05/01/51       | FANNIE MAE POOL UMBS P#BR1035 2.00000000                                                          | CUSIP: 3140KYEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409075 | PA      | $326348.63    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L ARDONAGH MIDCO 0% 02/15/31  | T/L ARDONAGH MIDCO 3 LIMITED 0.00000000                                                           | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |     44888 | PA      | $44803.56     | 0.00%             | 2031-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| T/L HEXION HOLDING 0% 03/15/29  | T/L HEXION HOLDINGS            CORPORATION 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49584 | PA      | $49470.21     | 0.00%             | 2029-03-15      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTN 6.625% 09/01/32  | ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.62500000                                                 | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107634.14    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.55% 10/30/35  | CHENIERE ENERGY PARTNERS REGD 144A P/P 5.55000000                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $560100.69    | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2018-2A D1R V/R 10/20/37   | CIFC FUNDING 2018-II LTD SER 2018-2A CL D1R V/R REGD 144A P/P 7.37549000                          | CUSIP: 17180WAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498759.30    | 0.03%             | 2037-10-20      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UPBOUND GROUP  6.375% 02/15/29  | UPBOUND GROUP INC REGD 144A P/P 6.37500000                                                        | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44104.59     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRAVELERS COS I 5.05% 07/24/35  | TRAVELERS COS INC REGD 5.05000000                                                                 | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70438.22     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A  5.35% 10/20/31   | HPEFS EQUIPMENT TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 5.35000000                            | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1725000 | PA      | $1744064.53   | 0.11%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO 7% 08/01/32        | SM ENERGY CO REGD 144A P/P 7.00000000                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65467.42     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM8373 2% 08/01/36       | FANNIE MAE POOL UMBS P#FM8373 2.00000000                                                          | CUSIP: 3140XCJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363893 | PA      | $333754.25    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 4.65% 09/17/34  | BUNGE LTD FINANCE CORP REGD 4.65000000                                                            | CUSIP: 120568BF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $177248.46    | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 4% SEP 25         | FNMA TBA 30YR 4% SEP 25        TO BE ANNOUNCED 4.00000000                                         | CUSIP: 01F040693<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -6520000 | PA      | $-6083477.98  | -0.39%            | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5760 5.5% 07/01/55     | FANNIE MAE POOL UMBS P#MA5760 5.50000000                                                          | CUSIP: 31418FMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1005921.45   | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.7% 05/01/55          | MARS INC REGD 144A P/P 5.70000000                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156023.91    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BX 2019-OC11 E V/R 12/09/41     | BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 4.07545700                                | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $184379.28    | 0.01%             | 2041-12-09      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| GNR 2012-116 IB 4% 09/16/42     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-116 CL IB 4.00000000                            | CUSIP: 38375C5T3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    593288 | PA      | $140492.92    | 0.01%             | 2042-09-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 5.6% 04/15/35   | XCEL ENERGY INC REGD 5.60000000                                                                   | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373115.06    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 5.125% 11/19/31  | OTIS WORLDWIDE CORP REGD 5.12500000                                                               | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72442.62     | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNR 2020-173 JI 2% 11/20/50     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-173 CL JI 2.00000000                            | CUSIP: 38382LPQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20940291 | PA      | $2484341.51   | 0.16%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIO 5.25% 09/01/35  | WASTE CONNECTIONS INC REGD 5.25000000                                                             | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $133945.46    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4047 2% 06/01/50       | FANNIE MAE POOL UMBS P#MA4047 2.00000000                                                          | CUSIP: 31418DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13112607 | PA      | $10473409.84  | 0.68%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 F 3.325% 09/17/29    | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL F REGD 144A P/P 3.32500000                    | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    846680 | PA      | $729304.81    | 0.05%             | 2041-09-17      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4439 3% 10/01/51       | FANNIE MAE POOL UMBS P#MA4439 3.00000000                                                          | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332825 | PA      | $289581.49    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT5572 3% 08/01/51       | FANNIE MAE POOL UMBS P#BT5572 3.00000000                                                          | CUSIP: 3140LUFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    420250 | PA      | $367703.48    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7203 2% 05/01/51       | FANNIE MAE POOL UMBS P#FM7203 2.00000000                                                          | CUSIP: 3140XBAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5096680 | PA      | $4108398.94   | 0.26%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL 5.375% 03/22/30    | PERU LNG SRL REGD REG S 5.37500000                                                                | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    166680 | PA      | $158461.79    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3029 4% 04/01/47       | FREDDIE MAC POOL UMBS P#SD3029 4.00000000                                                         | CUSIP: 3132DQLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35801 | PA      | $34470.19     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-46 IO 5% 03/16/44      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-46 CL IO 5.00000000                             | CUSIP: 38379AYP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    492996 | PA      | $68172.84     | 0.00%             | 2044-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 6.25% 03/15/53  | DIAMONDBACK ENERGY INC REGD 6.25000000                                                            | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99031.80     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 A1 V/R 06/25/66     | COLT 2021-1 MORTGAGE LOAN TRUST SER 2021-1 CL A1 V/R REGD 144A P/P 0.91000000                     | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405290 | PA      | $351697.18    | 0.02%             | 2066-06-25      | Variable      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4305 2% 04/01/51       | FANNIE MAE POOL UMBS P#MA4305 2.00000000                                                          | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1898880 | PA      | $1519999.61   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% SEP 25       | FNMA 30YR TBA 4.5% SEP 25      TO BE ANNOUNCED 4.50000000                                         | CUSIP: 01F042699<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1096000 | PA      | $-1054031.43  | -0.07%            | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS 4.375% 08/15/28  | WYNDHAM HOTELS & RESORTS REGD 144A P/P 4.37500000                                                 | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151328.45    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR8  V/R 07/15/29   | BANK5 2024-5YR8 SER 2024-5YR8 CL XA V/R REGD 1.12584500                                           | CUSIP: 065923BD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12259168 | PA      | $376201.98    | 0.02%             | 2057-08-15      | Variable      | 1.13%                 | No            |                  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      | $160695.21    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM HOLDING 7.25% 08/01/32  | AMENTUM HOLDINGS INC REGD 144A P/P 7.25000000                                                     | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41718.12     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| T/L AVEANNA 0% 07/17/2028       | T/L AVEANNA HEALTHCARE LLC     REGD 0.00000000                                                    | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79793 | PA      | $79704.28     | 0.01%             | 2028-07-17      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC 7.75% 11/15/29   | DCLI BIDCO LLC REGD 144A P/P 7.75000000                                                           | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56355.15     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS6067 4% 08/01/51       | FANNIE MAE POOL UMBS P#FS6067 4.00000000                                                          | CUSIP: 3140XMW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95905 | PA      | $92606.92     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3698 6% 08/01/53       | FREDDIE MAC POOL UMBS P#SD3698 6.00000000                                                         | CUSIP: 3132E0DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3217027 | PA      | $3317712.11   | 0.21%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATIO 5.875% 03/15/26  | NCL CORPORATION LTD REGD 144A P/P 5.87500000                                                      | CUSIP: 62886HBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13030.84     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| T/L FINASTRA   00.00% 07/30/32  | T/L FINASTRA USA  INC 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $14892.15     | 0.00%             | 2032-07-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHMS K125 X1 V/R 01/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K125 CL X1 V/R 0.57663700             | CUSIP: 3137F9ZA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53363853 | PA      | $1354993.61   | 0.09%             | 2031-01-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-5 A1 V/R 07/25/66     | ANGEL OAK MORTGAGE TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 0.95100000                     | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599066 | PA      | $523809.31    | 0.03%             | 2066-07-25      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BQ7737 2% 03/01/51       | FANNIE MAE POOL UMBS P#BQ7737 2.00000000                                                          | CUSIP: 3140KTS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    689722 | PA      | $554737.73    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-B C 5.71% 02/15/27   | FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL C REGD 5.71000000                               | CUSIP: 344930AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2405000 | PA      | $2449764.75   | 0.16%             | 2030-12-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.613% 08/15/29   | BANK5 2024-5YR9 SER 2024-5YR9 CL A3 REGD 5.61360000                                               | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $375763.36    | 0.02%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| T/L WHITE CAP 0% 10/19/29       | T/L WHITE CAP SUPPLY HOLDINGS  LLC REGD 0.00000000                                                | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79425 | PA      | $79432.88     | 0.01%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4991 5.5% 04/01/38     | FANNIE MAE POOL UMBS P#MA4991 5.50000000                                                          | CUSIP: 31418ERM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254008 | PA      | $259840.72    | 0.02%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4586 4% 10/01/44       | FREDDIE MAC POOL UMBS P#ZS4586 4.00000000                                                         | CUSIP: 3132A5CX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    552648 | PA      | $527402.78    | 0.03%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORZN 2024-1  5.375% 09/15/31   | HORIZON AIRCRAFT FINANCE IV LTD SER 2024-1 CL A REGD 144A P/P 5.37500000                          | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    477100 | PA      | $481798.24    | 0.03%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS2380 4% 08/01/51       | FANNIE MAE POOL UMBS P#FS2380 4.00000000                                                          | CUSIP: 3140XHUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243829 | PA      | $231701.75    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRE 6.5% 05/15/29  | MAVIS TIRE EXPRESS SERVI REGD 144A P/P 6.50000000                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34964.46     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-1 A1 V/R 02/25/25     | ANGEL OAK MORTGAGE TRUST 2021-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.90900000                     | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284309 | PA      | $248031.52    | 0.02%             | 2066-01-25      | Variable      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMA 5.15% 05/01/40  | NORTHROP GRUMMAN CORP REGD 5.15000000                                                             | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255084.73    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA 6.25% 05/12/26  | BANCO DE BOGOTA SA REGD REG S 6.25000000                                                          | CUSIP: P09252AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    200000 | PA      | $201217.84    | 0.01%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35  | BANK OF AMERICA CORP REGD V/R 5.46800000                                                          | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117796.93    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/15/28    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CNM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9790000 | PA      | $9865719.58   | 0.64%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8134 2% 03/01/51       | FREDDIE MAC POOL UMBS P#SD8134 2.00000000                                                         | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6048826 | PA      | $4842526.33   | 0.31%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 6% 01/15/35    | BLACK HILLS CORP REGD 6.00000000                                                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    149000 | PA      | $156719.40    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/F 8.125% 02/15/29  | NGL ENRGY OP/FIN CORP REGD 144A P/P 8.12500000                                                    | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30601.71     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIA 4.75% 09/15/52  | ENTERGY LOUISIANA LLC REGD 4.75000000                                                             | CUSIP: 29364WBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $95326.57     | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A A 5.61% 09/15/26   | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.61000000                 | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $407069.79    | 0.03%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL B 6.748% 06/01/34  | MV24 CAPITAL BV REGD REG S 6.74800000                                                             | CUSIP: N53766AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    292928 | PA      | $287133.39    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ4794 3% 10/01/30       | FANNIE MAE POOL UMBS P#AZ4794 3.00000000                                                          | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127602 | PA      | $124900.45    | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L I-LOGIC TE 00.00% 02/16/28  | T/L I-LOGIC TECHNOLOGIES BIDCO LIMITED 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     77421 | PA      | $77478.92     | 0.00%             | 2028-02-16      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/01/34         | US BANCORP REGD V/R 4.83900000                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1138140.40   | 0.07%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMEN 7.5% 02/15/29  | AMC ENTERTAINMENT HLDGS REGD 144A P/P 7.50000000                                                  | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24225.00     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 5.8% 10/01/54       | AKER BP ASA REGD 144A P/P 5.80000000                                                              | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    220000 | PA      | $196422.89    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BT2752 2% 08/01/36       | FANNIE MAE POOL UMBS P#BT2752 2.00000000                                                          | CUSIP: 3140LRBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51673 | PA      | $47875.40     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP 6.875% 01/30/30    | NOVELIS CORP REGD 144A P/P 6.87500000                                                             | CUSIP: 670001AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36316.46     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SORT 2020-1 A1 1.69% 07/15/25   | CF HIPPOLYTA ISSUER LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284566 | PA      | $246389.67    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| PROG 2023-SFR1  4.3% 03/09/28   | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL A REGD 144A P/P 4.30000000                  | CUSIP: 74334FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    547353 | PA      | $546240.54    | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.7% 03/01/53  | SOUTHERN CAL EDISON REGD 5.70000000                                                               | CUSIP: 842400HV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $59874.85     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL  7.125% 02/15/31  | CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.12500000                                                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66025.58     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/19/38     | MORGAN STANLEY REGD V/R 5.94800000                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80008.02     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERG 3.375% 04/01/30  | DOMINION ENERGY INC REGD SER C 3.37500000                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2974608.41   | 0.19%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY H 4.75% 02/15/31  | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 4.75000000                                                 | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38357.73     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 4.15% 08/05/32       | INTEL CORP REGD 4.15000000                                                                        | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176073.77    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA  V/R 07/02/35  | BANCO DAVIVIENDA SA REGD V/R 144A P/P 8.12500000                                                  | CUSIP: 059501AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    200000 | PA      | $206860.00    | 0.01%             | 2035-07-02      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| COLONIAL ENTER 5.627% 11/15/35  | COLONIAL ENTERPRISES INC REGD 144A P/P 5.62700000                                                 | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $97032.60     | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCA 6.125% 10/01/28  | TENET HEALTHCARE CORP REGD 6.12500000                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90064.98     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 01/15/34  | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52198.35     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RJ2244 6% 08/01/54       | FREDDIE MAC POOL UMBS P#RJ2244 6.00000000                                                         | CUSIP: 3142GSP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1217165 | PA      | $1247049.57   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4120 2.5% 09/01/50     | FANNIE MAE POOL UMBS P#MA4120 2.50000000                                                          | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    461024 | PA      | $386273.70    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.7% 05/15/54  | CON EDISON CO OF NY INC REGD 5.70000000                                                           | CUSIP: 209111GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108755.68    | 0.01%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  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        |     97000 | PA      | $97371.08     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% SEP 25      | G2SF 30 YR TBA 3.5% SEP 25     TO BE ANNOUNCED 3.50000000                                         | CUSIP: 21H032696<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1313000 | PA      | $-1194887.63  | -0.08%            | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 A V/R 01/25/46   | CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000                              | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    967532 | PA      | $934766.06    | 0.06%             | 2057-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% 9/01/25      | FNMA 30YR TBA 2.5% 9/01/25     TO BE ANNOUNCED 2.50000000                                         | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2110000 | PA      | $1751589.34   | 0.11%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HIH 2024-61P A V/R 10/15/26     | HIH TRUST 2024-61P SER 2024-61P CL A V/R REGD 144A P/P 6.20510000                                 | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    344839 | PA      | $345269.87    | 0.02%             | 2041-10-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FNR 2025-19 SC V/R 03/25/55     | FANNIE MAE REMICS SER 2025-19 CL SC V/R 1.49161000                                                | CUSIP: 3136BVBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840160 | PA      | $56155.70     | 0.00%             | 2055-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| US FOODS INC 5.75% 04/15/33     | US FOODS INC REGD 144A P/P 5.75000000                                                             | CUSIP: 90290MAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145473.44    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#310229 3.5% 08/01/43     | FANNIE MAE POOL UMBS P#310229 3.50000000                                                          | CUSIP: 31374CSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    555538 | PA      | $517204.14    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMO 6.375% 01/15/30  | GROUP 1 AUTOMOTIVE INC REGD 144A P/P 6.37500000                                                   | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71723.19     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.9% 03/01/55  | SOUTHERN CAL EDISON REGD 5.90000000                                                               | CUSIP: 842400JH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $183342.87    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS 8.25% /PERP/     | COSAN OVERSEAS LTD REGD /PERP/ 8.25000000                                                         | CUSIP: G2541SAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $296070.00    | 0.02%             | 2174-02-05      | Fixed         | 8.25%                 | 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        |    592000 | PA      | $609697.01    | 0.04%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BRAVO 2021-NQM1  V/R 02/25/49   | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.94100000        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135657 | PA      | $127072.66    | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| FHR 4223 SB V/R 07/15/43        | FREDDIE MAC REMICS SER 4223 CL SB V/R 0.04850500                                                  | CUSIP: 3137B3MV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3952231 | PA      | $2717675.16   | 0.18%             | 2043-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 4.451% 07/20/27   | PROGRESS RESIDENTIAL 2022-SFR6 TRUST SER 2022-SFR6 CL A REGD 144A P/P 4.45100000                  | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1057688 | PA      | $1058435.28   | 0.07%             | 2039-07-20      | Fixed         | 4.45%                 | Yes           |                  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        |    284000 | PA      | $266423.24    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT M 6.625% 10/15/29  | DORNOCH DEBT MERGER SUB REGD 144A P/P 6.62500000                                                  | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39054.44     | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.75% 03/01/29  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000                                                 | CUSIP: 05401AAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    263000 | PA      | $272168.10    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNR 2021-35 IO V/R 12/16/62     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-35 CL IO V/R 1.03304000                         | CUSIP: 38380RWA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16458548 | PA      | $1190196.62   | 0.08%             | 2062-12-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 4.5% 10/15/31  | MARRIOTT INTERNATIONAL REGD 4.50000000                                                            | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158654.66    | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49       | INTEL CORP REGD 3.25000000                                                                        | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $202957.16    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHS 389 C1 1.5% 05/15/37        | FREDDIE MAC STRIPS SER 389 CL C1 1.50000000                                                       | CUSIP: 31325YQS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2268911 | PA      | $122461.44    | 0.01%             | 2037-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC C 5.4% 06/01/34  | NSTAR ELECTRIC CO REGD 5.40000000                                                                 | CUSIP: 67021CAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98194.61     | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EIDP INC 5.125% 05/15/32        | EIDP INC REGD 5.12500000                                                                          | CUSIP: 263534CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $218540.31    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27    | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.76690000           | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $179887.50    | 0.01%             | 2039-03-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| T/L MH SUB I 0% 12/31/31        | T/L MH SUB I LLC   REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52928 | PA      | $45650.60     | 0.00%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| IMPRL 2022-NQM2  V/R 03/25/67   | IMPERIAL FUND MORTGAGE TRUST 2022-NQM2 SER 2022-NQM2 CL A1 V/R REGD 144A P/P 3.63800000           | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175403 | PA      | $1135716.60   | 0.07%             | 2067-03-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-7 A1 V/R 08/25/28     | PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000                                     | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406000 | PA      | $407051.05    | 0.03%             | 2030-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55  | BROWN & BROWN INC REGD 6.25000000                                                                 | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68499.39     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH  10% 06/01/32  | LIFEPOINT HEALTH INC REGD 144A P/P 10.00000000                                                    | CUSIP: 53219LAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66943.05     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD /  6.75% 10/15/27  | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000                                                 | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100239.90    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS9671 5.5% 11/01/54     | FANNIE MAE POOL UMBS P#FS9671 5.50000000                                                          | CUSIP: 3140XRW92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6056729 | PA      | $6178453.09   | 0.40%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-BNK 2.652% 07/15/26   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL A3 REGD 2.65200000               | CUSIP: 95000GAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1371813.80   | 0.09%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  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 6.29872000                                  | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    357000 | PA      | $356978.54    | 0.02%             | 2037-08-19      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC 6.25% 06/01/32        | IQVIA INC REGD 144A P/P 6.25000000                                                                | CUSIP: 46266TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61849.02     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.95% 09/15/33  | MARVELL TECHNOLOGY INC REGD 5.95000000                                                            | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $305990.49    | 0.02%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.3% 05/15/65      | ALPHABET INC REGD 5.30000000                                                                      | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    780000 | PA      | $750166.30    | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4919 5.5% 02/01/53     | FANNIE MAE POOL UMBS P#MA4919 5.50000000                                                          | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5034564 | PA      | $5085466.05   | 0.33%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-95 GI 3% 01/25/52      | FANNIE MAE REMICS SER 2021-95 CL GI 3.00000000                                                    | CUSIP: 3136BKWG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    822026 | PA      | $131287.22    | 0.01%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L DEXKO GLOBAL 0% 10/04/28    | T/L DEXKO GLOBAL INC REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26076 | PA      | $25441.64     | 0.00%             | 2028-10-04      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN10 X V/R 02/15/61   | BANK 2018-BNK10 SER 2018-BN10 CL XA V/R REGD 0.82799100                                           | CUSIP: 065404BF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14950564 | PA      | $206980.09    | 0.01%             | 2061-02-15      | Variable      | 0.83%                 | 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        |    159000 | PA      | $162122.07    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% 9/01/25      | FNMA 30YR TBA 2.5% 9/01/25     TO BE ANNOUNCED 2.50000000                                         | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1486000 | PA      | $-1233583.78  | -0.08%            | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785713 2.5% 10/20/51  | GINNIE MAE II POOL P#785713 2.50000000                                                            | CUSIP: 3622ABGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3457346 | PA      | $2940524.29   | 0.19%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CGCMT 2023-SMRT  V/R 10/12/40   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT SER 2023-SMRT CL B V/R REGD 144A P/P 6.04750300     | CUSIP: 17291NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195000 | PA      | $2243064.13   | 0.14%             | 2040-10-12      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| SCRT 2020-3 M5TW 3% 05/25/60    | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000       | CUSIP: 35563PTN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4926561 | PA      | $4412212.94   | 0.28%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY  5.65% 10/15/54  | EASTERN ENERGY GAS REGD 5.65000000                                                                | CUSIP: 27636AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $154671.24    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  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 1.82900000                   | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1074630 | PA      | $981463.20    | 0.06%             | 2066-10-25      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 6.05% 08/01/28  | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000                                                 | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177868.73    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM5166 3% 12/01/50       | FANNIE MAE POOL UMBS P#FM5166 3.00000000                                                          | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447523 | PA      | $389248.58    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELIN 5.4% 09/30/29  | WHISTLER PIPELINE LLC REGD 144A P/P 5.40000000                                                    | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10280.47     | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC 6.375% 08/01/33  | ROCKET COS INC REGD 144A P/P 6.37500000                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46697.63     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SHACK 2013-3A DR V/R 07/15/30   | SHACKLETON 2013-III CLO LTD SER 2013-3A CL DR V/R REGD 144A P/P 7.59916000                        | CUSIP: 81881QAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501443.75    | 0.03%             | 2030-07-15      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OU 7.5% 06/01/29  | CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23242.32     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30  | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                      | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99168.27     | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ4491 2% 02/01/51       | FANNIE MAE POOL UMBS P#BQ4491 2.00000000                                                          | CUSIP: 3140KP7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1522629 | PA      | $1218822.09   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.15% 02/15/35  | ARTHUR J GALLAGHER & CO REGD 5.15000000                                                           | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192540.58    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUIL 9.5% 08/15/29  | CORNERSTONE BUILDING REGD 144A P/P 9.50000000                                                     | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52935.75     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| T/L CAMELOT U.S. 0.0% 01/31/31  | T/L CAMELOT U.S. ACQUISITION   LLC 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35000 | PA      | $35076.65     | 0.00%             | 2031-01-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1521 3.5% 12/20/43  | GINNIE MAE II POOL P#MA1521 3.50000000                                                            | CUSIP: 36179NVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64788 | PA      | $60395.39     | 0.00%             | 2043-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA 6% 06/17/34    | ARCELORMITTAL SA REGD 6.00000000                                                                  | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     83000 | PA      | $87657.30     | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAIL 2006-4 A5 V/R 07/25/36     | STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-4 SER 2006-4 CL A5 V/R REGD 5.05703000                | CUSIP: 86360WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8700000 | PA      | $3113935.32   | 0.20%             | 2036-07-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| T/L PETSMART LLC 0% 08/06/32    | T/L PETSMART LLC REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $24734.50     | 0.00%             | 2032-08-06      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS 6% 06/15/55  | SOUTHERN CALIF GAS CO REGD 6.00000000                                                             | CUSIP: 842434DD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $436078.55    | 0.03%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UPSPT 2021-ST3 A 2% 05/20/27    | UPSTART PASS-THROUGH TRUST SERIES 2021-ST3 SER 2021-ST3 CL A REGD 144A P/P 2.00000000             | CUSIP: 91681PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3568 | PA      | $3561.49      | 0.00%             | 2027-05-20      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2021-R1 A1 V/R 04/27/29    | TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000                  | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1386854 | PA      | $1239376.10   | 0.08%             | 2060-11-30      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LL 5.875% 06/30/29  | MADISON IAQ LLC REGD 144A P/P 5.87500000                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143556.41    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2023-B B 5.56% 02/15/27   | FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL B REGD 5.56000000                               | CUSIP: 344930AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3410310.72   | 0.22%             | 2029-03-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54     | UNITED STATES TREASURY BOND 4.25000000                                                            | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2880000 | PA      | $2576700.00   | 0.17%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 A V/R 04/19/27     | MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 6.50325000                                   | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300440 | PA      | $300438.24    | 0.02%             | 2037-06-19      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES 5.25% 08/09/34  | QUANTA SERVICES INC REGD 5.25000000                                                               | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275391.91    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31  | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                            | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $784850.05    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/31  | JPMORGAN CHASE & CO REGD V/R 5.14000000                                                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    317000 | PA      | $326677.27    | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  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 6.11310000                     | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $129831.36    | 0.01%             | 2035-06-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2021-3 A1 V/R 09/25/66     | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.24100000           | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    698967 | PA      | $584806.98    | 0.04%             | 2066-09-25      | Variable      | 1.24%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO ALCA 6.125% 12/15/33  | RIO TINTO ALCAN INC REGD 6.12500000                                                               | CUSIP: 013716AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $326394.59    | 0.02%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| T/L DG INVESTME 0% 06/02/32     | T/L DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC REGD 0.00000000                                     | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $95237.50     | 0.01%             | 2032-06-02      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1386 3% 10/01/51       | FANNIE MAE POOL UMBS P#FS1386 3.00000000                                                          | CUSIP: 3140XGRG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    545161 | PA      | $478697.41    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4400 3% 08/01/51       | FANNIE MAE POOL UMBS P#MA4400 3.00000000                                                          | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281018 | PA      | $244650.14    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | 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      | $208677.08    | 0.01%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  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 3.75738600              | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $173578.39    | 0.01%             | 2035-06-05      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| GENESEE & WYOMI 6.25% 04/15/32  | GENESEE & WYOMING INC REGD 144A P/P 6.25000000                                                    | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213528.21    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHMS K-158 A2 4.05% 07/25/33    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-158 CL A2 4.05000000           | CUSIP: 3137HAGS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5565000 | PA      | $5440087.45   | 0.35%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M4 A1X V/R 05/25/30    | FANNIE MAE-ACES SER 2022-M4 CL A1X V/R 2.54000000                                                 | CUSIP: 3136BLQ78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4219616 | PA      | $4020489.15   | 0.26%             | 2030-05-25      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| T/L EAB GLOBAL 0% 08/16/28      | T/L EAB GLOBAL INC. REGD 0.00000000                                                               | CUSIP: 26835CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24250 | PA      | $23825.63     | 0.00%             | 2028-08-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRIC 3.949% 02/12/30  | ADANI ELECTRICITY MUMBAI REGD 3.94900000                                                          | CUSIP: Y0R1SDAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $185616.72    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2185 4% 06/01/52       | FANNIE MAE POOL UMBS P#FS2185 4.00000000                                                          | CUSIP: 3140XHNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    396512 | PA      | $372609.94    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ2763 4.5% 05/01/48     | FANNIE MAE POOL UMBS P#BJ2763 4.50000000                                                          | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180132 | PA      | $176412.98    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.55% 02/16/55  | ENTERPRISE PRODUCTS OPER REGD 5.55000000                                                          | CUSIP: 29379VCH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $146973.90    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34     | AKER BP ASA REGD 144A P/P 5.12500000                                                              | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $145306.08    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ADANI INTERNATIONA 3% 02/16/31  | ADANI INTERNATIONAL CONT REGD 144A P/P 3.00000000                                                 | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    240000 | PA      | $217832.47    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 5.05% 08/05/62       | INTEL CORP REGD 5.05000000                                                                        | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100326.95    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42     | UNITED STATES TREASURY BOND 3.25000000                                                            | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1555000 | PA      | $1278683.79   | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHMS K066 X1 V/R 06/25/27       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K066 CL X1 V/R 0.72867300             | CUSIP: 3137F2LL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26382756 | PA      | $265595.21    | 0.02%             | 2027-06-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.6% 05/15/53  | META PLATFORMS INC REGD 5.60000000                                                                | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    267000 | PA      | $263940.13    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T/L STUBHUB HOLDC ZCP 03/15/30  | T/L STUBHUB HOLDCO SUB LLC REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     38140 | PA      | $36804.81     | 0.00%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SP ZCP 01/25/28  | CHILE ELEC PEC SPA REGD ZCP 144A P/P 0.00000000                                                   | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    180833 | PA      | $161665.14    | 0.01%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) DEC25     | FUTURE CONTRACT ON           US 5YR NOTE (CBT) DEC25 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         3 | NC      | $328406.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER 5.6% 06/29/35  | INTERSTATE POWER & LIGHT REGD 5.60000000                                                          | CUSIP: 461070AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $325701.13    | 0.02%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C45 4.147% 12/15/27   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 SER 2018-C45 CL ASB REGD 4.14700000                | CUSIP: 95001NAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443351 | PA      | $443139.23    | 0.03%             | 2051-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER 7.25% 08/15/32  | LIGHTNING POWER LLC REGD 144A P/P 7.25000000                                                      | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68955.38     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| IMPRL 2021-NQM3  V/R 11/25/56   | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.59500000           | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    722255 | PA      | $633569.58    | 0.04%             | 2056-11-25      | Variable      | 1.59%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30  | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2B14 0.00000000                                      | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     28105 | PA      | $1257.43      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STAR LEASING C 7.625% 02/15/30  | STAR LEASING CO LLC REGD 144A P/P 7.62500000                                                      | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29675.63     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC I 5.8% 09/09/30  | ARES STRATEGIC INCOME FU REGD 144A P/P 5.80000000                                                 | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812242.32    | 0.05%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| T/L MILANO ACQUIS 0% 10/01/27   | T/L MILANO ACQUISITION CORP    REGD 0.00000000                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77811 | PA      | $76391.30     | 0.00%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41        | UNITED STATES TREASURY BOND 2.00000000                                                            | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3565000 | PA      | $2444392.37   | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q53571 3.5% 01/01/48    | FREDDIE MAC GOLD POOL P#Q53571 3.50000000                                                         | CUSIP: 3132XV6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    301220 | PA      | $278227.48    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L RESTAURANT TEC 0% 04/02/29  | T/L RESTAURANT TECHNOLOGIES   INC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63944 | PA      | $63717.68     | 0.00%             | 2029-04-02      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 A V/R 01/25/66   | GCAT 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.87400000                             | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    323484 | PA      | $290439.54    | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 5.5% 02/12/55    | ELI LILLY & CO REGD 5.50000000                                                                    | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142983.07    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T/L HUNTER DOUG 0% 01/17/2032   | T/L HUNTER DOUGLAS INC REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34713 | PA      | $34698.85     | 0.00%             | 2032-01-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCAR 6.25% 02/01/27  | TENET HEALTHCARE CORP REGD 6.25000000                                                             | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100058.50    | 0.01%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 7.125% 09/15/32  | ONEMAIN FINANCE CORP REGD 7.12500000                                                              | CUSIP: 682691AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36444.11     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3454 2% 09/01/50       | FREDDIE MAC POOL UMBS P#RA3454 2.00000000                                                         | CUSIP: 3133KJZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    251025 | PA      | $201939.37    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C2 3.531% 09/15/25   | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C26 CL A5 REGD 3.53100000          | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635616 | PA      | $634326.49    | 0.04%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47      | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                         | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101809 | PA      | $90981.93     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31  | PHILIP MORRIS INTL INC REGD 5.12500000                                                            | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123997.20    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 2.125% 09/15/31  | CVS HEALTH CORP REGD 2.12500000                                                                   | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $189920.22    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 02/04/31  | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 5.15300000                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $412021.83    | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8220 6% 11/01/52       | FREDDIE MAC POOL UMBS P#RA8220 6.00000000                                                         | CUSIP: 3133KQDZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315725 | PA      | $324111.34    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC 8% 02/01/27      | TRANSOCEAN INC REGD 144A P/P 8.00000000                                                           | CUSIP: 893830BL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29947.05     | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DRMT 2021-1 A1 V/R 02/25/25     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-1 CL A1 V/R REGD 144A P/P 0.71500000              | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65093 | PA      | $62142.47     | 0.00%             | 2065-05-25      | Variable      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP 5.5% 09/18/26      | VERALTO CORP REGD SER WI 5.50000000                                                               | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131346.82    | 0.01%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/21/36  | PNC FINANCIAL SERVICES REGD V/R 5.37300000                                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108734.72    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD C 6.05% 04/15/28  | REGAL REXNORD CORP REGD 6.05000000                                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160470.58    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8288 5% 01/01/53       | FREDDIE MAC POOL UMBS P#SD8288 5.00000000                                                         | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    738157 | PA      | $731416.81    | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS IN 5.55% 09/15/40  | CARLISLE COS INC REGD 5.55000000                                                                  | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65057.52     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JTWN 2019-1A ARR V/R 03/20/38   | JAMESTOWN CLO XII LTD SER 2019-1A CL ARR V/R REGD 144A P/P 0.00000000                             | CUSIP: 47047JAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.03%             | 2038-03-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| T/L SAVOR ACQUI 0.00% 02/04/32  | T/L SAVOR ACQUISITION INC 0% 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $6060.13      | 0.00%             | 2032-02-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7861 4% 08/01/38       | FANNIE MAE POOL UMBS P#FM7861 4.00000000                                                          | CUSIP: 3140XBWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216347 | PA      | $214744.49    | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VDCR 2023-1A A2A 5% 09/15/28    | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2A REGD 144A P/P 5.00000000              | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1043252.18   | 0.07%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T/L FLEETCOR TECH 0% 04/28/28   | T/L FLEETCOR TECHNOLOGIES      OPERATING COMPANY LLC REGD 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19900 | PA      | $19884.48     | 0.00%             | 2028-04-28      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP HOL 0% 03/09/27  | T/L ZAYO GROUP HOLDINGS INC    REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54897 | PA      | $53715.24     | 0.00%             | 2027-03-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4697 5% 05/20/40      | GINNIE MAE II POOL P#4697 5.00000000                                                              | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231865 | PA      | $236302.16    | 0.02%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/36  | SYNCHRONY FINANCIAL REGD V/R 6.00000000                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40429.43     | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7255 2.5% 03/20/51  | GINNIE MAE II POOL P#MA7255 2.50000000                                                            | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    427357 | PA      | $364811.32    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL  6% 07/15/35  | AMERICAN NATIONAL GROUP REGD 6.00000000                                                           | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214311.34    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29       | BARCLAYS PLC REGD V/R MTN 4.97200000                                                              | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5074462.95   | 0.33%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC 6.25% 02/01/33  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 6.25000000                                                 | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $140567.35    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIE 4.625% 12/01/29  | VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000                                                   | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $312664.42    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2021-NQM3 A V/R 11/27/56   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.15612000    | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    773900 | PA      | $684743.69    | 0.04%             | 2056-11-27      | Variable      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/25/34      | CITIGROUP INC REGD V/R 6.17400000                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79013.63     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 5.5% 01/15/36  | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 5.50000000                                                 | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $406336.27    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 4.15% 11/17/29   | AMSR 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 4.15000000                                  | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    415000 | PA      | $410146.53    | 0.03%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| 1345T 2025-AOA A V/R 06/15/27   | 1345T 2025-AOA SER 2025-AOA CL A V/R REGD 144A P/P 5.96310000                                     | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130528.10    | 0.01%             | 2042-06-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC 8.625% 06/01/27  | SABRE GLBL INC REGD 144A P/P 8.62500000                                                           | CUSIP: 78573NAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12145.70     | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENTERPR 6.625% 02/01/33  | RIVERS ENTERPRISE REGD 144A P/P 6.62500000                                                        | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146621.10    | 0.01%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.3% 01/08/29  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000                                                  | CUSIP: 44891ACU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $266650.30    | 0.02%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINE 8.5% 05/15/29  | AMERICAN AIRLINES INC REGD 144A P/P 8.50000000                                                    | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62876.76     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTR 9.125% 01/31/30  | NABORS INDUSTRIES INC REGD 144A P/P 9.12500000                                                    | CUSIP: 62957HAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51236.50     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 09/30/26    | UNITED STATES TREASURY NOTE 0.87500000                                                            | CUSIP: 91282CCZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6800000 | PA      | $6588828.11   | 0.42%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1461 3% 05/01/52       | FREDDIE MAC POOL UMBS P#SD1461 3.00000000                                                         | CUSIP: 3132DNTS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250743 | PA      | $219957.97    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/29  | SANTANDER HOLDINGS USA REGD V/R 5.47300000                                                        | CUSIP: 80282KBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $103393.48    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.85% 06/01/34    | DTE ENERGY CO REGD 5.85000000                                                                     | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    212000 | PA      | $222626.17    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1858 6% 06/01/54       | FREDDIE MAC POOL UMBS P#RJ1858 6.00000000                                                         | CUSIP: 3142GSB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1268940 | PA      | $1301891.21   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.75% 03/24/35          | ROMANIA REGD 144A P/P 5.75000000                                                                  | CUSIP: 77586RAV2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |    160000 | PA      | $151798.68    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIA 8% 05/15/32  | COUGAR JV SUBSIDIARY LLC REGD 144A P/P 8.00000000                                                 | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52991.15     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINATE BUYER/H 9% 07/01/28  | ILLUMINATE BUYER/HLDG REGD 144A P/P 9.00000000                                                    | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105037.07    | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.75% 03/15/34  | JBS USA HOLD/FOOD/LUX CO REGD 6.75000000                                                          | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    215000 | PA      | $235777.39    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.875% 01/30/29         | ROMANIA REGD 144A P/P 5.87500000                                                                  | CUSIP: 77586RAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |    300000 | PA      | $306530.64    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1892 4% 08/01/49       | FANNIE MAE POOL UMBS P#FS1892 4.00000000                                                          | CUSIP: 3140XHC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32702 | PA      | $31334.58     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNDPT 2014-2RA B V/R 10/20/31   | SOUND POINT CLO VI-R LTD SER 2014-2RA CL B V/R REGD 144A P/P 6.38710000                           | CUSIP: 83613WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501204.75    | 0.03%             | 2031-10-20      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD7564 5% 06/01/53       | FREDDIE MAC POOL UMBS P#SD7564 5.00000000                                                         | CUSIP: 3132DVMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3099570 | PA      | $3100076.89   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA 4.625% 09/12/28         | BPCE SA REGD 144A P/P 4.62500000                                                                  | CUSIP: 05583JAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $251316.84    | 0.02%             | 2028-09-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.7% 01/15/35  | T-MOBILE USA INC REGD 4.70000000                                                                  | CUSIP: 87264ADM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $227804.62    | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE 6.625% 08/15/33  | CLOUD SOFTWARE GRP INC REGD 144A P/P 6.62500000                                                   | CUSIP: 18912UAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35483.81     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52        | UNITED STATES TREASURY BOND 3.00000000                                                            | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7170000 | PA      | $5070534.38   | 0.33%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5108 5.5% 11/01/52     | FANNIE MAE POOL UMBS P#CB5108 5.50000000                                                          | CUSIP: 3140QQVA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377078 | PA      | $382064.20    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA 5.2% 01/26/31  | SIMPAR EUROPE SA REGD REG S 5.20000000                                                            | CUSIP: L8449RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    305000 | PA      | $254858.00    | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.375% 11/01/27  | PHILIP MORRIS INTL INC REGD 4.37500000                                                            | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483504.57    | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA  7.25% 01/31/41  | FIEMEX ENERGIA - BANC AC REGD 144A P/P 7.25000000                                                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198101 | PA      | $203396.73    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C24 X V/R 12/15/33   | BBCMS MORTGAGE TRUST 2024-C24 SER 2024-C24 CL XA V/R REGD 1.86370300                              | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2488268 | PA      | $240336.56    | 0.02%             | 2057-02-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| T/L TECTA AMERICA  0% 02/12/32  | T/L TECTA AMERICA CORP 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80000 | PA      | $80200.00     | 0.01%             | 2032-02-12      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GRO 6.5% 02/15/30  | ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000                                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107903.08    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II TBA 30 YR 5% SEP 25     | GNMA II TBA 30 YR 5% SEP 25    TO BE ANNOUNCED 5.00000000                                         | CUSIP: 21H050698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1705000 | PA      | $1687680.78   | 0.11%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2022-3 PI 3% 01/25/52       | FANNIE MAE REMICS SER 2022-3 CL PI 3.00000000                                                     | CUSIP: 3136BLBF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    707317 | PA      | $101012.58    | 0.01%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LL 5.125% 03/01/30  | ADAPTHEALTH LLC REGD 144A P/P 5.12500000                                                          | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33383.57     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC 5.375% 11/15/29     | NETFLIX INC REGD 144A P/P 5.37500000                                                              | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126773.50    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNE 8.5% 07/15/32  | RADIOLOGY PARTNERS INC REGD 144A P/P 8.50000000                                                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86773.10     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GOAT HOLDCO LLC 6.75% 02/01/32  | GOAT HOLDCO LLC REGD 144A P/P 6.75000000                                                          | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55954.25     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC 7% 06/15/30   | HERC HOLDINGS INC REGD 144A P/P 7.00000000                                                        | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52037.70     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PANTHER ESCROW 7.125% 06/01/31  | PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93392.10     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BA4018 3.5% 03/01/46     | FANNIE MAE POOL UMBS P#BA4018 3.50000000                                                          | CUSIP: 3140E8PC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    549968 | PA      | $509080.65    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3174 4% 10/20/45    | GINNIE MAE II POOL P#MA3174 4.00000000                                                            | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184153 | PA      | $176003.48    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C15 A V/R 03/15/32   | BBCMS MORTGAGE TRUST 2022-C15 SER 2022-C15 CL A5 V/R REGD 3.66200000                              | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305000 | PA      | $283204.61    | 0.02%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| T/L EG GROUP LI 0% 02/07/28     | T/L EG GROUP LIMITED REGD 0.00000000                                                              | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56337 | PA      | $56553.53     | 0.00%             | 2028-02-07      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30      | ORACLE CORP REGD 2.95000000                                                                       | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155379.33    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4501 3% 02/01/30       | FANNIE MAE POOL UMBS P#AS4501 3.00000000                                                          | CUSIP: 3138WEAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206732 | PA      | $202763.14    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OP 7% 01/15/32  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 7.00000000                                                 | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $145153.40    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER 5.2% 03/15/31  | KEURIG DR PEPPER INC REGD SER 10 5.20000000                                                       | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134996.17    | 0.01%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/35     | MORGAN STANLEY REGD V/R 5.32000000                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3113209.08   | 0.20%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3513 2.5% 09/01/50     | FREDDIE MAC POOL UMBS P#RA3513 2.50000000                                                         | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    442390 | PA      | $373007.77    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3293 5.5% 11/01/52     | FANNIE MAE POOL UMBS P#FS3293 5.50000000                                                          | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221413 | PA      | $224067.32    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4182 3.5% 08/01/52     | FREDDIE MAC POOL UMBS P#SD4182 3.50000000                                                         | CUSIP: 3132E0UF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2665288 | PA      | $2441807.58   | 0.16%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABSHE 2007-HE2 A V/R 05/25/37   | ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES SER 2007-HE2 CL A4 V/R REGD 4.66703000 | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1271050 | PA      | $898551.09    | 0.06%             | 2037-05-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 07/15/27  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.37500000                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181469.34    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STACR 2022-HQA3  V/R 08/25/42   | FREDDIE MAC STACR REMIC TRUST 2022-HQA3 SER 2022-HQA3 CL M1B V/R REGD 144A P/P 7.89839000         | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $596867.98    | 0.04%             | 2042-08-25      | Variable      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4204 2% 12/01/40       | FANNIE MAE POOL UMBS P#MA4204 2.00000000                                                          | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637323 | PA      | $552030.65    | 0.04%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34  | UNITED MEXICAN STATES REGD 3.50000000                                                             | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    210000 | PA      | $178038.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L CSC HOLDINGS 0% 04/15/27    | T/L CSC HOLDINGS LLC REGD 0.00000000                                                              | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18281 | PA      | $17849.88     | 0.00%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB4 A V/R 05/25/36   | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB4 CL AV4 V/R REGD 4.91703000       | CUSIP: 12498QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3809760 | PA      | $2565457.02   | 0.17%             | 2036-05-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER 5.4% 12/01/35  | ESSENTIAL PROPERTIES LP REGD 5.40000000                                                           | CUSIP: 29670VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $86823.88     | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN 6% 08/01/29  | ACRISURE LLC / FIN INC REGD 144A P/P 6.00000000                                                   | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34300.22     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-3BP A V/R 02/15/27     | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP SER 2025-3BP CL A V/R REGD 144A P/P 5.57607000             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $588841.24    | 0.04%             | 2042-02-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA5917 3% 09/01/51       | FREDDIE MAC POOL UMBS P#RA5917 3.00000000                                                         | CUSIP: 3133KMSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    434272 | PA      | $381329.08    | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 A V/R 05/25/66   | GCAT 2021-NQM2 TRUST SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.03600000                             | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371120 | PA      | $319836.93    | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2023-5YR4  V/R 12/15/56   | BANK5 2023-5YR4 SER 2023-5YR4 CL XA V/R REGD 1.25805200                                           | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1033182 | PA      | $28399.39     | 0.00%             | 2056-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY COR 5.9% 11/15/33  | ATMOS ENERGY CORP REGD 5.90000000                                                                 | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123841.44    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 XA V/R 12/15/56     | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 SER 2023-2 CL XA V/R REGD 1.14098700                        | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    797438 | PA      | $46073.64     | 0.00%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30  | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 4B14 0.00000000                                      | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     81344 | PA      | $518.57       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7651 3.5% 10/20/51  | GINNIE MAE II POOL P#MA7651 3.50000000                                                            | CUSIP: 36179WQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2554271 | PA      | $2334922.17   | 0.15%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1201 5% 09/01/52       | FANNIE MAE POOL UMBS P#BW1201 5.00000000                                                          | CUSIP: 3140MSKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    890846 | PA      | $882758.66    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.6% 01/15/31  | ENTERPRISE PRODUCTS OPER REGD 4.60000000                                                          | CUSIP: 29379VCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $257301.48    | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28  | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                 | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $81152.48     | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC 9.625% 07/15/32  | GRAY MEDIA INC REGD 144A P/P 9.62500000                                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45230.07     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GNR 2022-49 IO V/R 03/16/64     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-49 CL IO V/R 0.75586000                         | CUSIP: 38381EQ92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26975601 | PA      | $1388320.91   | 0.09%             | 2064-03-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 4.85% 03/15/35      | SOUTHERN CO REGD 4.85000000                                                                       | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127639.54    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.05% 03/15/35  | DUKE ENERGY PROGRESS LLC REGD 5.05000000                                                          | CUSIP: 26442UAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $272506.90    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9400000 | PA      | $9479679.66   | 0.61%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/31  | BANK OF AMERICA CORP REGD V/R MTN 1.89800000                                                      | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177799.37    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48    | UNITED STATES TREASURY BOND 3.37500000                                                            | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5110000 | PA      | $3987596.47   | 0.26%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINE 3.25% 03/15/32  | TRITON CONTAINER/TAL INT REGD 3.25000000                                                          | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $142944.60    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRTX 2021-FL4 A V/R 03/15/38    | TRTX 2021-FL4 ISSUER LTD SER 2021-FL4 CL A V/R REGD 144A P/P 5.67758000                           | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    181559 | PA      | $181556.55    | 0.01%             | 2038-03-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN S 7.875% 12/15/29  | PENNYMAC FIN SVCS INC REGD 144A P/P 7.87500000                                                    | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85031.44     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2023-NQM2  V/R 05/25/27   | HOMES 2023-NQM2 TRUST SER 2023-NQM2 CL A1 V/R REGD 144A P/P 6.45600000                            | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1388841 | PA      | $1394949.08   | 0.09%             | 2068-02-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP V/R 12/01/54       | ENTERGY CORP REGD V/R 7.12500000                                                                  | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    151000 | PA      | $157259.48    | 0.01%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC 7% 02/15/29   | IRON MOUNTAIN INC REGD 144A P/P 7.00000000                                                        | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82404.72     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| G2SF 30 YR TBA 5.5% SEP 25      | G2SF 30 YR TBA 5.5% SEP 25     TO BE ANNOUNCED 5.50000000                                         | CUSIP: 21H052694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3085000 | PA      | $3107645.32   | 0.20%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XHR LP 6.625% 05/15/30          | XHR LP REGD 144A P/P 6.62500000                                                                   | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $261738.12    | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HESS CORP 7.3% 08/15/31         | HESS CORP REGD 7.30000000                                                                         | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28822.01     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILD 5.75% 02/01/28  | INSTALLED BUILDING PRODU REGD 144A P/P 5.75000000                                                 | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79856.41     | 0.01%             | 2028-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/35  | JPMORGAN CHASE & CO REGD V/R 5.29400000                                                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288474.91    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| GNR 2021-79 IO V/R 08/16/63     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-79 CL IO V/R 0.86359000                         | CUSIP: 38381DBP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18252241 | PA      | $1173515.03   | 0.08%             | 2063-08-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| ACRES 2025-FL3 A V/R 08/18/40   | ACRES 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 5.93900000                                 | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260466.44    | 0.02%             | 2040-08-18      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| GNR 2014-12 ZB 3% 01/16/44      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-12 CL ZB 3.00000000                             | CUSIP: 38378PE79<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650242 | PA      | $599619.53    | 0.04%             | 2044-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 6% 02/01/33      | NRG ENERGY INC REGD 144A P/P 6.00000000                                                           | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60807.78     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC 5.45% 05/15/29    | AEP TEXAS INC REGD 5.45000000                                                                     | CUSIP: 00108WAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $87183.26     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29  | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                           | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350223.98    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 02/15/28     | BROADCOM INC REGD 4.15000000                                                                      | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260291.00    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8486 3% 12/20/52    | GINNIE MAE II POOL P#MA8486 3.00000000                                                            | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402787 | PA      | $356913.19    | 0.02%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRA 5.75% 07/15/35  | FLORIDA GAS TRANSMISSION REGD 144A P/P 5.75000000                                                 | CUSIP: 340711BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $69021.39     | 0.00%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WRKCO INC 3.9% 06/01/28         | WRKCO INC REGD 3.90000000                                                                         | CUSIP: 92940PAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2382259.08   | 0.15%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II 5% 12/15/27  | MATCH GROUP HLD II LLC REGD 144A P/P 5.00000000                                                   | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149194.70    | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BX1766 5% 11/01/52       | FANNIE MAE POOL UMBS P#BX1766 5.00000000                                                          | CUSIP: 3140N56C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102227 | PA      | $101299.08    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 A1 V/R 07/25/28     | PRPM 2025-5 LLC SER 2025-5 CL A1 V/R REGD 144A P/P 5.72900000                                     | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233188 | PA      | $235100.70    | 0.02%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43  | PARAMOUNT GLOBAL REGD 5.85000000                                                                  | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206931.13    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.7% 10/15/49  | AMERICAN TOWER CORP REGD 3.70000000                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     57000 | PA      | $41263.59     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  5.425% 09/10/64  | TOTALENERGIES CAPITAL SA REGD 5.42500000                                                          | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $138838.41    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP  4.8% 10/01/34  | LABORATORY CORP OF AMER REGD 4.80000000                                                           | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    358000 | PA      | $351433.27    | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-4 A1 V/R 07/25/66    | VERUS SECURITIZATION TRUST 2021-4 SER 2021-4 CL A1 V/R REGD 144A P/P 0.93800000                   | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    341237 | PA      | $290081.86    | 0.02%             | 2066-07-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| OCT44 2019-1A DR V/R 10/15/34   | OCTAGON INVESTMENT PARTNERS 44 LTD SER 2019-1A CL DR V/R REGD 144A P/P 7.82916000                 | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $585954.06    | 0.04%             | 2034-10-15      | Variable      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| SOTERA HEALTH  7.375% 06/01/31  | SOTERA HEALTH HLDGS LLC REGD 144A P/P 7.37500000                                                  | CUSIP: 83600WAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63068.58     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ZIMMER BIOMET HO 5.2% 09/15/34  | ZIMMER BIOMET HOLDINGS REGD 5.20000000                                                            | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147941.86    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 A V/R 10/25/66   | CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 1.84100000                                   | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    494002 | PA      | $448081.96    | 0.03%             | 2066-10-25      | Variable      | 1.84%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BU8959 1.5% 11/01/51     | FANNIE MAE POOL UMBS P#BU8959 1.50000000                                                          | CUSIP: 3140MA5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140280 | PA      | $105909.55    | 0.01%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM4 A V/R 06/25/25   | CSMC 2021-NQM4 SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.10100000                                   | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    634208 | PA      | $553113.78    | 0.04%             | 2066-05-25      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28         | AT&T INC REGD 1.65000000                                                                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    660000 | PA      | $622783.41    | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T/L STAPLES INC 0% 09/04/29     | T/L STAPLES INC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14962 | PA      | $13690.43     | 0.00%             | 2029-09-04      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50       | ORACLE CORP REGD 3.60000000                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    549000 | PA      | $375449.38    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7884 4% 02/20/52    | GINNIE MAE II POOL P#MA7884 4.00000000                                                            | CUSIP: 36179WXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1086767 | PA      | $1021625.32   | 0.07%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND  3.1% 02/02/31  | ADANI PORTS AND SPECIAL REGD REG S 3.10000000                                                     | CUSIP: Y00130XS1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $174045.44    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.55% 04/01/35  | DIAMONDBACK ENERGY INC REGD 5.55000000                                                            | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161798.16    | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC 6.5% 05/15/32  | VAIL RESORTS INC REGD 144A P/P 6.50000000                                                         | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46610.56     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| T/L QNITY ELECTR 0% 08/12/32    | T/L QNITY ELECTRONICS  INC.    REGD TERM LOAN 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $69781.60     | 0.00%             | 2032-08-12      | Variable      | 0.00%                 | 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        |  26000000 | PA      | $22536718.88  | 1.45%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM1 A V/R 05/25/65   | CSMC 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.80900000                                   | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113859 | PA      | $103480.59    | 0.01%             | 2065-05-25      | Variable      | 0.81%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/31  | GOLDMAN SACHS GROUP INC REGD V/R SER - 5.20700000                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252451.80    | 0.02%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.5% 06/15/35         | GATX CORP REGD 5.50000000                                                                         | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93665.38     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0445 5.5% 01/01/55     | FANNIE MAE POOL UMBS P#FA0445 5.50000000                                                          | CUSIP: 3140W0P74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39996 | PA      | $40236.95     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.5% 01/15/31  | CONSUMERS ENERGY CO REGD 4.50000000                                                               | CUSIP: 210518DY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $96897.86     | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L ASCEND LEARN 0% 12/11/28/   | T/L ASCEND LEARNING LLC REGD 0.00000000                                                           | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74733 | PA      | $74663.24     | 0.00%             | 2028-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM 5.875% 03/01/28  | HESS MIDSTREAM OPERATION REGD 144A P/P 5.87500000                                                 | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $82357.80     | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PR 6.75% 04/30/32  | QXO BUILDING PRODUCTS REGD 144A P/P 6.75000000                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36148.17     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30      | CITIGROUP INC REGD V/R 5.17400000                                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138533.56    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE P 5% 06/01/31  | SUBURBAN PROPANE PARTNRS REGD 144A P/P 5.00000000                                                 | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61500.11     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | 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        |    981429 | PA      | $882005.64    | 0.06%             | 2061-11-25      | Variable      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| OHIO EDISON CO 5.5% 01/15/33    | OHIO EDISON CO REGD 144A P/P 5.50000000                                                           | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72174.98     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA7228 2.5% 10/01/50     | FANNIE MAE POOL UMBS P#CA7228 2.50000000                                                          | CUSIP: 3140QFA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4440318 | PA      | $3768284.24   | 0.24%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON 5.75% 07/15/34  | PHILLIPS EDISON GROCERY REGD 5.75000000                                                           | CUSIP: 71845JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $163167.94    | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30      | NISOURCE INC REGD 3.60000000                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    259000 | PA      | $250981.75    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL  6.75% 10/15/28  | UNITED NATURAL FOODS INC REGD 144A P/P 6.75000000                                                 | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294435.31    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENE 5.125% 05/15/33  | EVERSOURCE ENERGY REGD 5.12500000                                                                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371161.13    | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM B V/R 06/15/26     | BX 2024-PALM SER 2024-PALM CL B V/R REGD 144A P/P 6.15410000                                      | CUSIP: 05612UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3375000 | PA      | $3359831.40   | 0.22%             | 2037-06-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30  | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                     | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53904.50     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA5731 2% 08/01/51       | FREDDIE MAC POOL UMBS P#RA5731 2.00000000                                                         | CUSIP: 3133KMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167067 | PA      | $133850.49    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTA 2006-1 21A V/R 02/25/36   | BEAR STEARNS ALT-A TRUST 2006-1 SER 2006-1 CL 21A2 V/R REGD 4.50544800                            | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1741896 | PA      | $1233262.82   | 0.08%             | 2036-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  4.2% 05/15/45  | VIRGINIA ELEC & POWER CO REGD SER B 4.20000000                                                    | CUSIP: 927804FT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20458.28     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32  | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49637.77     | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4466 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#MA4466 2.50000000                                                          | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5125358 | PA      | $4266042.68   | 0.28%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHMS K129 X1 V/R 05/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K129 CL X1 V/R 1.02812300             | CUSIP: 3137H13R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30432853 | PA      | $1349057.96   | 0.09%             | 2031-05-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61   | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000              | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269903 | PA      | $269902.99    | 0.02%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DNKN 2019-1A  4.352% 05/20/29   | DB MASTER FINANCE LLC SER 2019-1A CL A23 REGD 144A P/P 4.35200000                                 | CUSIP: 233046AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1565100 | PA      | $1549026.42   | 0.10%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3245000 | PA      | $3271619.12   | 0.21%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-FA  1.11% 05/15/29   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL A REGD 144A P/P 1.11000000        | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445588 | PA      | $398629.63    | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| CYRUS 2024-2A A 4.5% 05/20/29   | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-2A CL A2 REGD 144A P/P 4.50000000                     | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $982045.90    | 0.06%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2022-4 A1 V/R 06/25/62     | TOWD POINT MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 3.75000000                    | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2309427 | PA      | $2221247.87   | 0.14%             | 2062-09-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40       | BOEING CO REGD 5.70500000                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331115.72    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FHMS K753 X1 V/R 10/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K753 CL X1 V/R 0.40060100             | CUSIP: 3137HB2N3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2348442 | PA      | $30426.18     | 0.00%             | 2030-10-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4636 4.5% 02/20/40    | GINNIE MAE II POOL P#4636 4.50000000                                                              | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    517302 | PA      | $516228.72    | 0.03%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS L 6% 06/01/26  | NUSTAR LOGISTICS LP REGD 6.00000000                                                               | CUSIP: 67059TAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135464.00    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6484 5.5% 06/01/53     | FANNIE MAE POOL UMBS P#CB6484 5.50000000                                                          | CUSIP: 3140QSF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657986 | PA      | $665491.92    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  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 5.69442000       | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $259674.19    | 0.02%             | 2042-08-20      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FMMSR 2021-GT2 A V/R 10/25/26   | FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000                              | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3420000 | PA      | $3272531.65   | 0.21%             | 2026-10-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM5063 3.5% 07/01/50     | FANNIE MAE POOL UMBS P#FM5063 3.50000000                                                          | CUSIP: 3140X8TV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357266 | PA      | $326206.59    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE A 5.611% 03/11/34  | WESTINGHOUSE AIR BRAKE REGD 5.61100000                                                            | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243892.39    | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.35% 01/15/54  | VIRGINIA ELEC & POWER CO REGD 5.35000000                                                          | CUSIP: 927804GQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $97838.60     | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OAKC 2019-2A D1R V/R 01/21/38   | OHA CREDIT FUNDING 2 LTD SER 2019-2A CL D1R2 V/R REGD 144A P/P 7.02549000                         | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993320.80    | 0.06%             | 2038-01-21      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V16 A V/R 07/15/30   | BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A3 V/R REGD 5.43900000                          | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $187585.65    | 0.01%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B 4.4% 02/15/28    | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 SER 2025-4A CL B REGD 4.40000000                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230731.24    | 0.01%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T/L 1261229 B.C. 0% 09/25/30    | T/L 1261229 B.C. LTD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $9852.80      | 0.00%             | 2030-09-25      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| OLIN CORP 6.625% 04/01/33       | OLIN CORP REGD 144A P/P 6.62500000                                                                | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34954.62     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNR 2017-22 BZ 3.5% 04/25/47    | FANNIE MAE REMICS SER 2017-22 CL BZ 3.50000000                                                    | CUSIP: 3136AVW62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    729630 | PA      | $679561.57    | 0.04%             | 2047-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA3968 3% 05/01/33       | FREDDIE MAC POOL UMBS P#ZA3968 3.00000000                                                         | CUSIP: 31329MMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    259257 | PA      | $252645.78    | 0.02%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-52 IO V/R 04/16/63     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-52 CL IO V/R 0.72167000                         | CUSIP: 38380RJ84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18390508 | PA      | $946673.48    | 0.06%             | 2063-04-16      | Variable      | 0.72%                 | 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 6.01310000                           | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    299373 | PA      | $299378.31    | 0.02%             | 2039-02-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC 4.6% 06/01/32   | XCEL ENERGY INC REGD 4.60000000                                                                   | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177238.35    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CEDF 2024-19A D1 V/R 01/23/38   | CEDAR FUNDING XIX CLO LTD SER 2024-19A CL D1 V/R REGD 144A P/P 7.31899000                         | CUSIP: 15033CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004479.60   | 0.06%             | 2038-01-23      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS IN 5.25% 05/01/28  | MICHAELS COS INC/THE REGD 144A P/P 5.25000000                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35514.88     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC V/R 03/15/55        | METLIFE INC REGD V/R SER G 6.35000000                                                             | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137481.43    | 0.01%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.55% 03/15/55  | DUKE ENERGY PROGRESS LLC REGD 5.55000000                                                          | CUSIP: 26442UAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $209191.64    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8304 2% 12/01/40       | FANNIE MAE POOL UMBS P#CA8304 2.00000000                                                          | CUSIP: 3140QGGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94982 | PA      | $83358.16     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4619 4.5% 10/01/50     | FANNIE MAE POOL UMBS P#FS4619 4.50000000                                                          | CUSIP: 3140XLDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3047452 | PA      | $2984215.48   | 0.19%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF 7.75% 03/31/30  | DIEBOLD NIXDORF INC REGD 144A P/P 7.75000000                                                      | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31739.49     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB1908 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#CB1908 2.50000000                                                          | CUSIP: 3140QMDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1628078 | PA      | $1365015.00   | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEAL 6% 01/15/29  | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 6.00000000                                                 | CUSIP: 12543DBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67483.43     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP04.16 03/19/45 CHASUS33XXX FLOAT                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-84074.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.375% 01/23/31  | REPUBLICA ORIENT URUGUAY REGD 4.37500000                                                          | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    315000 | PA      | $315850.50    | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 4.8% 05/01/30  | CONSTELLATION BRANDS INC REGD 4.80000000                                                          | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299516.22    | 0.02%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.05% 08/12/51       | INTEL CORP REGD 3.05000000                                                                        | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $53216.01     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.55% 03/15/54  | CONOCOPHILLIPS COMPANY REGD 5.55000000                                                            | CUSIP: 20826FBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47441.48     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI D V/R 01/15/24   | SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 6.31400000                                    | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1170000 | PA      | $1162687.50   | 0.07%             | 2039-01-15      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| T/L COLOSSUS ACQUI 0% 06/11/32  | T/L COLOSSUS ACQUIRECO LLC     REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $94389.15     | 0.01%             | 2032-06-11      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)DEC25     | FUTURE CONTRACT ON           US 10YR NOTE (CBT)DEC25 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -27 | NC      | $-3037500.00  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| CGMS 2024-4A D V/R 07/20/37     | CARLYLE US CLO 2024-4 SER 2024-4A CL D V/R REGD 144A P/P 7.52549000                               | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498396.80    | 0.03%             | 2037-07-20      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51       | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                          | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6831197 | PA      | $5466741.45   | 0.35%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPI 5.75% 04/03/28  | INRETAIL SHOPPIN REGD REG S 5.75000000                                                            | CUSIP: P56243AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $200227.72    | 0.01%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42   | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 9.34839000         | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $263911.55    | 0.02%             | 2052-03-25      | Variable      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| JPMCC 2017-JP 3.489% 04/15/27   | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 SER 2017-JP6 CL A5 REGD 3.48980000            | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1070426.72   | 0.07%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.8% 02/10/30          | IBM CORP REGD SER .. 4.80000000                                                                   | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456018.24    | 0.03%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORDR 2020-2 C 1.74% 10/15/25   | FORD CREDIT AUTO OWNER TRUST 2020-REV2 SER 2020-2 CL C REGD 144A P/P 1.74000000                   | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3650000 | PA      | $3634769.65   | 0.23%             | 2033-04-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNAT 5.25% 03/15/32  | EDISON INTERNATIONAL REGD 5.25000000                                                              | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34425.45     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 5.2% 03/15/35  | GEORGIA POWER CO REGD 5.20000000                                                                  | CUSIP: 373334LB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203011.99    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 15YR 2% SEP 25         | UMBS TBA 15YR 2% SEP 25        TO BE ANNOUNCED 2.00000000                                         | CUSIP: 01F020497<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-275205.79   | -0.02%            | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTR 2021-42A A V/R 04/15/34   | VENTURE 42 CLO LTD SER 2021-42A CL A1A V/R REGD 144A P/P 5.70916000                               | CUSIP: 923260AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1710000 | PA      | $1716989.97   | 0.11%             | 2034-04-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER  3.95% 03/15/29  | AMERICAN TOWER CORP REGD 3.95000000                                                               | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1662648.93   | 0.11%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHS 375 C1 2.5% 01/25/51        | FREDDIE MAC STRIPS SER 375 CL C1 2.50000000                                                       | CUSIP: 3133Q5AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    815961 | PA      | $129106.87    | 0.01%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC 7.125% 07/01/28   | COMMSCOPE LLC REGD 144A P/P 7.12500000                                                            | CUSIP: 203372AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35113.93     | 0.00%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DELL INC 6.5% 04/15/38          | DELL INC REGD 6.50000000                                                                          | CUSIP: 24702RAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $78477.89     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29    | UNITED STATES TREASURY NOTE 4.37500000                                                            | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26290000 | PA      | $27034540.95  | 1.74%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.75% 04/18/54  | DIAMONDBACK ENERGY INC REGD 5.75000000                                                            | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41700.70     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | 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        |    750000 | PA      | $758801.78    | 0.05%             | 2033-10-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| KENVUE INC 4.85% 05/22/32       | KENVUE INC REGD 4.85000000                                                                        | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229102.09    | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7419 3% 06/20/51    | GINNIE MAE II POOL P#MA7419 3.00000000                                                            | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1906889 | PA      | $1690998.15   | 0.11%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREA 7.5% 05/15/32  | HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000                                                   | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102961.30    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLD 7% 02/01/30  | PARK INTERMED HOLDINGS REGD 144A P/P 7.00000000                                                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160050.06    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA I 5.125% 05/15/32  | T-MOBILE USA INC REGD 5.12500000                                                                  | CUSIP: 87264ADS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35861.31     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | 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        |    292000 | PA      | $302505.14    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 5.9% 08/15/55  | ARIZONA PUBLIC SERVICE REGD 5.90000000                                                            | CUSIP: 040555DJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $321778.92    | 0.02%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.893% 09/11/33  | BP CAP MARKETS AMERICA REGD 4.89300000                                                            | CUSIP: 10373QBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2705531.36   | 0.17%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4446 2% 10/01/41       | FANNIE MAE POOL UMBS P#MA4446 2.00000000                                                          | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281512 | PA      | $241855.73    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4415 3% 09/01/51       | FANNIE MAE POOL UMBS P#MA4415 3.00000000                                                          | CUSIP: 31418D3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87538 | PA      | $76218.91     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION  5.875% 04/15/33  | FTAI AVIATION INVESTORS REGD 144A P/P 5.87500000                                                  | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50097.55     | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNA 2020-M7 X2 V/R 03/25/31     | FANNIE MAE-ACES SER 2020-M7 CL X2 V/R 1.32800000                                                  | CUSIP: 3136B9DK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20577185 | PA      | $852068.32    | 0.05%             | 2031-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & 5.25% 07/15/31  | GOODYEAR TIRE & RUBBER REGD 5.25000000                                                            | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52229.99     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 02/13/34  | PHILIP MORRIS INTL INC REGD 5.25000000                                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148152.74    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2021-3 TI 2.5% 02/25/51     | FANNIE MAE REMICS SER 2021-3 CL TI 2.50000000                                                     | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    837644 | PA      | $154683.12    | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34       | SOUTHERN CO REGD 5.70000000                                                                       | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47122.65     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.9% 03/15/35  | ENERGY TRANSFER LP REGD 4.90000000                                                                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3354000 | PA      | $3220566.78   | 0.21%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.3% 06/15/35  | UNITEDHEALTH GROUP INC REGD 5.30000000                                                            | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148223.03    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNR 2011-142 PE 3.5% 01/25/42   | FANNIE MAE REMICS SER 2011-142 CL PE 3.50000000                                                   | CUSIP: 3136A3NU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471000 | PA      | $446003.09    | 0.03%             | 2042-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 A1 V/R 10/25/66   | COLT 2021-HX1 MORTGAGE LOAN TRUST SER 2021-HX1 CL A1 V/R REGD 144A P/P 1.11000000                 | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1091148 | PA      | $946052.20    | 0.06%             | 2066-10-25      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| T/L VERITIV CORP 0% 11/30/30    | T/L VERITIV CORPORATION REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19850 | PA      | $19598.72     | 0.00%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| STAR 2021-SFR1 G V/R 04/17/26   | STAR 2021-SFR1 TRUST SER 2021-SFR1 CL G V/R REGD 144A P/P 7.67848000                              | CUSIP: 85521DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3494814.75   | 0.23%             | 2038-04-17      | Variable      | 7.68%                 | Yes           |                  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        |    182000 | PA      | $184718.77    | 0.01%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 4957 PB 2.5% 03/25/50       | FREDDIE MAC REMICS SER 4957 CL PB 2.50000000                                                      | CUSIP: 3137FRRL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7278947 | PA      | $6150423.94   | 0.40%             | 2050-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPER 7.25% 04/01/29  | STARWOOD PROPERTY TRUST REGD 144A P/P 7.25000000                                                  | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73356.78     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29   | ECHOSTAR CORP REGD SER . 10.75000000                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91481.25     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GNR 2012-32 Z 3.5% 03/20/42     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-32 CL Z 3.50000000                              | CUSIP: 38378DY25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1073234 | PA      | $999336.72    | 0.06%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.8% 05/01/65          | MARS INC REGD 144A P/P 5.80000000                                                                 | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137376.99    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 07/15/35     | NISOURCE INC REGD 5.35000000                                                                      | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207013.21    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.125% 11/16/28        | RTX CORP REGD 4.12500000                                                                          | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    353000 | PA      | $353380.44    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45  V/R 01/15/33   | BANK 2023-BNK45 SER 2023-BNK45 CL XA V/R REGD 1.20543400                                          | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1675272 | PA      | $90468.02     | 0.01%             | 2056-02-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5224 3% 02/01/50       | FANNIE MAE POOL UMBS P#CA5224 3.00000000                                                          | CUSIP: 3140QCYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188812 | PA      | $167113.23    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELM23 2023-2A BR V/R 04/16/36   | ELMWOOD CLO 23 LTD SER 2023-2A CL BR V/R REGD 144A P/P 6.06777000                                 | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $655721.74    | 0.04%             | 2036-04-16      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| T/L INEOS US PETR ZCP 04/02/29  | T/L INEOS US PETROCHEM LLC REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4079 | PA      | $3661.21      | 0.00%             | 2029-04-02      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6711 3.5% 06/20/50  | GINNIE MAE II POOL P#MA6711 3.50000000                                                            | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    418036 | PA      | $382535.10    | 0.02%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) DEC25     | FUTURE CONTRACT ON           US LONG BOND(CBT) DEC25 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -104 | NC      | $-11882000.00 | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC 5.625% 04/05/34    | ENBRIDGE INC REGD 5.62500000                                                                      | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $87753.21     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-7CB 2 V/R 03/01/38   | ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A5 V/R REGD 4.88703000                           | CUSIP: 12667F4Q5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4064904 | PA      | $2984839.10   | 0.19%             | 2038-03-01      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPER 8.875% 06/15/32  | SERVICE PROPERTIES TRUST REGD 8.87500000                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41281.06     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-EWEST  V/R 06/15/27   | BFLD TRUST 2025-EWEST SER 2025-EWEST CL C V/R REGD 144A P/P 6.46310000                            | CUSIP: 05494JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $129971.52    | 0.01%             | 2042-06-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A  5.05% 01/15/27   | BLUE OWL ASSET LEASING TRUST 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.05000000                | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251174 | PA      | $252143.01    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVIC 5.15% 03/15/35  | REPUBLIC SERVICES INC REGD 5.15000000                                                             | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    314000 | PA      | $320559.42    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/11/29       | BARCLAYS PLC REGD V/R 4.47000000                                                                  | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200358.10    | 0.01%             | 2029-11-11      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-1 MT 2.5% 08/25/59    | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 SER 2020-1 CL MT 2.50000000         | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    547110 | PA      | $449299.84    | 0.03%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY  6.875% 04/15/29  | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 6.87500000                                                 | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27824.95     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| T/L COTIVITI 0% 02/13/32/       | T/L COTIVITI INC REGD 0.00000000                                                                  | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79866.40     | 0.01%             | 2032-02-13      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CLGIX 2021-1A A 3.3% 12/28/26   | COLOGIX DATA CENTERS US ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 3.30000000                     | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $970977.30    | 0.06%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| QNITY ELECTRONI 6.25% 08/15/33  | QNITY ELECTRONICS INC REGD 144A P/P 6.25000000                                                    | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41348.92     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNR 2013-2 MA 3.5% 02/25/43     | FANNIE MAE REMICS SER 2013-2 CL MA 3.50000000                                                     | CUSIP: 3136AB3Q4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107457 | PA      | $102778.21    | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY 5% 06/01/33  | OHIO POWER COMPANY REGD 5.00000000                                                                | CUSIP: 677415CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $457640.68    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B V/R 05/15/29     | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS SER 2024-MDHS CL B V/R REGD 144A P/P 6.20410000            | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2288850 | PA      | $2294571.77   | 0.15%             | 2041-05-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 5.4% 10/15/35         | ONEOK INC REGD 5.40000000                                                                         | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371425.48    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2020-37 IM 4% 06/25/50      | FANNIE MAE REMICS SER 2020-37 CL IM 4.00000000                                                    | CUSIP: 3136B9W45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    584093 | PA      | $118552.79    | 0.01%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 4.7% 01/15/30  | CONOCOPHILLIPS COMPANY REGD 4.70000000                                                            | CUSIP: 20826FBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71329.41     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 I 7.625% 01/30/32  | WAND NEWCO 3 INC REGD 144A P/P 7.62500000                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84641.12     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC 4.9% 01/29/36  | GENERAL ELECTRIC CO REGD 4.90000000                                                               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66288.49     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 D 2.477% 09/17/29    | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL D REGD 144A P/P 2.47700000                    | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1608940 | PA      | $1435078.00   | 0.09%             | 2041-09-17      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT / NEWCR 5.35% 03/15/34  | NEWMONT / NEWCREST FIN REGD SER WI 5.35000000                                                     | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $160844.96    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| T/L RESIDEO FUNDIN 0% 08/07/32  | T/L RESIDEO FUNDING INC REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45000 | PA      | $44887.50     | 0.00%             | 2032-08-07      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| T/L LSF9 ATLAN 00.00% 03/31/29  | T/L LSF9 ATLANTIS HOLDINGS LLC 0.00000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48750 | PA      | $48826.05     | 0.00%             | 2029-03-31      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% SEP 25       | FNCL 30YR TBA 3.5% SEP 25    TO BE ANNOUNCED 3.50000000                                           | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1186000 | PA      | $-1071293.06  | -0.07%            | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 03/31/26     | UNITED STATES TREASURY NOTE 0.75000000                                                            | CUSIP: 91282CBT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24800000 | PA      | $24347012.38  | 1.57%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1760 3.5% 03/20/44  | GINNIE MAE II POOL P#MA1760 3.50000000                                                            | CUSIP: 36179N5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    289885 | PA      | $270792.43    | 0.02%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTI 5% 08/15/34  | NATIONAL RURAL UTIL COOP REGD 5.00000000                                                          | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2987980.38   | 0.19%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD 5.7% 01/15/35     | VIDEOTRON LTD REGD 144A P/P 5.70000000                                                            | CUSIP: 92660FAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $156782.19    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 4.55% 10/15/32   | ELI LILLY & CO REGD 4.55000000                                                                    | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728601.33    | 0.05%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR1  S/UP 07/17/29   | AMSR 2024-SFR1 TRUST SER 2024-SFR1 CL B S/UP REGD 144A P/P 4.29000000                             | CUSIP: 00179CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2392000 | PA      | $2348444.79   | 0.15%             | 2041-07-17      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE CAPI 4.25% 06/05/28  | JOHN DEERE CAPITAL CORP REGD MTN SER I 4.25000000                                                 | CUSIP: 24422EYD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $383200.01    | 0.02%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 A V/R 08/25/25   | GCAT 2021-NQM4 TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.09300000                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695723 | PA      | $583164.24    | 0.04%             | 2066-08-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48    | UNITED STATES TREASURY BOND 3.12500000                                                            | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9545000 | PA      | $7147191.58   | 0.46%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  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      | $199254.32    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CS 8.625% 06/15/32  | UNITI GROUP/CSL CAPITAL REGD 144A P/P 8.62500000                                                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39332.36     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5762 3.5% 02/20/49  | GINNIE MAE II POOL P#MA5762 3.50000000                                                            | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269892 | PA      | $249762.60    | 0.02%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-OS 3.397% 06/05/29   | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1845432.62   | 0.12%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD7535 2.5% 02/01/51     | FREDDIE MAC POOL UMBS P#SD7535 2.50000000                                                         | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    154612 | PA      | $131171.98    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPO INC 7.125% 06/01/31         | XPO INC REGD 144A P/P 7.12500000                                                                  | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176957.42    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2022-B35 A V/R 05/15/32   | BENCHMARK 2022-B35 MORTGAGE TRUST SER 2022-B35 CL A5 V/R REGD 4.59096200                          | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2375000 | PA      | $2316969.73   | 0.15%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.8% 05/20/45      | QUALCOMM INC REGD 4.80000000                                                                      | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63916.42     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 6.2% 09/15/55  | SOUTHERN CAL EDISON REGD 6.20000000                                                               | CUSIP: 842400JK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59618.55     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7968 3% 01/01/31       | FANNIE MAE POOL UMBS P#AL7968 3.00000000                                                          | CUSIP: 3138EQ2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    298078 | PA      | $291678.70    | 0.02%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMMSR 2021-GT1 A V/R 07/25/26   | FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000                              | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3834507.20   | 0.25%             | 2026-07-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GSKY 2025-2A A 5.02% 06/25/60   | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 SER 2025-2A CL A3 REGD 144A P/P 5.02000000          | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $167516.27    | 0.01%             | 2060-06-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.75% 01/31/34    | TRANSDIGM INC REGD 144A P/P 6.75000000                                                            | CUSIP: 893647CA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10322.62     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GR 6.05% 02/15/63  | UNITEDHEALTH GROUP INC REGD 6.05000000                                                            | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.25    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.95% 03/15/34  | PACIFIC GAS & ELECTRIC REGD 6.95000000                                                            | CUSIP: 694308KP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $246488.06    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LCM 15A DR V/R 07/20/30         | LCM XV LP SER 15A CL DR V/R REGD 144A P/P 8.28710000                                              | CUSIP: 50184NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005128.10   | 0.06%             | 2030-07-20      | Variable      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| T/L KENAN ADVANTA ZCP 01/25/29  | T/L KENAN ADVANTAGE GROUP REGD ZCP TERM LOAN 0.00000000                                           | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $24476.50     | 0.00%             | 2029-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA 5.75% 05/19/35          | ENI SPA REGD 144A P/P 5.75000000                                                                  | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $206507.23    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS0434 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS0434 2.50000000                                                          | CUSIP: 3140XFPU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    987889 | PA      | $838885.30    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.2% 08/15/32  | MOTOROLA SOLUTIONS INC REGD 5.20000000                                                            | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134292.15    | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATI 4.375% 01/18/27  | BPRL INTERNATIONAL SINGA REGD EMTN 4.37500000                                                     | CUSIP: Y0963BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199957.98    | 0.01%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 5.875% 12/01/53  | SOUTHERN CAL EDISON REGD 5.87500000                                                               | CUSIP: 842400HX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4748.36      | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7053 3% 12/20/50    | GINNIE MAE II POOL P#MA7053 3.00000000                                                            | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78396 | PA      | $69556.61     | 0.00%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1805 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#CB1805 2.50000000                                                          | CUSIP: 3140QMAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161153 | PA      | $136321.16    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L AADVANTAGE LO ZCP 05/28/32  | T/L AADVANTAGE LOYALTY IP REGD ZCP TERM LOAN 0.00000000                                           | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     34912 | PA      | $35076.24     | 0.00%             | 2032-05-07      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0044 5.065% 12/01/28   | FANNIE MAE POOL UMBS P#BZ0044 5.06500000                                                          | CUSIP: 3140NUBN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    585000 | PA      | $602270.93    | 0.04%             | 2028-12-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5504 2.5% 04/01/50     | FANNIE MAE POOL UMBS P#CA5504 2.50000000                                                          | CUSIP: 3140QDDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273872 | PA      | $229930.23    | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2024-29 AI V/R 10/16/65     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-29 CL AI V/R 0.72520000                         | CUSIP: 38381KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23811718 | PA      | $1406072.45   | 0.09%             | 2065-10-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.4% 12/01/61  | CHARTER COMM OPT LLC/CAP REGD 4.40000000                                                          | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $54323.61     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHMS K132 X1 V/R 08/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K132 CL X1 V/R 0.50639500             | CUSIP: 3137H3EX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31263429 | PA      | $790067.48    | 0.05%             | 2031-08-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-2  3.425% 11/15/26   | HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000                         | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2786043 | PA      | $2654482.54   | 0.17%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| GNR 2021-129 IO V/R 06/16/63    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-129 CL IO V/R 0.98262000                        | CUSIP: 38381DUB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14546498 | PA      | $1023564.35   | 0.07%             | 2063-06-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.5% SEP 25       | FNCI 15YR TBA 3.5% SEP 25      TO BE ANNOUNCED 3.50000000                                         | CUSIP: 01F032492<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -675000 | PA      | $-653498.37   | -0.04%            | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP 9% 09/30/29  | CLOUD SOFTWARE GRP INC REGD 144A P/P 9.00000000                                                   | CUSIP: 18912UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41697.19     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SFO 2021-555 B V/R 05/15/28     | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL B V/R REGD 144A P/P 5.97748000             | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $178425.00    | 0.01%             | 2038-05-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| RALI 2006-QS17 A8 6% 12/25/36   | RALI SERIES 2006-QS17 TRUST SER 2006-QS17 CL A8 REGD 6.00000000                                   | CUSIP: 74922SAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2517161 | PA      | $2106478.47   | 0.14%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T/L APPLIED SYST 0% 02/23/32    | T/L APPLIED SYSTEMS INC        REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $20460.00     | 0.00%             | 2032-02-23      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.25% 03/15/30  | EDISON INTERNATIONAL REGD 6.25000000                                                              | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322467.82    | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33  | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                     | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $87304.69     | 0.01%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/31            | BPCE SA REGD V/R 144A P/P 5.38900000                                                              | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    385000 | PA      | $394227.10    | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| T/L HERC HOLDIN 0% 05/14/2032   | T/L HERC HOLDING INC REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15063.75     | 0.00%             | 2032-05-14      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.45% 03/15/34       | FISERV INC REGD 5.45000000                                                                        | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134174.98    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | 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        |    202630 | PA      | $205669.32    | 0.01%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNH 2024-C A3 4.03% 09/15/28    | CNH EQUIPMENT TRUST 2024-C SER 2024-C CL A3 REGD 4.03000000                                       | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2670000 | PA      | $2672706.58   | 0.17%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FNR 2020-77 HI 4% 11/25/50      | FANNIE MAE REMICS SER 2020-77 CL HI 4.00000000                                                    | CUSIP: 3136BCVU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    629521 | PA      | $124921.38    | 0.01%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L LC AHAB US 0% 05/01/31      | T/L LC AHAB US BIDCO LLC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64674 | PA      | $64714.92     | 0.00%             | 2031-05-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 4.451% 06/17/27   | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL A REGD 144A P/P 4.45100000                  | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236200 | PA      | $236224.43    | 0.02%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8135 2.5% 03/01/51     | FREDDIE MAC POOL UMBS P#SD8135 2.50000000                                                         | CUSIP: 3132DWBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    394557 | PA      | $328986.41    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC 5.8% 12/15/34  | DT MIDSTREAM INC REGD 144A P/P 5.80000000                                                         | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295512.03    | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/  | BANK OF AMERICA CORP REGD V/R /PERP/ 6.62500000                                                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81331.13     | 0.01%             | 2174-08-01      | Variable      | 6.62%                 | 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        |     94160 | PA      | $94005.58     | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5663 3% 08/01/51       | FREDDIE MAC POOL UMBS P#RA5663 3.00000000                                                         | CUSIP: 3133KMJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    591728 | PA      | $519370.69    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP V/R 10/15/55         | TELUS CORP REGD V/R 7.00000000                                                                    | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    157000 | PA      | $161110.42    | 0.01%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1  V/R 06/25/56   | BINOM SECURITIZATION TRUST 2021-INV1 SER 2021-INV1 CL A1 V/R REGD 144A P/P 2.03400000             | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283717 | PA      | $258113.71    | 0.02%             | 2056-06-25      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SB8207 5.5% 12/01/37     | FREDDIE MAC POOL UMBS P#SB8207 5.50000000                                                         | CUSIP: 3132D6DL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    765755 | PA      | $783340.91    | 0.05%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCO 2025-3 A1 V/R 05/25/28      | RCO VIII MORTGAGE LLC 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 6.43450000                        | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88053 | PA      | $88224.35     | 0.01%             | 2030-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS  5% 12/15/34  | QUEST DIAGNOSTICS INC REGD 5.00000000                                                             | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148212.75    | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/40       | NVIDIA CORP REGD 3.50000000                                                                       | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    335000 | PA      | $283565.84    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 5.725% 03/15/35  | PUGET ENERGY INC REGD 5.72500000                                                                  | CUSIP: 745310AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $773036.80    | 0.05%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERS 7.875% 02/15/31  | ALLIED UNIVERSAL HOLDCO REGD 144A P/P 7.87500000                                                  | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147122.50    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NASSAU COMPANI 7.875% 07/15/30  | NASSAU COMPANIES OF NY REGD 144A P/P 7.87500000                                                   | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50751.85     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS0973 3% 08/01/50       | FANNIE MAE POOL UMBS P#FS0973 3.00000000                                                          | CUSIP: 3140XGCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164916 | PA      | $145862.05    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/42          | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                         | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4889222 | PA      | $3804028.57   | 0.25%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A  4.15% 11/25/28   | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A4 REGD 144A P/P 4.15000000                          | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002757.10   | 0.06%             | 2030-03-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD5677 5% 03/01/54       | FREDDIE MAC POOL UMBS P#SD5677 5.00000000                                                         | CUSIP: 3132DTJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3835434 | PA      | $3823072.08   | 0.25%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4255 2% 02/01/51       | FANNIE MAE POOL UMBS P#MA4255 2.00000000                                                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208734 | PA      | $165828.00    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A1 V/R 03/25/25   | OBX 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.07200000                              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529578 | PA      | $457189.57    | 0.03%             | 2066-02-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FNR 2015-55 PD 2.5% 03/25/43    | FANNIE MAE REMICS SER 2015-55 CL PD 2.50000000                                                    | CUSIP: 3136APF72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    333774 | PA      | $327372.94    | 0.02%             | 2043-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/18/35            | BPCE SA REGD V/R 144A P/P 6.50800000                                                              | CUSIP: 05571AAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    470000 | PA      | $492388.28    | 0.03%             | 2035-01-18      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD7541 2% 05/01/51       | FREDDIE MAC POOL UMBS P#SD7541 2.00000000                                                         | CUSIP: 3132DVLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425672 | PA      | $344092.89    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4684 4.5% 06/01/52     | FANNIE MAE POOL UMBS P#MA4684 4.50000000                                                          | CUSIP: 31418EF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1051788 | PA      | $1015044.41   | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L ALERA GRO 0% 05/21/32       | T/L ALERA GROUP INC REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35000 | PA      | $35123.20     | 0.00%             | 2032-05-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.625% 09/01/53       | ONEOK INC REGD 6.62500000                                                                         | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41072.11     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.625% 01/29/38  | UNITED MEXICAN STATES REGD 6.62500000                                                             | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    290000 | PA      | $295321.50    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32  | BANK OF AMERICA CORP REGD V/R 2.68700000                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2372291.73   | 0.15%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANC 6.875% 06/30/33  | LEVEL 3 FINANCING INC REGD 144A P/P 6.87500000                                                    | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90807.75     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CCL INDUSTRIES  3.05% 06/01/30  | CCL INDUSTRIES INC REGD 144A P/P 3.05000000                                                       | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $159809.15    | 0.01%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| GNR 2022-82 IO V/R 02/16/64     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-82 CL IO V/R 0.53977000                         | CUSIP: 38381HCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27697665 | PA      | $1153521.89   | 0.07%             | 2064-02-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 5.5% SEP 25       | FNMA 15YR TBA 5.5% SEP 25      TO BE ANNOUNCED 5.50000000                                         | CUSIP: 01F052490<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5035000 | PA      | $5146740.14   | 0.33%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6041 4.5% 07/20/49  | GINNIE MAE II POOL P#MA6041 4.50000000                                                            | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174402 | PA      | $170258.59    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.95% 05/15/62  | UNITEDHEALTH GROUP INC REGD 4.95000000                                                            | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71906.74     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2804 3% 11/01/36       | FANNIE MAE POOL UMBS P#MA2804 3.00000000                                                          | CUSIP: 31418CDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    789769 | PA      | $749654.54    | 0.05%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SORT 2021-1A B 1.98% 03/15/26   | CF HIPPOLYTA ISSUER LLC SER 2021-1A CL B1 REGD 144A P/P 1.98000000                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108381 | PA      | $83638.46     | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| COMM 2022-HC  2.819% 01/10/27   | COMM 2022-HC MORTGAGE TRUST SER 2022-HC CL A REGD 144A P/P 2.81900000                             | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203000 | PA      | $194110.20    | 0.01%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| US TIPS 0.375% 07/15/27         | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000                                         | CUSIP: 9128282L3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1529611 | PA      | $1521962.21   | 0.10%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DNKN 2021-1A  2.791% 11/20/31   | DB MASTER FINANCE LLC SER 2021-1A CL A23 REGD 144A P/P 2.79100000                                 | CUSIP: 233046AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    321475 | PA      | $284336.38    | 0.02%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 8.125% 06/01/28  | VENTURE GLOBAL LNG INC REGD 144A P/P 8.12500000                                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98439.29     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FHR 5083 AI 2.5% 03/25/51       | FREDDIE MAC REMICS SER 5083 CL AI 2.50000000                                                      | CUSIP: 3137FFMX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    634255 | PA      | $95192.25     | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L INEOS QUAT 00.00% 10/07/31  | T/L INEOS QUATTRO HOLDINGS UK  LIMITED 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59850 | PA      | $50423.63     | 0.00%             | 2031-10-07      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41      | BROADCOM INC REGD 144A P/P 3.50000000                                                             | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    404000 | PA      | $320227.49    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDIN 2.85% 04/27/31  | GLENCORE FUNDING LLC REGD 144A P/P 2.85000000                                                     | CUSIP: 378272BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $132195.52    | 0.01%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB1131 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#CB1131 2.50000000                                                          | CUSIP: 3140QLHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    379482 | PA      | $318249.71    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN 5.125% 05/07/29  | MONG DUONG FIN HLDGS BV REGD 5.12500000                                                           | CUSIP: N6000DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VN        |    169400 | PA      | $167305.38    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  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        |    101000 | PA      | $104029.87    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30        | BOEING CO REGD 5.15000000                                                                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102573.04    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNR 2020-151 MI 2.5% 10/20/50   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-151 CL MI 2.50000000                            | CUSIP: 38382J3Q7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7053933 | PA      | $1051608.85   | 0.07%             | 2050-10-20      | Fixed         | 2.50%                 | 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        |    306667 | PA      | $228006.63    | 0.01%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SE 4.625% 02/15/27  | GARDA WORLD SECURITY REGD 144A P/P 4.62500000                                                     | CUSIP: 36485MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114177.31    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA 5.875% 11/02/51    | ECOPETROL SA REGD 5.87500000                                                                      | CUSIP: 279158AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    550000 | PA      | $388943.83    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNR 2016-43 GZ 3% 07/25/46      | FANNIE MAE REMICS SER 2016-43 CL GZ 3.00000000                                                    | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    542719 | PA      | $482969.98    | 0.03%             | 2046-07-25      | Fixed         | 3.00%                 | 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        |    219436 | PA      | $220881.64    | 0.01%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERT 6.75% 01/15/30  | FERTITTA ENTERTAINMENT REGD 144A P/P 6.75000000                                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37617.99     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/31            | BPCE SA REGD V/R 144A P/P 5.87600000                                                              | CUSIP: 05571AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    550000 | PA      | $573070.80    | 0.04%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BACARDI-MARTINI BV 6% 02/01/35  | BACARDI-MARTINI BV REGD 144A P/P 6.00000000                                                       | CUSIP: 05634WAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    155000 | PA      | $159399.50    | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30     | CITIBANK NA REGD SER . 4.91400000                                                                 | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $543884.60    | 0.04%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C38 XA V/R 07/15/50   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL XA V/R REGD 1.04887100             | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8570358 | PA      | $97023.31     | 0.01%             | 2050-07-15      | Variable      | 1.05%                 | 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        |    310000 | PA      | $319830.90    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD1529 4% 03/01/49       | FREDDIE MAC POOL UMBS P#SD1529 4.00000000                                                         | CUSIP: 3132DNVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5010935 | PA      | $4767693.73   | 0.31%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTL 2024-T53 A V/R 05/10/27     | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 SER 2024-T53 CL A V/R REGD 144A P/P 5.87564000             | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $324582.98    | 0.02%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERIPRISE FINAN 5.2% 04/15/35  | AMERIPRISE FINANCIAL INC REGD 5.20000000                                                          | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480606.96    | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC 5% 07/15/32   | EOG RESOURCES INC REGD 5.00000000                                                                 | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218917.27    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILPT 2025-LPF2 D V/R 07/13/30   | ILPT COMMERCIAL MORTGAGE TRUST 2025-LPF2 SER 2025-LPF2 CL D V/R REGD 144A P/P 6.72493300          | CUSIP: 451955AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $173782.25    | 0.01%             | 2042-07-13      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC 5.55% 06/20/35     | ENBRIDGE INC REGD 5.55000000                                                                      | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $137485.32    | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50       | EQUINOR ASA REGD 3.70000000                                                                       | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    210000 | PA      | $158839.90    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 5.9% 06/15/29        | MASTEC INC REGD 5.90000000                                                                        | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    153000 | PA      | $159813.40    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHMS Q001 A3 3.815% 02/25/32    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER Q001 CL A3 3.81500000            | CUSIP: 3137BEWR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1462141.50   | 0.09%             | 2032-02-25      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHR 4892 ES V/R 07/25/45        | FREDDIE MAC REMICS SER 4892 CL ES V/R 1.68713000                                                  | CUSIP: 3137FMSN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3432927 | PA      | $402614.02    | 0.03%             | 2045-07-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC 8.5% 08/15/30      | VT TOPCO INC REGD 144A P/P 8.50000000                                                             | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $96042.96     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-NQM6 A V/R 07/25/66   | CSMC 2021-NQM6 TRUST SER 2021-NQM6 CL A1 V/R REGD 144A P/P 1.17400000                             | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1033506 | PA      | $885175.87    | 0.06%             | 2066-07-25      | Variable      | 1.17%                 | Yes           |                  2 | On Loan: No      |
| FNR 2013-72 IW 3.5% 07/25/33    | FANNIE MAE REMICS SER 2013-72 CL IW 3.50000000                                                    | CUSIP: 3136AFDM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795041 | PA      | $55082.12     | 0.00%             | 2033-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L CSC HOLDINGS 0% 01/18/2028  | T/L CSC HOLDINGS LLC REGD 0.00000000                                                              | CUSIP: 64072UAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9974 | PA      | $9935.42      | 0.00%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CO 6.75% 03/15/33  | CHORD ENERGY CORP REGD 144A P/P 6.75000000                                                        | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148714.32    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/31  | AMERICAN EXPRESS CO REGD V/R 5.08500000                                                           | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453490.74    | 0.03%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% OCT 25       | FNMA 30YR TBA 6.5% OCT 25      TO BE ANNOUNCED 6.50000000                                         | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2950000 | PA      | $-3055499.79  | -0.20%            | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-PAT A V/R 03/15/26      | BX TRUST 2024-PAT SER 2024-PAT CL A V/R REGD 144A P/P 6.45310000                                  | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $280525.00    | 0.02%             | 2041-03-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/35  | GOLDMAN SACHS GROUP INC REGD V/R 5.01600000                                                       | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44717.42     | 0.00%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRST 6.375% 03/01/34  | BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.37500000                                                 | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66945.52     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2020-C9 XA V/R 08/15/30   | DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL XA V/R REGD 1.69931600                                  | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1764397 | PA      | $82060.70     | 0.01%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BWAY 2025-1535 A V/R 05/05/30   | BWAY TRUST 2025-1535 SER 2025-1535 CL A V/R REGD 144A P/P 6.30901000                              | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $722140.93    | 0.05%             | 2042-05-05      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| CGMS 2018-4A D1R V/R 10/17/37   | CARLYLE US CLO 2018-4 LTD SER 2018-4A CL D1R V/R REGD 144A P/P 7.42240000                         | CUSIP: 14315RAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502301.25    | 0.03%             | 2037-10-17      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG 8% 08/01/30  | ONT GAMING GTA/OTG CO-IS REGD 144A P/P 8.00000000                                                 | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130942.50    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FHR 5537 CS V/R 05/25/55        | FREDDIE MAC REMICS SER 5537 CL CS V/R 1.40161000                                                  | CUSIP: 3137HLB68<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1285131 | PA      | $92234.64     | 0.01%             | 2055-05-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP 6.25% 11/01/31      | AVIENT CORP REGD 144A P/P 6.25000000                                                              | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101851.30    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| T/L NUMERICABLE U ZCP 08/15/28  | T/L NUMERICABLE U S  LLC 0.00000000                                                               | CUSIP: F6628DAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59074 | PA      | $54023.22     | 0.00%             | 2028-08-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4919 4% 11/01/38       | FANNIE MAE POOL UMBS P#BM4919 4.00000000                                                          | CUSIP: 3140J9PD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370277 | PA      | $367274.95    | 0.02%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BU 6.125% 01/15/29  | CORNERSTONE BUILDING REGD 144A P/P 6.12500000                                                     | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11550.00     | 0.00%             | 2029-01-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA8307 6% 12/01/52       | FREDDIE MAC POOL UMBS P#RA8307 6.00000000                                                         | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    363677 | PA      | $374460.22    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52  | WARNERMEDIA HOLDINGS INC REGD SER * 5.14100000                                                    | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $99569.60     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4747 5% 07/20/40      | GINNIE MAE II POOL P#4747 5.00000000                                                              | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72177 | PA      | $73600.75     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP 5% 03/15/27        | NAVIENT CORP REGD 5.00000000                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29782.33     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCI 3.75% 07/15/29  | LEVEL 3 FINANCING INC REGD 144A P/P 3.75000000                                                    | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33400.00     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VITAL ENERGY I 7.875% 04/15/32  | VITAL ENERGY INC REGD 144A P/P 7.87500000                                                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44338.05     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FULL HOUSE RESO 8.25% 02/15/28  | FULL HOUSE RESORTS INC REGD 144A P/P 8.25000000                                                   | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38297.83     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA6115 2.5% 10/01/51     | FREDDIE MAC POOL UMBS P#RA6115 2.50000000                                                         | CUSIP: 3133KMYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    278392 | PA      | $233166.27    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56         | AT&T INC REGD 6.05000000                                                                          | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    319000 | PA      | $320737.00    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JDOT 2023-B A4 5.11% 05/15/30   | JOHN DEERE OWNER TRUST 2023-B SER 2023-B CL A4 REGD 5.11000000                                    | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1974731.66   | 0.13%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| T/L SABRE INC 0% 11/15/2029/    | T/L SABRE INC REGD 0.00000000                                                                     | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19126 | PA      | $18217.22     | 0.00%             | 2029-11-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| MARS INC 4.6% 03/01/28          | MARS INC REGD 144A P/P 4.60000000                                                                 | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207553.41    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STA 6% 05/07/36  | UNITED MEXICAN STATES REGD 6.00000000                                                             | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1095000 | PA      | $1094288.25   | 0.07%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES  2.7% 07/15/31  | SUN COMMUNITIES OPER LP REGD 2.70000000                                                           | CUSIP: 866677AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $154764.55    | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE G 6.5% 03/31/29  | CLOUD SOFTWARE GRP INC REGD 144A P/P 6.50000000                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65714.81     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2018-TWR E V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL E V/R REGD 144A P/P 6.76100000         | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $39968.00     | 0.00%             | 2031-07-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 5.2% 03/15/32  | KRAFT HEINZ FOODS CO REGD 5.20000000                                                              | CUSIP: 50077LBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $546462.85    | 0.04%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-2 C 5.21% 12/18/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL C REGD 5.21000000         | CUSIP: 362583AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1514473.05   | 0.10%             | 2028-12-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32       | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                         | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3400000 | PA      | $3129475.29   | 0.20%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL  2.646% 10/04/31  | ATHENE GLOBAL FUNDING REGD 144A P/P MTN 2.64600000                                                | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    455000 | PA      | $404304.59    | 0.03%             | 2031-10-04      | Fixed         | 2.65%                 | Yes           |                  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        |    162500 | PA      | $163617.39    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-184 IO V/R 12/16/61    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-184 CL IO V/R 0.88504000                        | CUSIP: 38381D5J5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20729424 | PA      | $1395786.71   | 0.09%             | 2061-12-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.1% 03/11/30      | TAPESTRY INC REGD 5.10000000                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153306.96    | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1098 2.5% 01/01/52     | FREDDIE MAC POOL UMBS P#SD1098 2.50000000                                                         | CUSIP: 3132DNGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5834632 | PA      | $4913948.68   | 0.32%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4978 5% 04/01/53       | FANNIE MAE POOL UMBS P#MA4978 5.00000000                                                          | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7704162 | PA      | $7630338.09   | 0.49%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/08/32  | JPMORGAN CHASE & CO REGD V/R 2.54500000                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4457970.20   | 0.29%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERG 4.625% 10/15/28  | CHENIERE ENERGY INC REGD SER WI 4.62500000                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    271000 | PA      | $270787.40    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TMUST 2024-2A  4.25% 08/20/27   | T-MOBILE US TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.25000000                                | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6017215.20   | 0.39%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE  7.5% 05/15/31  | ONEMAIN FINANCE CORP REGD 7.50000000                                                              | CUSIP: 682691AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131035.50    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/29     | BROADCOM INC REGD 5.05000000                                                                      | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97686.42     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | 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      | $200648.03    | 0.01%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATUR 5.6% 07/23/35  | GULFSTREAM NATURAL GAS REGD 144A P/P 5.60000000                                                   | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $97066.71     | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46     | UNITED STATES TREASURY BOND 2.25000000                                                            | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4065000 | PA      | $2633675.37   | 0.17%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-9 5A6 5.5% 10/25/35   | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2005-9 CL 5A6 REGD 5.50000000              | CUSIP: 2254586D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1293295 | PA      | $630796.63    | 0.04%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK3050 2% 09/01/40       | FANNIE MAE POOL UMBS P#BK3050 2.00000000                                                          | CUSIP: 3140HGL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295029 | PA      | $258422.96    | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75% 03/02/63        | AMGEN INC REGD 5.75000000                                                                         | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    229000 | PA      | $220090.46    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60910 3% 03/01/42      | FREDDIE MAC GOLD POOL P#G60910 3.00000000                                                         | CUSIP: 31335BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3334439 | PA      | $3066545.25   | 0.20%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5169 IO 3% 09/25/51         | FREDDIE MAC REMICS SER 5169 CL IO 3.00000000                                                      | CUSIP: 3137H4GG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730022 | PA      | $118399.77    | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 05/15/44    | UNITED STATES TREASURY BOND 3.37500000                                                            | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12905000 | PA      | $10515054.52  | 0.68%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EM 6.625% 12/15/30  | EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000                                                 | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118107.99    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2018-TWR D V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL D V/R REGD 144A P/P 6.26100000         | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $53928.00     | 0.00%             | 2031-07-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-R2 A1 V/R 02/25/64   | VERUS SECURITIZATION TRUST 2021-R2 SER 2021-R2 CL A1 V/R REGD 144A P/P 0.91800000                 | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208644 | PA      | $194288.52    | 0.01%             | 2064-02-25      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6867 3.5% 09/20/50  | GINNIE MAE II POOL P#MA6867 3.50000000                                                            | CUSIP: 36179VTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    535949 | PA      | $489261.33    | 0.03%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHS 405 C17 2.5% 08/25/52       | FREDDIE MAC STRIPS SER 405 CL C17 2.50000000                                                      | CUSIP: 3142G5QB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    904916 | PA      | $147425.21    | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M12 IO V/R 07/25/29    | FANNIE MAE-ACES SER 2020-M12 CL IO V/R 1.40600000                                                 | CUSIP: 3136B87D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30150088 | PA      | $1070294.96   | 0.07%             | 2029-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R6 A1 V/R 07/25/61     | CIM TRUST 2021-R6 SER 2021-R6 CL A1 V/R REGD 144A P/P 1.42500000                                  | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    738425 | PA      | $668234.32    | 0.04%             | 2061-07-25      | Variable      | 1.43%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGA 8.375% 04/01/32  | FREEDOM MORTGAGE HOLD REGD 144A P/P 8.37500000                                                    | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41255.31     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42  | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                          | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $89446.32     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L CENGAGE LE 00.00% 03/24/31  | T/L CENGAGE LEARNING INC. 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44551 | PA      | $44599.24     | 0.00%             | 2031-03-24      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-TI 5.518% 11/10/27   | VEGAS TRUST 2024-TI SER 2024-TI CL A REGD 144A P/P 5.51830000                                     | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    173000 | PA      | $175707.54    | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| T/L MITCHELL INTER 0% 06/17/31  | T/L MITCHELL INTERNATIONAL INC ZCP REGD TERM LOAN 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49641 | PA      | $49697.95     | 0.00%             | 2031-06-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GOOD 2021-5CS C 3.5% 10/20/48   | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 SER 2021-5CS CL C REGD 144A P/P 3.50000000       | CUSIP: 38237HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1357279 | PA      | $711990.36    | 0.05%             | 2048-10-20      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN  6% 10/15/32  | CAESARS ENTERTAIN INC REGD 144A P/P 6.00000000                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151970.25    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.2% 03/15/28  | CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000                                                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $318109.19    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51    | UNITED STATES TREASURY BOND 2.37500000                                                            | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29315000 | PA      | $18215379.17  | 1.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#QU7398 3% 04/01/50       | FREDDIE MAC POOL UMBS P#QU7398 3.00000000                                                         | CUSIP: 3133JLGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4836823 | PA      | $4085187.15   | 0.26%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                               | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    665000 | PA      | $680213.07    | 0.04%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CARDINAL HEALTH  4.5% 09/15/30  | CARDINAL HEALTH INC REGD 4.50000000                                                               | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345628.09    | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNE 6.875% 07/01/29  | BUCKEYE PARTNERS LP REGD 144A P/P 6.87500000                                                      | CUSIP: 118230AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93271.32     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  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      | $197239.20    | 0.01%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 9.875% 02/01/32  | VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000                                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32666.37     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZL6785 3.5% 08/01/43     | FREDDIE MAC POOL UMBS P#ZL6785 3.50000000                                                         | CUSIP: 3131XNRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    688534 | PA      | $644478.08    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN  6.814% 11/15/40  | MET TRANSPRTN AUTH NY REVENUE REGD N/C B/E 6.81400000                                             | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    435000 | PA      | $472776.53    | 0.03%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30  | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                 | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     18000 | PA      | $18202.45     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM5 A V/R 07/25/66   | GCAT 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 1.26200000                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    999478 | PA      | $848364.39    | 0.05%             | 2066-07-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/F 6.375% 04/15/66  | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 6.37500000                                                 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $335173.12    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT 8% 02/01/28  | DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53327.65     | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33  | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                                  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $121735.65    | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| VDCR 2023-1A B 5.75% 09/15/28   | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL B REGD 144A P/P 5.75000000                | CUSIP: 76134KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $491100.15    | 0.03%             | 2048-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES 5.65% 02/15/36  | TARGA RESOURCES CORP REGD 5.65000000                                                              | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30300.28     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNR 2011-51 TO ZCP 06/25/41     | FANNIE MAE REMICS SER 2011-51 CL TO ZCP 0.00000000                                                | CUSIP: 31397UKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97028 | PA      | $73563.90     | 0.00%             | 2041-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 02/02/35  | HUNTINGTON BANCSHARES REGD V/R 5.70900000                                                         | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78534.30     | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 A V/R 05/25/66   | GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000                             | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469044 | PA      | $409753.70    | 0.03%             | 2066-05-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| HEXCEL CORP 5.875% 02/26/35     | HEXCEL CORP REGD 5.87500000                                                                       | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93811.03     | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-8 B 4.82% 11/22/27    | VERIZON MASTER TRUST SER 2024-8 CL B REGD 4.82000000                                              | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2695000 | PA      | $2723708.49   | 0.18%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-GS9 A4 V/R 02/10/28   | GS MORTGAGE SECURITIES TRUST 2018-GS9 SER 2018-GS9 CL A4 V/R REGD 3.99200000                      | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1384823.86   | 0.09%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC C 5.2% 03/01/35  | NSTAR ELECTRIC CO REGD 5.20000000                                                                 | CUSIP: 67021CAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $198048.15    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33   | CARNIVAL CORP REGD 144A P/P 6.12500000                                                            | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55452.82     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BM5010 3.5% 02/01/48     | FANNIE MAE POOL UMBS P#BM5010 3.50000000                                                          | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    699357 | PA      | $648603.62    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR 4.9% 05/29/30  | WESTINGHOUSE AIR BRAKE REGD 4.90000000                                                            | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    589000 | PA      | $602109.66    | 0.04%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC 8% 10/01/29  | MATIV HOLDINGS INC REGD 144A P/P 8.00000000                                                       | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24744.60     | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM3664 4% 03/01/49       | FANNIE MAE POOL UMBS P#FM3664 4.00000000                                                          | CUSIP: 3140X7CA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1953647 | PA      | $1858157.52   | 0.12%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-80 IO V/R 06/16/64     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-80 CL IO V/R 0.59390000                         | CUSIP: 38381E5K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30243382 | PA      | $1306287.29   | 0.08%             | 2064-06-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| MP21 2021-3A A1 V/R 10/17/34    | MARBLE POINT CLO XXI LTD SER 2021-3A CL A1 V/R REGD 144A P/P 5.82401000                           | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003089.90   | 0.06%             | 2034-10-17      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL C 6.25% 03/25/29  | MILLICOM INTL CELLULAR REGD REG S 6.25000000                                                      | CUSIP: L6388GHV5<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $180412.38    | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 6.548% 05/15/48  | UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.54800000                                            | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21243.39     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 AS V/R 02/19/37    | MF1 2022-FL8 LTD SER 2022-FL8 CL AS V/R REGD 144A P/P 6.10325000                                  | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $843545.25    | 0.05%             | 2037-02-19      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61   | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 5.75000000              | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374001 | PA      | $373636.69    | 0.02%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD1460 3% 05/01/52       | FREDDIE MAC POOL UMBS P#SD1460 3.00000000                                                         | CUSIP: 3132DNTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6762619 | PA      | $5948581.37   | 0.38%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1181 3% 06/01/52       | FREDDIE MAC POOL UMBS P#SD1181 3.00000000                                                         | CUSIP: 3132DNJ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6110581 | PA      | $5342762.40   | 0.34%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL  V/R 01/29/31  | BANCO INDUSTRIAL SA REGD V/R REG S 4.87500000                                                     | CUSIP: P13458AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |    300000 | PA      | $297750.00    | 0.02%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FHMS K064 X1 V/R 03/25/27       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K064 CL X1 V/R 0.72376000             | CUSIP: 3137BXR20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 101069625 | PA      | $735877.83    | 0.05%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GNR 2021-30 IB 2.5% 02/20/51    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-30 CL IB 2.50000000                             | CUSIP: 38382NXY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11889328 | PA      | $1753272.85   | 0.11%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKG INC 6.875% 02/01/31         | UKG INC REGD 144A P/P 6.87500000                                                                  | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108576.30    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.25% 01/31/34    | TRANSDIGM INC REGD 144A P/P 6.25000000                                                            | CUSIP: 893647BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.26      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB4917 5.5% 10/01/52     | FANNIE MAE POOL UMBS P#CB4917 5.50000000                                                          | CUSIP: 3140QQPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357987 | PA      | $362526.85    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29    | UNITED STATES TREASURY NOTE 2.37500000                                                            | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27090000 | PA      | $25973595.64  | 1.68%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.2% 06/01/34  | SOUTHERN CAL EDISON REGD 5.20000000                                                               | CUSIP: 842400HZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $253682.01    | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 04/15/35  | REALTY INCOME CORP REGD 5.12500000                                                                | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221577.45    | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31  | AMERICAN TOWER CORP REGD 2.70000000                                                               | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217706.61    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  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        |     90000 | PA      | $91414.20     | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66    | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                   | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    828403 | PA      | $721222.01    | 0.05%             | 2066-09-25      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB1146 3% 07/01/51       | FANNIE MAE POOL UMBS P#CB1146 3.00000000                                                          | CUSIP: 3140QLHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572013 | PA      | $499315.66    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-9T1 2A 6% 05/25/37   | ALTERNATIVE LOAN TRUST 2007-9T1 SER 2007-9T1 CL 2A2 REGD 6.00000000                               | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6372703 | PA      | $2630788.61   | 0.17%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GL 4.625% 05/28/28  | LINCOLN FIN GLBL FUNDING REGD 144A P/P 4.62500000                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181793.08    | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A  5.52% 10/20/28   | SCF EQUIPMENT LEASING 2024-1 LLC SER 2024-1A CL A3 REGD 144A P/P 5.52000000                       | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $292192.09    | 0.02%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VICTRA HLDG/VIC 8.75% 09/15/29  | VICTRA HLDG/VICTRA FIN REGD 144A P/P 8.75000000                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104576.50    | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KAISER FOUNDATI 2.81% 06/01/41  | KAISER FOUNDATION HOSPIT REGD SER 2021 2.81000000                                                 | CUSIP: 48305QAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $64793.83     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9210 3% 10/01/51       | FANNIE MAE POOL UMBS P#FM9210 3.00000000                                                          | CUSIP: 3140XDGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115453 | PA      | $101240.28    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L MIWD HOLDCO 0% 03/28/31     | T/L MIWD HOLDCO II LLC REGD    ZCP TERM LOAN 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34912 | PA      | $35048.35     | 0.00%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2135 4% 11/01/49       | FANNIE MAE POOL UMBS P#FS2135 4.00000000                                                          | CUSIP: 3140XHLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1584988 | PA      | $1507966.24   | 0.10%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L RADIOLOGY PAR 0% 06/25/32   | T/L RADIOLOGY PARTNERS INC     REGD 0.00000000                                                    | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54976.90     | 0.00%             | 2032-06-30      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| LNCR 2025-CRE8 A V/R 11/01/29   | LOANCORE 2025 2025-CRE8 ISSUER LLC SER 2025-CRE8 CL A V/R REGD 144A P/P 5.74497000                | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $319211.07    | 0.02%             | 2042-08-17      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| HUSKY INJECTION /  9% 02/15/29  | HUSKY INJECTION / TITAN REGD 144A P/P 9.00000000                                                  | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $162647.39    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERV 7.25% 02/15/29  | KODIAK GAS SERVICES LLC REGD 144A P/P 7.25000000                                                  | CUSIP: 50012LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129295.00    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AR9215 3% 03/01/43       | FANNIE MAE POOL UMBS P#AR9215 3.00000000                                                          | CUSIP: 3138W7GZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2947197 | PA      | $2692655.43   | 0.17%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9115 2% 10/01/41       | FANNIE MAE POOL UMBS P#FM9115 2.00000000                                                          | CUSIP: 3140XDDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144278 | PA      | $123953.37    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.65% 05/01/45         | MARS INC REGD 144A P/P 5.65000000                                                                 | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423898.95    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | 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 5.20748000              | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80330 | PA      | $80304.66     | 0.01%             | 2036-10-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| US TIPS 0.5% 01/15/28           | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000                                         | CUSIP: 9128283R9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1543062 | PA      | $1529366.90   | 0.10%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3118 4% 08/01/51       | FREDDIE MAC POOL UMBS P#SD3118 4.00000000                                                         | CUSIP: 3132DQPB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1263988 | PA      | $1201711.09   | 0.08%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 XA V/R 07/15/34     | BMO 2024-C9 MORTGAGE TRUST SER 2024-C9 CL XA V/R REGD 1.07834000                                  | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3406285 | PA      | $217583.61    | 0.01%             | 2057-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 12/01/28          | CARVANA CO REGD 144A P/P 9.00000000                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     38411 | PA      | $39285.62     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FHR 4751 PL 3% 12/15/47         | FREDDIE MAC REMICS SER 4751 CL PL 3.00000000                                                      | CUSIP: 3137FDB35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161375 | PA      | $126322.95    | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                            | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    980000 | PA      | $953279.69    | 0.06%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8558 4% 05/01/51       | FANNIE MAE POOL UMBS P#FS8558 4.00000000                                                          | CUSIP: 3140XQQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4029782 | PA      | $3835639.18   | 0.25%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2019-5 JI 5% 07/16/44       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-5 CL JI 5.00000000                              | CUSIP: 38381BD76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    377648 | PA      | $60043.79     | 0.00%             | 2044-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7341 2% 09/01/36       | FANNIE MAE POOL UMBS P#BT7341 2.00000000                                                          | CUSIP: 3140LWEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270903 | PA      | $250990.59    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELL 2021-1A  2.542% 08/25/31   | TACO BELL FUNDING LLC SER 2021-1A CL A23 REGD 144A P/P 2.54200000                                 | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1473750 | PA      | $1285901.11   | 0.08%             | 2051-08-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAG 4.85% 12/15/29  | ARTHUR J GALLAGHER & CO REGD 4.85000000                                                           | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88688.58     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  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        |    450000 | PA      | $440284.82    | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CGCMT 2015-GC35  V/R 11/10/48   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35 SER 2015-GC35 CL XA V/R REGD 0.82995000             | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24674670 | PA      | $27048.37     | 0.00%             | 2048-11-10      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 5.5% 01/25/31  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.50000000                                                    | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373827.33    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-2 A1 V/R 02/25/66    | VERUS SECURITIZATION TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 1.03100000                   | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    187404 | PA      | $167420.74    | 0.01%             | 2066-02-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA7057 3.5% 09/01/50     | FANNIE MAE POOL UMBS P#CA7057 3.50000000                                                          | CUSIP: 3140QEZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143619 | PA      | $132289.43    | 0.01%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L THE EDELMAN FI 0% 10/06/28  | T/L THE EDELMAN FINANCIAL      ENGINES CENTER LLC REGD 0.00000000                                 | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50031.50     | 0.00%             | 2028-10-06      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.5% 01/15/55  | T-MOBILE USA INC REGD 5.50000000                                                                  | CUSIP: 87264ADG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $368840.74    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-2 A1 V/R 06/25/66     | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.93100000           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    186669 | PA      | $157234.85    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP 5.75% 12/01/28    | DISH DBS CORP REGD 144A P/P 5.75000000                                                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75281.12     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| THE CAMPBELLS CO 5.4% 03/21/34  | THE CAMPBELLS COMPANY REGD 5.40000000                                                             | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73090.35     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.2% 12/01/51  | CON EDISON CO OF NY INC REGD 3.20000000                                                           | CUSIP: 209111GC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $262878.54    | 0.02%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-1 A1 V/R 01/25/67    | VERUS SECURITIZATION TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.72400000                   | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    753714 | PA      | $706211.58    | 0.05%             | 2067-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8183 2.5% 12/01/51     | FREDDIE MAC POOL UMBS P#SD8183 2.50000000                                                         | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5289879 | PA      | $4414990.08   | 0.28%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52        | UNITED STATES TREASURY BOND 4.00000000                                                            | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2801600 | PA      | $2404341.86   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI 2018-B BF 3.83% 01/25/27   | SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SER 2018-B CL BFX REGD 144A P/P 3.83000000            | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $968278.90    | 0.06%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| T/L SABRE INC 0% 11/15/29       | T/L SABRE INC REGD 0.00000000                                                                     | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14611 | PA      | $13734.34     | 0.00%             | 2029-11-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| SIDC 2023-2A A2 5.9% 07/25/28   | STACK INFRASTRUCTURE ISSUER LLC SER 2023-2A CL A2 REGD 144A P/P 5.90000000                        | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $594752.04    | 0.04%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HESS CORP 7.125% 03/15/33       | HESS CORP REGD 7.12500000                                                                         | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    463000 | PA      | $532937.82    | 0.03%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY  5.75% 11/24/28  | CANACOL ENERGY LTD REGD REG S 5.75000000                                                          | CUSIP: U13518AC6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $76250.00     | 0.00%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIO 7% 09/15/30  | LINDBLAD EXPEDITIONS LLC REGD 144A P/P 7.00000000                                                 | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40964.03     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-2 A1 V/R 04/25/25     | ANGEL OAK MORTGAGE TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.98500000                     | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261275 | PA      | $225499.21    | 0.01%             | 2066-04-25      | Variable      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 5.05% 11/01/34        | ONEOK INC REGD 5.05000000                                                                         | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341250.03    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 2.3% 05/15/30  | SHERWIN-WILLIAMS CO REGD 2.30000000                                                               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    295000 | PA      | $270130.54    | 0.02%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 5.125% 02/15/53  | ELEVANCE HEALTH INC REGD 5.12500000                                                               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    299000 | PA      | $264224.15    | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51  | GINNIE MAE II POOL P#MA7195 3.50000000                                                            | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449188 | PA      | $409981.27    | 0.03%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA6520 4% 04/01/49       | FREDDIE MAC POOL UMBS P#ZA6520 4.00000000                                                         | CUSIP: 31329QG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    374627 | PA      | $355269.99    | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L GBT GROUP 0% 07/28/2031/    | T/L GBT GROUP SERVICES B V     REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49750 | PA      | $49812.19     | 0.00%             | 2031-07-28      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC 9.5% 12/15/31     | COMMSCOPE LLC REGD 144A P/P 9.50000000                                                            | CUSIP: 20338MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36196.72     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA6902 2% 09/01/50       | FANNIE MAE POOL UMBS P#CA6902 2.00000000                                                          | CUSIP: 3140QEU42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1117195 | PA      | $898738.12    | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30  | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                            | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $670065.15    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30  | T-MOBILE USA INC REGD SER WI 3.87500000                                                           | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $288950.08    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILIT 5.85% 08/15/55  | KENTUCKY UTILITIES CO REGD 5.85000000                                                             | CUSIP: 491674BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67506.20     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6740 3% 08/01/50       | FANNIE MAE POOL UMBS P#CA6740 3.00000000                                                          | CUSIP: 3140QEP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    410232 | PA      | $356750.38    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN I 6.25% 01/15/33  | IRON MOUNTAIN INC REGD 144A P/P 6.25000000                                                        | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20465.82     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BOSTON GAS COM 3.757% 03/16/32  | BOSTON GAS COMPANY REGD 144A P/P 3.75700000                                                       | CUSIP: 100743AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70330.31     | 0.00%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER 4.6% 05/15/30  | KEURIG DR PEPPER INC REGD 4.60000000                                                              | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245028.46    | 0.02%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5% 01/15/33             | MPLX LP REGD 5.00000000                                                                           | CUSIP: 55336VCB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3043134.09   | 0.20%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-213 DO ZCP 01/20/52    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-213 CL DO ZCP 0.00000000                        | CUSIP: 38383LR69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6531703 | PA      | $1718707.26   | 0.11%             | 2052-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3% SEPT 25        | FNCI 15YR TBA 3% SEPT 25       TO BE ANNOUNCED 3.00000000                                         | CUSIP: 01F030496<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1550000 | PA      | $-1481818.17  | -0.10%            | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP V/R /PERP/  | GOLDMAN SACHS GROUP INC REGD V/R /PERP/ 6.85000000                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77240.48     | 0.00%             | 2174-08-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3771 4.5% 12/01/37     | FANNIE MAE POOL UMBS P#FS3771 4.50000000                                                          | CUSIP: 3140XKFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281304 | PA      | $281875.02    | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TMUST 2024-1A  5.05% 02/22/27   | T-MOBILE US TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.05000000                                | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2317762.21   | 0.15%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ORAZUL ENERGY  5.625% 04/28/27  | ORAZUL ENERGY PERU SA REGD REG S 5.62500000                                                       | CUSIP: P7372BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $199400.00    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SGR 2021-1 A1 V/R 07/25/61      | SG RESIDENTIAL MORTGAGE TRUST 2021-1 SER 2021-1 CL A1 V/R REGD 144A P/P 1.16000000                | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    748574 | PA      | $624898.48    | 0.04%             | 2061-07-25      | Variable      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4 X V/R 05/15/50   | BANK 2017-BNK4 SER 2017-BNK4 CL XA V/R REGD 1.48700200                                            | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9688741 | PA      | $159982.42    | 0.01%             | 2050-05-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/R 6.5% 06/15/33  | RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 6.50000000                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82629.44     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2023-3 C 5.92% 03/16/27   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.92000000         | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290000 | PA      | $2338979.21   | 0.15%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMO 5.75% 11/20/26  | O'REILLY AUTOMOTIVE INC REGD 5.75000000                                                           | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71167.02     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 3.8% 03/15/52  | CONOCOPHILLIPS COMPANY REGD 3.80000000                                                            | CUSIP: 20826FAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $268180.20    | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) DEC25     | FUTURE CONTRACT ON           US 2YR NOTE (CBT) DEC25 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -75 | NC      | $-15640429.65 | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS I 4.75% 11/01/31  | PHILIP MORRIS INTL INC REGD 4.75000000                                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182597.57    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.55% 05/01/35       | HUMANA INC REGD 5.55000000                                                                        | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298283.37    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48        | UNITED STATES TREASURY BOND 3.00000000                                                            | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8500000 | PA      | $6235214.87   | 0.40%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 5.45% 06/15/34  | DUKE ENERGY CORP REGD 5.45000000                                                                  | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87748.20     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PO 5% 01/15/34  | VIRGINIA ELEC & POWER CO REGD 5.00000000                                                          | CUSIP: 927804GP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $512399.88    | 0.03%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CEDR 2022-SNAI A V/R 02/15/27   | CEDR COMMERCIAL MORTGAGE TRUST 2022-SNAI SER 2022-SNAI CL A V/R REGD 144A P/P 5.35150000          | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $236446.92    | 0.02%             | 2039-02-15      | Variable      | 5.35%                 | 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 6.04793000                                     | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $360919.62    | 0.02%             | 2041-08-18      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53    | UNITED STATES TREASURY BOND 3.62500000                                                            | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5797000 | PA      | $4635109.09   | 0.30%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS9972 3% 03/01/42       | FREDDIE MAC POOL UMBS P#ZS9972 3.00000000                                                         | CUSIP: 3132ABCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144492 | PA      | $132720.21    | 0.01%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION 6.25% 03/01/30  | NCL CORPORATION LTD REGD 144A P/P 6.25000000                                                      | CUSIP: 62886HBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15222.02     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMCC 2022-NLP A V/R 04/15/27   | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 5.20960000       | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292884 | PA      | $290138.08    | 0.02%             | 2037-04-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.95% 11/01/32  | SOUTHERN CAL EDISON REGD 5.95000000                                                               | CUSIP: 842400HT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $378699.07    | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3209 2.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD3209 2.50000000                                                         | CUSIP: 3132DQR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    789855 | PA      | $659671.07    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33  | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $677719.35    | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-C7 XA V/R 02/15/30   | BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL XA V/R REGD 1.70520300                                | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1419837 | PA      | $66487.71     | 0.00%             | 2053-04-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/31  | BANK OF AMERICA CORP REGD V/R 5.16200000                                                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159972.87    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ROMANIA 7.5% 02/10/37           | ROMANIA REGD 144A P/P 7.50000000                                                                  | CUSIP: 77586RAW0<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |    166000 | PA      | $176652.22    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA 5.875% 05/22/30  | VAR ENERGI ASA REGD 144A P/P 5.87500000                                                           | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    400000 | PA      | $414590.94    | 0.03%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FO 7.25% 11/15/53  | JBS USA HOLD/FOOD/LUX CO REGD 7.25000000                                                          | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    115000 | PA      | $127679.41    | 0.01%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  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 5.67441000                                  | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    268757 | PA      | $268606.07    | 0.02%             | 2038-04-18      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6284 3.5% 11/20/49  | GINNIE MAE II POOL P#MA6284 3.50000000                                                            | CUSIP: 36179U6V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478018 | PA      | $438519.92    | 0.03%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-B39 X V/R 01/15/33   | BENCHMARK 2023-B39 MORTGAGE TRUST SER 2023-B39 CL XA V/R REGD 0.72233300                          | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6199505 | PA      | $224896.36    | 0.01%             | 2056-07-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32     | 1261229 BC LTD REGD 144A P/P 10.00000000                                                          | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207670.20    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| NY 2025-299P A V/R 02/10/35     | NY COMMERCIAL MORTGAGE TRUST 2025-299P SER 2025-299P CL A V/R REGD 144A P/P 5.66371000            | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195000 | PA      | $203200.41    | 0.01%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM6887 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#FM6887 2.50000000                                                          | CUSIP: 3140XAUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398406 | PA      | $335813.75    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-35 AI 3% 06/25/50      | FANNIE MAE REMICS SER 2020-35 CL AI 3.00000000                                                    | CUSIP: 3136BALN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    324408 | PA      | $52300.81     | 0.00%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDU 5.75% 08/01/28  | MCGRAW-HILL EDUCATION REGD 144A P/P 5.75000000                                                    | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60312.29     | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERT 5.625% 09/01/29  | PREMIER ENTERTAINMENT SU REGD 144A P/P 5.62500000                                                 | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $17475.00     | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL8 A V/R 07/25/28   | PRET 2025-NPL8 LLC SER 2025-NPL8 CL A1 V/R REGD 144A P/P 5.73190000                               | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630750 | PA      | $633598.66    | 0.04%             | 2055-08-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE  6% 04/15/27  | SUNOCO LP/FINANCE CORP REGD SER WI 6.00000000                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55044.28     | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AM 8.5% 01/31/27  | BAUSCH HEALTH AMERICAS REGD P/P 8.50000000                                                        | CUSIP: 91911XAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19950.00     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/ 5.125% 05/01/27  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.12500000                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $114420.43    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2025-C32 X V/R 02/15/62   | BBCMS MORTGAGE TRUST 2025-C32 SER 2025-C32 CL XA V/R REGD 1.35603000                              | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1958402 | PA      | $164733.77    | 0.01%             | 2062-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.75% 11/08/26         | RTX CORP REGD 5.75000000                                                                          | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157572.21    | 0.01%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4605 2.5% 07/01/50     | FANNIE MAE POOL UMBS P#FS4605 2.50000000                                                          | CUSIP: 3140XLDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223891 | PA      | $189639.49    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL  6.75% 05/15/28  | CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000                                                 | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143124.80    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NXPT 2024-STOR A V/R 11/05/29   | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR SER 2024-STOR CL A V/R REGD 144A P/P 4.31158000          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2623963.22   | 0.17%             | 2041-11-05      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 06/30/27     | UNITED STATES TREASURY NOTE 3.75000000                                                            | CUSIP: 91282CNL1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19865000 | PA      | $19899142.97  | 1.28%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNR 2021-58 SL V/R 04/20/51     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-58 CL SL V/R 0.00000000                         | CUSIP: 38382RCV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13580961 | PA      | $520726.63    | 0.03%             | 2051-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8324 5.5% 05/01/53     | FREDDIE MAC POOL UMBS P#SD8324 5.50000000                                                         | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6055368 | PA      | $6113943.53   | 0.39%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1 B 4.98% 11/17/25   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL B REGD 4.98000000                     | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51603 | PA      | $51613.90     | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1862 2.5% 03/01/52     | FANNIE MAE POOL UMBS P#FS1862 2.50000000                                                          | CUSIP: 3140XHB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291316 | PA      | $244162.83    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR2  3.3% 04/17/29   | PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000                  | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    466692 | PA      | $449208.67    | 0.03%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BANK 2024-BNK47  V/R 06/15/57   | BANK 2024-BNK47 SER 2024-BNK47 CL XA V/R REGD 1.04191300                                          | CUSIP: 06540GAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3454632 | PA      | $195460.64    | 0.01%             | 2057-06-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-TWR F V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL F V/R REGD 144A P/P 7.46100000         | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $36008.00     | 0.00%             | 2031-07-15      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERG 5.5% 01/01/34  | EVERSOURCE ENERGY REGD 5.50000000                                                                 | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    392000 | PA      | $400698.79    | 0.03%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31     | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1202254.14   | 0.08%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| RALI 2005-QS13  5.5% 09/25/35   | RALI SERIES 2005-QS13 TRUST SER 2005-QS13 CL 1A3 REGD 5.50000000                                  | CUSIP: 761118GU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825558 | PA      | $658192.06    | 0.04%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEAS 8.75% 09/01/27  | GLOBAL AIR LEASE CO LTD REGD 144A P/P 8.75000000                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    285000 | PA      | $293244.20    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP 5.45% 09/18/33     | VERALTO CORP REGD SER WI 5.45000000                                                               | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82634.99     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNR 2021-77 EA 1% 07/20/50      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL EA 1.00000000                             | CUSIP: 38382QZ86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3799054 | PA      | $2866957.98   | 0.18%             | 2050-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FFML 2007-FF2 A1 V/R 03/25/37   | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2007-FF2 SER 2007-FF2 CL A1 V/R REGD 4.71703000         | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4796809 | PA      | $2464153.62   | 0.16%             | 2037-03-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V9 5.601% 08/15/29   | BENCHMARK 2024-V9 MORTGAGE TRUST SER 2024-V9 CL A3 REGD 5.60190000                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358000 | PA      | $372896.24    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4208 2% 12/01/50       | FANNIE MAE POOL UMBS P#MA4208 2.00000000                                                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465222 | PA      | $373025.97    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY 5.375% 09/26/30         | HUNGARY REGD 144A P/P 5.37500000                                                                  | CUSIP: 445545AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    200000 | PA      | $204767.48    | 0.01%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31  | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411186.71    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30  | CVS HEALTH CORP REGD 3.75000000                                                                   | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28983.02     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5300 5.5% 12/01/52     | FANNIE MAE POOL UMBS P#CB5300 5.50000000                                                          | CUSIP: 3140QQ3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1228451 | PA      | $1242760.22   | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  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 5.37600000              | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205507 | PA      | $205506.74    | 0.01%             | 2039-02-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EART 2021-1A E 2.21% 02/18/25   | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-1A CL E REGD 144A P/P 2.21000000              | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    828347 | PA      | $825890.34    | 0.05%             | 2028-02-15      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB0440 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0440 2.50000000                                                          | CUSIP: 3140QKP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1730351 | PA      | $1458333.77   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTER 7.25% 05/15/31  | SIX FLAGS ENTERTAINME REGD 144A P/P 7.25000000                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50239.55     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.4% 04/15/35   | SAN DIEGO G & E REGD 5.40000000                                                                   | CUSIP: 797440CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $251108.95    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONI 5.25% 04/30/32  | MOLEX ELECTRONICS TECH REGD 144A P/P 5.25000000                                                   | CUSIP: 60856BAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $159384.32    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | 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        |    332969 | PA      | $267373.87    | 0.02%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51    | UNITED STATES TREASURY BOND 1.87500000                                                            | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12330000 | PA      | $6710217.19   | 0.43%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 5.171% 07/16/32  | NTT FINANCE CORP REGD 144A P/P 5.17100000                                                         | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    600000 | PA      | $611317.07    | 0.04%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM7599 3.5% 01/01/51     | FANNIE MAE POOL UMBS P#FM7599 3.50000000                                                          | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    538414 | PA      | $491808.80    | 0.03%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.75% 04/15/30   | AZORRA FINANCE REGD 144A P/P 7.75000000                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $57737.96     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA5285 2.5% 05/01/51     | FREDDIE MAC POOL UMBS P#RA5285 2.50000000                                                         | CUSIP: 3133KL2S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185632 | PA      | $155677.76    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4438 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#MA4438 2.50000000                                                          | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5417993 | PA      | $4515216.52   | 0.29%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.75% 03/01/30  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $134549.52    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC 6.125% 08/01/30  | ROCKET COS INC REGD 144A P/P 6.12500000                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46302.75     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| T/L POLARIS NEW 0% 06/02/2028   | T/L POLARIS NEWCO LLC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37562 | PA      | $35615.22     | 0.00%             | 2028-06-02      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY 6.75% 09/01/29  | GULFPORT ENERGY OP CORP REGD 144A P/P 6.75000000                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107422.14    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/35  | CAPITAL ONE FINANCIAL CO REGD V/R 6.05100000                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131698.45    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.25% 01/15/31   | AZORRA FINANCE REGD 144A P/P 7.25000000                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $72298.24     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FHMS K-165 X1 V/R 09/25/34      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-165 CL X1 V/R 0.59898700            | CUSIP: 3137HHJ28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46096311 | PA      | $2127137.30   | 0.14%             | 2034-09-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5180 5% 09/01/52       | FANNIE MAE POOL UMBS P#FS5180 5.00000000                                                          | CUSIP: 3140XLXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3839186 | PA      | $3794827.62   | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL9 A V/R 05/25/51   | VOLT C LLC SER 2021-NPL9 CL A1 V/R REGD 144A P/P 5.99180000                                       | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124879 | PA      | $124821.49    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BF0175 2.5% 01/01/57     | FANNIE MAE POOL UMBS P#BF0175 2.50000000                                                          | CUSIP: 3140FXFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    586886 | PA      | $490567.33    | 0.03%             | 2057-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.4% 02/01/34  | EXTRA SPACE STORAGE LP REGD 5.40000000                                                            | CUSIP: 30225VAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147735.35    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4.8% 09/01/28  | CROWN CASTLE INC REGD 4.80000000                                                                  | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111307.06    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T/L GOLDEN STATE 0% 12/04/2031  | T/L GOLDEN STATE FOODS LLC     REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4987 | PA      | $5010.82      | 0.00%             | 2031-12-04      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PART 9.781% 02/15/30  | RADIOLOGY PARTNERS INC REGD 144A P/P 9.78100000                                                   | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     30188 | PA      | $29433.30     | 0.00%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 2025-1A  5.648% 03/20/30   | ZAYO ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.64800000                                        | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $700262.62    | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31  | ACCENTURE CAPITAL INC REGD 4.25000000                                                             | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $448559.87    | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/45          | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                         | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2130023 | PA      | $1543597.30   | 0.10%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.85% 12/15/29      | CENCORA INC REGD 4.85000000                                                                       | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531853.94    | 0.03%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHS 386 C14 2.5% 03/15/52       | FREDDIE MAC STRIPS SER 386 CL C14 2.50000000                                                      | CUSIP: 31325YB31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733384 | PA      | $112694.97    | 0.01%             | 2052-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L MITCHELL INTER 0% 06/17/32  | T/L MITCHELL INTERNATIONAL     INC. REGD 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $9865.00      | 0.00%             | 2032-06-17      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 2.85% 04/01/30      | NVIDIA CORP REGD 2.85000000                                                                       | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95573.27     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.3% 02/15/53  | ENTERPRISE PRODUCTS OPER REGD 3.30000000                                                          | CUSIP: 29379VCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $45907.52     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE U 3.25% 04/06/50  | SHELL FINANCE US IN REGD SER * 3.25000000                                                         | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $198216.25    | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.75% 05/24/26  | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.75000000                                                 | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35259.48     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE  5.905% 11/22/32  | GE HEALTHCARE TECH INC REGD 5.90500000                                                            | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240386.71    | 0.02%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTI 4.625% 11/15/29  | SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000                                                     | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58326.85     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LINEAGE OP LP 5.25% 07/15/30    | LINEAGE OP LP REGD 144A P/P 5.25000000                                                            | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159431.79    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QB9896 2% 03/01/51       | FREDDIE MAC POOL UMBS P#QB9896 2.00000000                                                         | CUSIP: 3133AG7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    575209 | PA      | $460374.51    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.95% 05/15/37  | BERKSHIRE HATHAWAY ENERG REGD 5.95000000                                                          | CUSIP: 59562VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1170383.38   | 0.08%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% SEP 25       | FNMA 30YR TBA 4.5% SEP 25      TO BE ANNOUNCED 4.50000000                                         | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    270000 | PA      | $259661.03    | 0.02%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                            | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3155000 | PA      | $3060596.47   | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 04/01/34     | NISOURCE INC REGD 5.35000000                                                                      | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    227000 | PA      | $232192.11    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL  6.25% 12/01/32  | SELECT MEDICAL CORP REGD 144A P/P 6.25000000                                                      | CUSIP: 816196AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100578.21    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA - 5.75% 06/15/33  | AI CANDELARIA -SPAIN- SA REGD 144A P/P 5.75000000                                                 | CUSIP: 00870WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    250000 | PA      | $219250.00    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/51  | WELLS FARGO & COMPANY REGD V/R MTN 5.01300000                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40670.47     | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1375 3.5% 10/20/43  | GINNIE MAE II POOL P#MA1375 3.50000000                                                            | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361602 | PA      | $338198.15    | 0.02%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.65% 03/15/33  | WILLIAMS COMPANIES INC REGD 5.65000000                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41635.02     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI E 7.15% 10/01/33  | PATTERSON-UTI ENERGY INC REGD 7.15000000                                                          | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276727.77    | 0.02%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| T/L COMMSCOPE INC  0% 12/17/29  | T/L COMMSCOPE INC 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90401 | PA      | $91897.82     | 0.01%             | 2029-12-17      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC 7.25% 08/15/33   | GRAY MEDIA INC REGD 144A P/P 7.25000000                                                           | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44332.41     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1463 4% 05/01/51       | FANNIE MAE POOL UMBS P#FS1463 4.00000000                                                          | CUSIP: 3140XGTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3987808 | PA      | $3779000.15   | 0.24%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 1.875% 02/28/31  | CVS HEALTH CORP REGD 1.87500000                                                                   | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142844.52    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43    | UNITED STATES TREASURY BOND 3.87500000                                                            | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33950000 | PA      | $30166431.73  | 1.95%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/34          | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                         | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3394647 | PA      | $3411967.45   | 0.22%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 5.388% 11/13/29   | ROCK TRUST 2024-CNTR SER 2024-CNTR CL A REGD 144A P/P 5.38834000                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174000 | PA      | $179108.19    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| KCOT 2024-1A A 5.19% 11/15/27   | KUBOTA CREDIT OWNER TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.19000000                       | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3395814.94   | 0.22%             | 2028-07-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44    | UNITED STATES TREASURY BOND 3.62500000                                                            | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6715000 | PA      | $5695683.95   | 0.37%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA 7.375% 02/15/31  | OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 7.37500000                                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58037.38     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.45% 06/01/35  | BALTIMORE GAS & ELECTRIC REGD 5.45000000                                                          | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190629.97    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/15/31     | MORGAN STANLEY REGD V/R 5.23000000                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15482.98     | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31      | CENTENE CORP REGD 2.50000000                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89467.10     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMAII 30 YEAR TBA 6% SEPT 11   | GNMAII 30 YEAR TBA 6% SEPT 11  TO BE ANNOUNCED 6.00000000                                         | CUSIP: 21H060697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3952000 | PA      | $4030357.73   | 0.26%             | 2041-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 08/01/40  | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                            | CUSIP: 694308JH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $82826.38     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STAR 2021-6 A1 V/R 11/25/66     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.92000000          | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    743412 | PA      | $660200.11    | 0.04%             | 2066-11-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| BP CAP MARKETS 4.812% 02/13/33  | BP CAP MARKETS AMERICA REGD 4.81200000                                                            | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2798891.42   | 0.18%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.375% 04/15/31      | HUMANA INC REGD 5.37500000                                                                        | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30964.19     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.95% 09/01/54  | COX COMMUNICATIONS INC REGD 144A P/P 5.95000000                                                   | CUSIP: 224044CV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $340171.12    | 0.02%             | 2054-09-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BU7899 2.5% 01/01/52     | FANNIE MAE POOL UMBS P#BU7899 2.50000000                                                          | CUSIP: 3140M9X51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    432724 | PA      | $364765.46    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS1636 2.25% 04/01/33    | FANNIE MAE POOL UMBS P#BS1636 2.25000000                                                          | CUSIP: 3140LBZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225065 | PA      | $196248.09    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERA 6.45% 01/24/35  | COMISION FEDERAL DE ELEC REGD 144A P/P 6.45000000                                                 | CUSIP: 200447AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201370.80    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| T/L SABRE GLBL  0% 12/17/27     | T/L SABRE GLBL INCREGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10494 | PA      | $9942.66      | 0.00%             | 2027-12-17      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE  4.798% 04/28/30  | GUARDIAN LIFE GLOB FUND REGD 144A P/P 4.79800000                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142981.09    | 0.01%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48    | GINNIE MAE II POOL P#MA5528 4.00000000                                                            | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    476650 | PA      | $451868.52    | 0.03%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federated Investors, Inc.       | Federated Government Obligations Fund                                                             | CUSIP: 608919718<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | STIV             | RF                | US        |    129981 | OU      | $129980.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD IN 8.625% 04/30/30  | WEATHERFORD INTERNATIONA REGD 144A P/P 8.62500000                                                 | CUSIP: 947075AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30747.24     | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  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      | $198800.00    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 E 2.577% 09/17/29    | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000                    | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    734948 | PA      | $641838.19    | 0.04%             | 2041-09-17      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIV 5% 08/19/34  | O'REILLY AUTOMOTIVE INC REGD 5.00000000                                                           | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200095.16    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/21/36  | BANK OF AMERICA CORP REGD V/R 2.48200000                                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $289812.72    | 0.02%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.75% 10/01/29  | AMERICAN NATIONAL GROUP REGD 5.75000000                                                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73310.26     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50  | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                            | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $55749.38     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2025-34 BA 5% 12/25/51      | FANNIE MAE REMICS SER 2025-34 CL BA 5.00000000                                                    | CUSIP: 3136BVC30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380892 | PA      | $379445.25    | 0.02%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-VOLT E V/R 09/15/23     | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT SER 2021-VOLT CL E V/R REGD 144A P/P 6.47759000            | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96883 | PA      | $96489.22     | 0.01%             | 2036-09-15      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS3621 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS3621 2.50000000                                                          | CUSIP: 3140XKAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    559515 | PA      | $469304.49    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/31  | WELLS FARGO & COMPANY REGD V/R 5.24400000                                                         | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232423.73    | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 7.5% 05/01/33  | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.50000000                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16453.10     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA8933 2% 02/01/51       | FANNIE MAE POOL UMBS P#CA8933 2.00000000                                                          | CUSIP: 3140QG4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    391139 | PA      | $315298.24    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6332 2% 11/01/51       | FREDDIE MAC POOL UMBS P#RA6332 2.00000000                                                         | CUSIP: 3133KNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    169756 | PA      | $136590.85    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L PRIME SECUR 0% 02/07/32     | T/L PRIME SECURITY SERVICES    BORROWER LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $49535.50     | 0.00%             | 2032-02-07      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/36  | CAPITAL ONE FINANCIAL CO REGD V/R 6.18300000                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87673.78     | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE  4.95% 04/07/30  | AMRIZE FINANCE US LLC REGD 144A P/P 4.95000000                                                    | CUSIP: 43475RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69406.44     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BR1339 2% 02/01/51       | FANNIE MAE POOL UMBS P#BR1339 2.00000000                                                          | CUSIP: 3140KYPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300952 | PA      | $1052696.62   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RMLT 2020-1 M1 V/R 01/26/60     | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 SER 2020-1 CL M1 V/R REGD 144A P/P 3.24200000              | CUSIP: 76119CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $3012798.86   | 0.19%             | 2060-01-26      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC 8.75% 07/15/30    | LFS TOPCO LLC REGD 144A P/P 8.75000000                                                            | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24455.66     | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP 2.625% 08/01/31    | CENTENE CORP REGD 2.62500000                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296616.74    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNA 2025-M1 A2 V/R 01/25/35     | FANNIE MAE-ACES SER 2025-M1 CL A2 V/R 4.70000000                                                  | CUSIP: 3136BUJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6844000 | PA      | $6844124.56   | 0.44%             | 2035-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN 7.5% 10/01/29  | AETHON UN/AETHIN UN FIN REGD 144A P/P 7.50000000                                                  | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109519.52    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA6614 3% 08/01/50       | FANNIE MAE POOL UMBS P#CA6614 3.00000000                                                          | CUSIP: 3140QEK43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181343 | PA      | $157729.07    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5947 5.5% 07/01/53     | FANNIE MAE POOL UMBS P#FS5947 5.50000000                                                          | CUSIP: 3140XMTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6532778 | PA      | $6661622.97   | 0.43%             | 2053-07-01      | Fixed         | 5.50%                 | 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      | $194781.84    | 0.01%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.55% 02/15/31       | FISERV INC REGD 4.55000000                                                                        | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    162000 | PA      | $161970.98    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RAST 2005-A8CB A6 5% 07/25/35   | RESIDENTIAL ASSET SECURITIZATION TRUST 200 SER 2005-A8CB CL A6 REGD 5.00000000                    | CUSIP: 45660LSU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3272485 | PA      | $1681112.78   | 0.11%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8046 3% 05/01/35       | FREDDIE MAC POOL UMBS P#SB8046 3.00000000                                                         | CUSIP: 3132D55F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379957 | PA      | $365056.46    | 0.02%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHS 303 C10 3.5% 01/15/33       | FREDDIE MAC STRIPS SER 303 CL C10 3.50000000                                                      | CUSIP: 31325UD86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    562940 | PA      | $45748.32     | 0.00%             | 2033-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB 2016-C1 3.576% 01/15/26   | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 SER 2016-C1 CL A5 REGD 3.57610000              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529000 | PA      | $526241.37    | 0.03%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| T/L AMWINS GROUP  ZCP 01/30/32  | T/L AMWINS GROUP INC REGD ZCP TERM LOAN 0.00000000                                                | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9992.10      | 0.00%             | 2032-01-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B22 X V/R 09/15/30   | BENCHMARK 2020-B22 MORTGAGE TRUST SER 2020-B22 CL XA V/R REGD 1.61380300                          | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2343809 | PA      | $149338.82    | 0.01%             | 2054-01-15      | Variable      | 1.61%                 | 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        |    135000 | PA      | $131474.48    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA 3.625% 03/27/32         | ROMANIA REGD REG S 3.62500000                                                                     | CUSIP: X7360WCA8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |   1130000 | PA      | $993523.48    | 0.06%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/30/31  | CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000                                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    530000 | PA      | $601322.25    | 0.04%             | 2031-10-30      | Variable      | 7.62%                 | 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 5.69441000                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264884 | PA      | $264909.94    | 0.02%             | 2038-05-16      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA2977 2.5% 07/01/50     | FREDDIE MAC POOL UMBS P#RA2977 2.50000000                                                         | CUSIP: 3133KJJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    897882 | PA      | $757767.74    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KTAMA 2023-1A D V/R 10/20/36    | KATAYMA CLO I LTD SER 2023-1A CL D V/R REGD 144A P/P 9.57549000                                   | CUSIP: 48585JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1007151.90   | 0.06%             | 2036-10-20      | Variable      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02 1M2 V/R 02/25/44   | CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 SER 2024-R02 CL 1M2 V/R REGD 144A P/P 6.14839000     | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $231867.39    | 0.01%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| T/L VIRGIN MEDI 0% 02/28/31     | T/L VIRGIN MEDIA BRISTOL LLC   REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40000 | PA      | $39200.00     | 0.00%             | 2031-03-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.8% 02/15/28  | CROWN CASTLE INC REGD 3.80000000                                                                  | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44414.47     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 A V/R 12/25/25   | GCAT 2021-NQM7 TRUST SER 2021-NQM7 CL A1 V/R REGD 144A P/P 1.91500000                             | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    313125 | PA      | $291691.21    | 0.02%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 2.25% 02/01/32         | AT&T INC REGD 2.25000000                                                                          | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1719989.44   | 0.11%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51    | COMCAST CORP REGD SER WI 2.88700000                                                               | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $224514.43    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FORDL 2024-B A 4.99% 12/15/26   | FORD CREDIT AUTO LEASE TRUST 2024-B SER 2024-B CL A3 REGD 4.99000000                              | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5800000 | PA      | $5842114.38   | 0.38%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-TWR G V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL G V/R REGD 144A P/P 8.58566000         | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $32048.00     | 0.00%             | 2031-07-15      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| EMBARQ CORP 7.995% 06/01/36     | EMBARQ CORP REGD 7.99500000                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $11864.13     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.375% 04/15/54  | UNITEDHEALTH GROUP INC REGD 5.37500000                                                            | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $355367.23    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR4  4.3% 08/17/30   | PROGRESS RESIDENTIAL 2025-SFR4 TRUST SER 2025-SFR4 CL A REGD 144A P/P 4.30000000                  | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $742381.80    | 0.05%             | 2042-08-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| T/L ALLIED UNIVERS 0% 08/06/32  | T/L ALLIED UNIVERSAL HOLDCO    LLC REGD TERM LOAN 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35000 | PA      | $35099.40     | 0.00%             | 2032-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32  | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91312.20     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RQ0027 5.5% 07/01/55     | FREDDIE MAC POOL UMBS P#RQ0027 5.50000000                                                         | CUSIP: 3142J6A52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $1005921.71   | 0.06%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV1 A1 V/R 05/25/56   | NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000                             | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    745944 | PA      | $658303.88    | 0.04%             | 2056-05-25      | Variable      | 1.19%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47  | BAT CAPITAL CORP REGD SER WI 4.54000000                                                           | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $147454.80    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP 6.5% 06/15/33    | WHIRLPOOL CORP REGD 6.50000000                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45314.49     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/03/31  | HSBC HOLDINGS PLC REGD V/R 5.13000000                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $440487.30    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.55% 08/15/54  | VIRGINIA ELEC & POWER CO REGD 5.55000000                                                          | CUSIP: 927804GS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $68388.15     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDI 4.35% 04/20/28  | EQUITABLE HOLDINGS INC REGD 4.35000000                                                            | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80307.14     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL6 A V/R 03/25/24   | VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 6.23950000                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146038 | PA      | $145991.24    | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY  4.6% 05/15/28  | DOMINION ENERGY INC REGD 4.60000000                                                               | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161770.78    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  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 5.49758000                   | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     31588 | PA      | $31545.42     | 0.00%             | 2039-07-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| APH/APH2/APH3/ 7.875% 11/01/29  | APH/APH2/APH3/AQUARIAN REGD 144A P/P 7.87500000                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41511.27     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2021-1 A1 V/R 02/25/66     | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.79700000           | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68569 | PA      | $60069.81     | 0.00%             | 2066-02-25      | Variable      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52  | GINNIE MAE II POOL P#MA7883 3.50000000                                                            | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3790345 | PA      | $3464726.36   | 0.22%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN S 6.875% 05/15/32  | PENNYMAC FIN SVCS INC REGD 144A P/P 6.87500000                                                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35834.30     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| T/L CLOUD SOFT 00.00% 03/21/31  | T/L CLOUD SOFTWARE GROUP INC. 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24825 | PA      | $24881.85     | 0.00%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-MFP C V/R 11/15/26   | SREIT TRUST 2021-MFP SER 2021-MFP CL C V/R REGD 144A P/P 5.80658000                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109049 | PA      | $109015.32    | 0.01%             | 2038-11-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| SEASPAN CORP 5.5% 08/01/29      | SEASPAN CORP REGD 144A P/P 5.50000000                                                             | CUSIP: 81254UAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     95000 | PA      | $90064.34     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL6942 2.5% 06/01/30     | FANNIE MAE POOL UMBS P#AL6942 2.50000000                                                          | CUSIP: 3138EPWC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52689 | PA      | $51212.06     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.75% 08/21/30  | CVS HEALTH CORP REGD 1.75000000                                                                   | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52437.80     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX 2025-BCAT C V/R 08/15/27     | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT SER 2025-BCAT CL C V/R REGD 144A P/P 6.25000000            | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130325.00    | 0.01%             | 2042-08-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP 5.625% 06/15/34        | AGREE LP REGD 5.62500000                                                                          | CUSIP: 008513AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $109027.97    | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2598 3% 05/01/52       | FANNIE MAE POOL UMBS P#FS2598 3.00000000                                                          | CUSIP: 3140XH3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399102 | PA      | $349606.91    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCA 6.125% 06/15/30  | TENET HEALTHCARE CORP REGD 6.12500000                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121836.84    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1150 2.5% 10/01/50     | FANNIE MAE POOL UMBS P#BQ1150 2.50000000                                                          | CUSIP: 3140KLH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82728 | PA      | $69911.91     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE L 6.875% 04/15/29  | GGAM FINANCE LTD REGD 144A P/P 6.87500000                                                         | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    105000 | PA      | $108675.42    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53  | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                            | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $225036.74    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2436 3% 12/01/51       | FANNIE MAE POOL UMBS P#CB2436 3.00000000                                                          | CUSIP: 3140QMV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177156 | PA      | $154852.72    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATLN 2017-11A A V/R 04/24/34   | BATTALION CLO XI LTD SER 2017-11A CL AR V/R REGD 144A P/P 5.73030000                              | CUSIP: 07132LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002733.00   | 0.06%             | 2034-04-24      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RB5111 2% 05/01/41       | FREDDIE MAC POOL UMBS P#RB5111 2.00000000                                                         | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    497323 | PA      | $425073.12    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/31      | CITIGROUP INC REGD V/R 4.95200000                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    464000 | PA      | $472717.38    | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0609 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0609 2.50000000                                                          | CUSIP: 3140QKVB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    797761 | PA      | $672502.20    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN6604 2% 06/01/36       | FREDDIE MAC POOL UMBS P#QN6604 2.00000000                                                         | CUSIP: 3133GDKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145747 | PA      | $134591.42    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5131 IG 3.5% 08/25/51       | FREDDIE MAC REMICS SER 5131 CL IG 3.50000000                                                      | CUSIP: 3137H1TT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5471373 | PA      | $1005626.88   | 0.06%             | 2051-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1621 2% 07/01/51       | FANNIE MAE POOL UMBS P#FS1621 2.00000000                                                          | CUSIP: 3140XGYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128698 | PA      | $103018.71    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  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 1.37038900                                 | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15231685 | PA      | $209670.23    | 0.01%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| SWTCH 2024-2A B 6.2% 06/25/29   | SWITCH ABS ISSUER LLC SER 2024-2A CL B REGD 144A P/P 6.20000000                                   | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012255.70   | 0.07%             | 2054-06-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2021-IP C V/R 10/15/23     | GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL C V/R REGD 144A P/P 6.02848000             | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199000.00    | 0.01%             | 2036-10-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FIDEICOMISO PA  8.25% 01/15/35  | FIDEICOMISO PA PACIFICO REGD REG S 8.25000000                                                     | CUSIP: P40689AA2<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    160900 | PA      | $165324.75    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8152 6% 06/01/54       | FANNIE MAE POOL UMBS P#FS8152 6.00000000                                                          | CUSIP: 3140XQBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2951115 | PA      | $3040819.81   | 0.20%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7623 3% 06/01/43       | FANNIE MAE POOL UMBS P#AT7623 3.00000000                                                          | CUSIP: 3138WVPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5356955 | PA      | $4891783.30   | 0.32%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CO 5% 08/15/35  | LOCKHEED MARTIN CORP REGD 5.00000000                                                              | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159991.00    | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 4.95% 01/15/33  | EXTRA SPACE STORAGE LP REGD 4.95000000                                                            | CUSIP: 30225VAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $79255.47     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5423 2.5% 01/01/51     | FANNIE MAE POOL UMBS P#FM5423 2.50000000                                                          | CUSIP: 3140X9AZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267246 | PA      | $225847.01    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC A V/R 04/15/26     | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 5.27844200             | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12339 | PA      | $12339.30     | 0.00%             | 2038-04-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% OCT 25       | FNMA 30YR TBA 4.5% OCT 25      TO BE ANNOUNCED 4.50000000                                         | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1390000 | PA      | $-1335687.50  | -0.09%            | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 2.95% 05/14/30  | ITC HOLDINGS CORP REGD 144A P/P 2.95000000                                                        | CUSIP: 465685AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $206731.39    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| T/L REALPAGE INC 0% 04/24/28    | T/L REALPAGE INC  REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34912 | PA      | $34972.55     | 0.00%             | 2028-04-24      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| SDCP 2024-1 A2 6% 04/20/29      | SABEY DATA CENTER ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000                            | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $167663.69    | 0.01%             | 2049-04-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE C 2.75% 09/23/26  | ALCON FINANCE CORP REGD 144A P/P 2.75000000                                                       | CUSIP: 01400EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $481100.68    | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTS 6.75% 05/15/35  | BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000                                                 | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52142.67     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHR 5018 LW 1% 10/25/40         | FREDDIE MAC REMICS SER 5018 CL LW 1.00000000                                                      | CUSIP: 3137FXBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    299677 | PA      | $244010.11    | 0.02%             | 2040-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS C 4.95% 08/15/29  | GENUINE PARTS CO REGD 4.95000000                                                                  | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149038.41    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15 V/R 06/15/30   | BANK5 2025-5YR15 SER 2025-5YR15 CL AS V/R REGD 5.76200000                                         | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $187136.60    | 0.01%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2451 4% 05/01/49       | FANNIE MAE POOL UMBS P#FS2451 4.00000000                                                          | CUSIP: 3140XHWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128420 | PA      | $122253.87    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31  | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                          | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152260.89    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35  | TARGA RESOURCES CORP REGD 5.50000000                                                              | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57492.36     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES  8.5% 02/15/31  | ARTERA SERVICES LLC REGD 144A P/P 8.50000000                                                      | CUSIP: 04302XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13107.52     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BELL CANADA V/R 09/15/55        | BELL CANADA REGD V/R 6.87500000                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $94981.92     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DANA INC 5.375% 11/15/27        | DANA INC REGD 5.37500000                                                                          | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44928.46     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP 6% 01/15/29  | CNX RESOURCES CORP REGD 144A P/P 6.00000000                                                       | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70150.64     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| T/L MINIMAX VIK 0% 02/20/32     | T/L MINIMAX VIKING GMBH REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     25000 | PA      | $25031.25     | 0.00%             | 2032-02-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8268 4.5% 09/20/52  | GINNIE MAE II POOL P#MA8268 4.50000000                                                            | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236856 | PA      | $229931.06    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33  | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                      | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302552.07    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH5752 3.5% 11/01/47     | FANNIE MAE POOL UMBS P#BH5752 3.50000000                                                          | CUSIP: 3140GUMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    693552 | PA      | $639157.74    | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.8% 04/01/31  | CHARTER COMM OPT LLC/CAP REGD 2.80000000                                                          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $161965.88    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7569 6% 04/01/54       | FREDDIE MAC POOL UMBS P#SD7569 6.00000000                                                         | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2911645 | PA      | $3011741.73   | 0.19%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 2.25% 01/15/31  | CROWN CASTLE INC REGD 2.25000000                                                                  | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $358667.61    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% SEP 25         | FNMA 30YR TBA 6% SEP 25        TO BE ANNOUNCED 6.00000000                                         | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20855000 | PA      | $21304710.13  | 1.37%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.65% 09/15/64        | KROGER CO REGD 5.65000000                                                                         | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    159000 | PA      | $149166.80    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM 0% 08/13/32       | T/L TRANSDIGM INC  REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110000 | PA      | $110025.30    | 0.01%             | 2032-08-13      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB0369 2% 12/01/40       | FREDDIE MAC POOL UMBS P#RB0369 2.00000000                                                         | CUSIP: 3133KTMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76710 | PA      | $65961.01     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM P 4.75% 04/15/30  | CNX MIDSTREAM PART LP REGD 144A P/P 4.75000000                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118572.79    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CBAM 2019-10A DR V/R 04/20/32   | CBAM 2019-10 LTD SER 2019-10A CL DR V/R REGD 144A P/P 8.08710000                                  | CUSIP: 12482NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751477.80    | 0.05%             | 2032-04-20      | Variable      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| COMM 2022-HC  3.376% 01/10/27   | COMM 2022-HC MORTGAGE TRUST SER 2022-HC CL C REGD 144A P/P 3.37600000                             | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $281467.17    | 0.02%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOL 6.75% 04/15/33  | CELANESE US HOLDINGS LLC REGD 6.75000000                                                          | CUSIP: 15089QBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45311.13     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 03/30/34  | TARGA RESOURCES CORP REGD 6.50000000                                                              | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140496.06    | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 4.9% 03/15/30  | PUBLIC SERVICE ENTERPRIS REGD 4.90000000                                                          | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444758.86    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 5.5% 03/17/32        | NETAPP INC REGD 5.50000000                                                                        | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77652.43     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONA 3% 11/26/51  | SHELL INTERNATIONAL FIN REGD 3.00000000                                                           | CUSIP: 822582CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     20000 | PA      | $12819.57     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 A V/R 02/15/39    | KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 5.54758000                                  | CUSIP: 48275RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    175571 | PA      | $175418.42    | 0.01%             | 2039-02-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OWENS CORNING 5.7% 06/15/34     | OWENS CORNING REGD 5.70000000                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    143000 | PA      | $149554.43    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/29    | UNITED STATES TREASURY NOTE 4.12500000                                                            | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6015000 | PA      | $6125196.66   | 0.40%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/23/36  | JPMORGAN CHASE & CO REGD V/R 5.57600000                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    358000 | PA      | $365162.51    | 0.02%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PAR 4.9% 08/01/30  | VIPER ENERGY PARTNERS LL REGD 4.90000000                                                          | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $114890.34    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4326 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#MA4326 2.50000000                                                          | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1185611 | PA      | $989749.83    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/31  | AMERICAN EXPRESS CO REGD V/R 5.01600000                                                           | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    754000 | PA      | $774754.59    | 0.05%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 8.375% 06/01/31  | VENTURE GLOBAL LNG INC REGD 144A P/P 8.37500000                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52458.90     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY C 6.75% 04/15/29  | EXPAND ENERGY CORP REGD 144A P/P 6.75000000                                                       | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57620.45     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28  | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558695.11    | 0.04%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M15 X1 V/R 09/25/31    | FANNIE MAE-ACES SER 2020-M15 CL X1 V/R 1.56300000                                                 | CUSIP: 3136B9MX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9090810 | PA      | $551633.05    | 0.04%             | 2031-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| DPABS 2019-1A 3.668% 10/25/29   | DOMINO'S PIZZA MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.66800000                       | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    974400 | PA      | $937142.16    | 0.06%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.375% 05/31/33   | TRANSDIGM INC REGD 144A P/P 6.37500000                                                            | CUSIP: 893647BY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91196.01     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO 7.375% 10/15/28     | ACUSHNET CO REGD 144A P/P 7.37500000                                                              | CUSIP: 005095AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67939.69     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2023-B40 X V/R 06/15/33   | BENCHMARK 2023-B40 MORTGAGE TRUST SER 2023-B40 CL XA V/R REGD 1.42808700                          | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1697169 | PA      | $96235.59     | 0.01%             | 2056-12-15      | Variable      | 1.43%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34  | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $104469.62    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52  | GINNIE MAE II POOL P#MA8347 4.50000000                                                            | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1063763 | PA      | $1033315.53   | 0.07%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK1983 3.5% 03/01/33     | FANNIE MAE POOL UMBS P#BK1983 3.50000000                                                          | CUSIP: 3140HFFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450881 | PA      | $445065.56    | 0.03%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION  9.5% 06/15/31  | LBM ACQUISITION LLC REGD 144A P/P 9.50000000                                                      | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31440.60     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 07/22/32  | BANK OF NY MELLON CORP REGD V/R MTN 5.06000000                                                    | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    361000 | PA      | $371854.77    | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BSPRT 2021-FL7 B V/R 12/15/38   | BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL B V/R REGD 144A P/P 6.52758000                          | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $368653.57    | 0.02%             | 2038-12-15      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| TCN 2025-SFR2 A 5.2% 08/17/32   | TRICON RESIDENTIAL 2025-SFR2 TRUST SER 2025-SFR2 CL A REGD 144A P/P 5.20000000                    | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    895000 | PA      | $908108.17    | 0.06%             | 2044-08-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.65% 03/15/55  | VIRGINIA ELEC & POWER CO REGD 5.65000000                                                          | CUSIP: 927804GU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151646.46    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.95% 03/15/35  | WASTE MANAGEMENT INC REGD 4.95000000                                                              | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85425.06     | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCIN 4.5% 04/01/30  | LEVEL 3 FINANCING INC REGD 144A P/P 4.50000000                                                    | CUSIP: 527298CD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58337.50     | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.05% 07/15/33  | T-MOBILE USA INC REGD 5.05000000                                                                  | CUSIP: 87264ACY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90923.23     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T/L DIRECTV FIN 0% 08/02/27     | T/L DIRECTV FINANCING LLC      REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10633 | PA      | $10643.07     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| SORT 2022-1A A 5.97% 02/15/27   | CF HIPPOLYTA ISSUER LLC SER 2022-1A CL A1 REGD 144A P/P 5.97000000                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183275 | PA      | $177354.66    | 0.01%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| EMPWR 2023-2A AR V/R 10/15/38   | EMPOWER CLO 2023-2 LTD SER 2023-2A CL AR V/R REGD 144A P/P 5.60971000                             | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500791.50    | 0.03%             | 2038-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BM3075 3.5% 07/01/32     | FANNIE MAE POOL UMBS P#BM3075 3.50000000                                                          | CUSIP: 3140J7MZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146402 | PA      | $144682.13    | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3505 2.5% 06/01/50     | FANNIE MAE POOL UMBS P#FM3505 2.50000000                                                          | CUSIP: 3140X63P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265889 | PA      | $223285.25    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L INEOS US FIN 0% 02/07/31    | T/L INEOS US FINANCE LLC       REGD 0.00000000                                                    | CUSIP: G4768PAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52277 | PA      | $47092.25     | 0.00%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/31  | HSBC HOLDINGS PLC REGD V/R 2.84800000                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185587.28    | 0.01%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT 8% 10/01/30  | ARSENAL AIC PARENT LLC REGD 144A P/P 8.00000000                                                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42367.44     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB0463 2% 05/01/41       | FANNIE MAE POOL UMBS P#CB0463 2.00000000                                                          | CUSIP: 3140QKQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101517 | PA      | $87220.79     | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.75% 03/14/55  | RIO TINTO FIN USA PLC REGD 5.75000000                                                             | CUSIP: 76720AAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     91000 | PA      | $91022.92     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 7.125% 03/15/26  | ONEMAIN FINANCE CORP REGD 7.12500000                                                              | CUSIP: 85172FAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41451.74     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 2.252% 09/29/32  | REPUBLIC OF PANAMA REGD 2.25200000                                                                | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |    450000 | PA      | $355855.50    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-C26 X V/R 05/15/34   | BBCMS MORTGAGE TRUST 2024-C26 SER 2024-C26 CL XA V/R REGD 1.24124200                              | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3675948 | PA      | $265338.37    | 0.02%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54      | UNITED STATES TREASURY BOND 4.50000000                                                            | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1565000 | PA      | $1460890.82   | 0.09%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC 10.75% 09/01/29     | STAPLES INC REGD 144A P/P 10.75000000                                                             | CUSIP: 855030AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57450.00     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| VIKING CRUISES 5.875% 09/15/27  | VIKING CRUISES LTD REGD 144A P/P 5.87500000                                                       | CUSIP: 92676XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $144807.34    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2023-A A 5.51% 10/15/32   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-A SER 2023-A CL A REGD 144A P/P 5.51000000         | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    559479 | PA      | $574049.51    | 0.04%             | 2071-10-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ISHARES CORE TOTAL US BOND M    | ISHARES CORE TOTAL US BOND M 0.00000000                                                           | CUSIP: 464287226<br>LEI: N/A                  | Long             | EC               | PF                | US        |    303968 | NS      | $30232657.28  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AJAXM 2021-C A V/R 01/25/61     | AJAX MORTGAGE LOAN TRUST 2021-C SER 2021-C CL A V/R REGD 144A P/P 5.11500000                      | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171032 | PA      | $171200.64    | 0.01%             | 2061-01-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SUNCOKE ENERGY 4.875% 06/30/29  | SUNCOKE ENERGY INC REGD 144A P/P 4.87500000                                                       | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91288.65     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBU 6.375% 03/15/33  | WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000                                                   | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36302.56     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PIKE CORP 8.625% 01/31/31       | PIKE CORP REGD 144A P/P 8.62500000                                                                | CUSIP: 721283AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69557.61     | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | Yes           |                  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        |    448000 | PA      | $450031.07    | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / C 6.5% 10/01/31  | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.50000000                                                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66444.69     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.371% 04/04/29  | GLENCORE FUNDING LLC REGD 144A P/P 5.37100000                                                     | CUSIP: 378272BS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $592278.78    | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50    | UNITED STATES TREASURY BOND 1.37500000                                                            | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11550000 | PA      | $5580093.75   | 0.36%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 A V/R 06/19/29    | BDS 2024-FL13 LLC SER 2024-FL13 CL A V/R REGD 144A P/P 5.92940000                                 | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $361794.28    | 0.02%             | 2039-09-19      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30  | ENERGY TRANSFER LP REGD 6.40000000                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216394.65    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 A1 V/R 12/27/66     | COLT 2022-1 MORTGAGE LOAN TRUST SER 2022-1 CL A1 V/R REGD 144A P/P 2.28400000                     | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060090 | PA      | $967873.85    | 0.06%             | 2066-12-27      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1911 3% 08/01/51       | FANNIE MAE POOL UMBS P#FS1911 3.00000000                                                          | CUSIP: 3140XHDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175737 | PA      | $154812.05    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.2% 03/15/44         | GATX CORP REGD 5.20000000                                                                         | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31453.24     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 6.225% 04/15/29   | BANK5 TRUST 2024-5YR6 SER 2024-5YR6 CL A3 REGD 6.22500000                                         | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $285789.60    | 0.02%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIE 2.5% 10/15/31  | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000                                                 | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1320000 | PA      | $1173308.39   | 0.08%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2024-A A4 4.91% 10/15/27   | JOHN DEERE OWNER TRUST 2024 SER 2024-A CL A4 REGD 4.91000000                                      | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6900000 | PA      | $7033957.98   | 0.45%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.054% 03/15/29  | WARNERMEDIA HOLDINGS INC REGD SER * 4.05400000                                                    | CUSIP: 55903VBY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52250.00     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3026 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS3026 2.50000000                                                          | CUSIP: 3140XJLG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97753 | PA      | $82585.77     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB  8.375% 10/01/28  | BAUSCH + LOMB CORP REGD 144A P/P 8.37500000                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $177080.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4100 2% 08/01/50       | FANNIE MAE POOL UMBS P#MA4100 2.00000000                                                          | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6045698 | PA      | $4802994.88   | 0.31%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.5% 03/11/35      | TAPESTRY INC REGD 5.50000000                                                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136463.04    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4841 5% 12/01/52       | FANNIE MAE POOL UMBS P#MA4841 5.00000000                                                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1578884 | PA      | $1563813.02   | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDIN 6.5% 08/15/32  | STANDARD BUILDING SOLUTI REGD 144A P/P 6.50000000                                                 | CUSIP: 853191AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51605.60     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC 2.95% 09/15/51      | EQUINIX INC REGD 2.95000000                                                                       | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $168773.40    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50  | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                            | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $50508.73     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T/L MICHAELS ST 0% 04/15/28     | T/L MICHAELS STORES INC REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9974 | PA      | $8321.53      | 0.00%             | 2028-04-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HO 12.75% 12/31/28  | TRIDENT TPI HOLDINGS INC REGD 144A P/P 12.75000000                                                | CUSIP: 89616RAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $96240.51     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| UMBS P#SD2305 5.5% 02/01/53     | FREDDIE MAC POOL UMBS P#SD2305 5.50000000                                                         | CUSIP: 3132DPR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    562493 | PA      | $568960.61    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2  V/R 09/25/56   | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.07300000           | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365313 | PA      | $312309.04    | 0.02%             | 2056-09-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 08/15/52    | DUKE ENERGY CORP REGD 5.00000000                                                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152638.72    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/07/39     | MORGAN STANLEY REGD V/R MTN 5.94200000                                                            | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    151000 | PA      | $156879.96    | 0.01%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7573 3% 01/01/52       | FANNIE MAE POOL UMBS P#BU7573 3.00000000                                                          | CUSIP: 3140M9MX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263806 | PA      | $230484.25    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35  | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156622.59    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.55% 06/15/31  | DUKE ENERGY CORP REGD 2.55000000                                                                  | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    705000 | PA      | $634518.51    | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 3.625% 01/15/32  | JBS USA HOLD/FOOD/LUX CO REGD 3.62500000                                                          | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    115000 | PA      | $105991.75    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7815 2% 05/01/36       | FANNIE MAE POOL UMBS P#FM7815 2.00000000                                                          | CUSIP: 3140XBVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199563 | PA      | $183037.63    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC 3.25% 07/15/31  | NGPL PIPECO LLC REGD 144A P/P 3.25000000                                                          | CUSIP: 62928CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $151306.36    | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5817 4% 03/20/49    | GINNIE MAE II POOL P#MA5817 4.00000000                                                            | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    392033 | PA      | $370769.86    | 0.02%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-74 HI 5.5% 10/25/50    | FANNIE MAE REMICS SER 2020-74 CL HI 5.50000000                                                    | CUSIP: 3136BB6V9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    494549 | PA      | $86502.32     | 0.01%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORA 5.75% 03/01/28  | GRIFFON CORPORATION REGD 5.75000000                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114834.04    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4748 4% 12/01/47       | FREDDIE MAC UMBS POOL P#ZS4748 4.00000000                                                         | CUSIP: 3132A5HZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    659849 | PA      | $627957.03    | 0.04%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.5% 03/15/55  | CON EDISON CO OF NY INC REGD 5.50000000                                                           | CUSIP: 209111GN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $177666.17    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.375% 02/15/33  | PHILIP MORRIS INTL INC REGD 5.37500000                                                            | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    454000 | PA      | $469975.90    | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3059 3.5% 07/01/37     | FANNIE MAE POOL UMBS P#MA3059 3.50000000                                                          | CUSIP: 31418CMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321675 | PA      | $310940.52    | 0.02%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 6.5% 03/26/31  | MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.50000000                                                 | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     33000 | PA      | $35295.45     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PRET 2021-RN3 A1 V/R 09/25/51   | PRET 2021-RN3 LLC SER 2021-RN3 CL A1 V/R REGD 144A P/P 4.84290000                                 | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    950967 | PA      | $950872.32    | 0.06%             | 2051-09-25      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.8% 06/15/54  | DUKE ENERGY CORP REGD 5.80000000                                                                  | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265098.53    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVI 4.875% 04/01/29  | REPUBLIC SERVICES INC REGD 4.87500000                                                             | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51272.49     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP 0% 03/09/2027    | T/L ZAYO GROUP HOLDINGS INC    REGD 0.00000000                                                    | CUSIP: 98919XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4825.00      | 0.00%             | 2027-03-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/12/36  | BANK OF AMERICA CORP REGD V/R 5.74400000                                                          | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136263.36    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/ 7% 04/15/30  | ANYWHERE REAL EST/CO-ISS REGD 144A P/P 7.00000000                                                 | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49223.90     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL17 A V/R 02/18/40    | MF1 2025-FL17 LLC SER 2025-FL17 CL A V/R REGD 144A P/P 5.67993000                                 | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $320212.67    | 0.02%             | 2040-02-18      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3277 4% 02/01/48       | FANNIE MAE POOL UMBS P#MA3277 4.00000000                                                          | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67317 | PA      | $64056.65     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | 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        |   5000000 | PA      | $4673437.50   | 0.30%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 5.55% 08/15/35  | TARGA RESOURCES CORP REGD 5.55000000                                                              | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266926.82    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9993 3.5% 07/01/51     | FANNIE MAE POOL UMBS P#FM9993 3.50000000                                                          | CUSIP: 3140XEC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6074438 | PA      | $5551119.39   | 0.36%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP 4.55% 04/01/32  | LABORATORY CORP OF AMER REGD 4.55000000                                                           | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252860.10    | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC 7.25% 10/31/29      | WAYFAIR LLC REGD 144A P/P 7.25000000                                                              | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50981.45     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST GMNG B 4.875% 05/01/29  | MIDWEST GMNG BOR/MWG FIN REGD 144A P/P 4.87500000                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96741.76     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PRIMO / TRITON  6.25% 04/01/29  | PRIMO / TRITON WATER HLD REGD 144A P/P 6.25000000                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85447.51     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHMS K124 X1 V/R 12/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K124 CL X1 V/R 0.71554700             | CUSIP: 3137F9YZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5035915 | PA      | $158587.00    | 0.01%             | 2030-12-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#SI2047 2.5% 07/01/50     | FREDDIE MAC POOL UMBS P#SI2047 2.50000000                                                         | CUSIP: 3133USHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    470869 | PA      | $396848.41    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% SEP 25       | FNMA 30YR TBA 6.5% SEP 25      TO BE ANNOUNCED 6.50000000                                         | CUSIP: 01F062697<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2045000 | PA      | $-2119173.07  | -0.14%            | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5792 5.5% 08/01/55     | FANNIE MAE POOL UMBS P#MA5792 5.50000000                                                          | CUSIP: 31418FNJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $1005922.36   | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FILPK 2018-1A D V/R 07/15/30    | FILLMORE PARK CLO LTD 2018-1A SER 2018-1A CL D V/R REGD 144A P/P 7.47916000                       | CUSIP: 31722PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801187.84    | 0.05%             | 2030-07-15      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO 3.2% 03/01/29         | BOEING CO REGD 3.20000000                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120218.35    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4549 3% 02/01/52       | FANNIE MAE POOL UMBS P#MA4549 3.00000000                                                          | CUSIP: 31418EBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5788223 | PA      | $5027640.91   | 0.32%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD7043 4% 03/01/47       | FANNIE MAE POOL UMBS P#BD7043 4.00000000                                                          | CUSIP: 3140FEZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    477739 | PA      | $454825.18    | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 2.65% 09/15/40  | INTERCONTINENTALEXCHANGE REGD 2.65000000                                                          | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    490000 | PA      | $356186.39    | 0.02%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SYNIT 2023-A2  5.74% 10/15/26   | SYNCHRONY CARD FUNDING LLC SER 2023-A2 CL A REGD 5.74000000                                       | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1430000 | PA      | $1454387.79   | 0.09%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35  | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                           | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265734.48    | 0.02%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% SEP 25         | UMBS TBA 30YR 2% SEP 25        TO BE ANNOUNCED 2.00000000                                         | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5625000 | PA      | $-4466083.44  | -0.29%            | 2055-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 01/31/2028   | T/L ASURION LLC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $19431.20     | 0.00%             | 2028-01-31      | Variable      | 9.68%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOUR 8.375% 07/01/28  | CIVITAS RESOURCES INC REGD 144A P/P 8.37500000                                                    | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41540.68     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| DIST OF COLUMB 5.751% 04/01/35  | DIST OF COLUMBIA UNIV REVENUE REGD B/E 5.75100000                                                 | CUSIP: 25484JDK3<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |     80000 | PA      | $83773.91     | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.5% 03/15/55  | BURLINGTN NORTH SANTA FE REGD 5.50000000                                                          | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $139884.58    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A V/R 07/25/55   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A1 V/R REGD 144A P/P 0.94260000        | CUSIP: 64828BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229517 | PA      | $208045.20    | 0.01%             | 2055-07-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| T/L COLORADO BUYE 0% 05/01/24   | T/L COLORADO BUYER INC REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27565 | PA      | $0.00         | 0.00%             | 2026-05-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.097% 10/01/31  | COLUMBIA PIPELINE HOLDCO REGD 144A P/P 5.09700000                                                 | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121876.66    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53    | UNITED STATES TREASURY BOND 4.12500000                                                            | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9490000 | PA      | $8311534.74   | 0.54%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2602 4% 02/20/45    | GINNIE MAE II POOL P#MA2602 4.00000000                                                            | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267696 | PA      | $255110.55    | 0.02%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.8% 05/15/34  | PACIFIC GAS & ELECTRIC REGD 5.80000000                                                            | CUSIP: 694308KR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35788.66     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-8 C 4.99% 11/22/27    | VERIZON MASTER TRUST SER 2024-8 CL C REGD 4.99000000                                              | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1055000 | PA      | $1063503.30   | 0.07%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AVNET INC 6.25% 03/15/28        | AVNET INC REGD 6.25000000                                                                         | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    296000 | PA      | $308234.38    | 0.02%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/33       | UBS GROUP AG REGD V/R 144A P/P 2.74600000                                                         | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1850000 | PA      | $1630530.23   | 0.11%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CLECO CORPORAT 3.375% 09/15/29  | CLECO CORPORATE HOLDINGS REGD 3.37500000                                                          | CUSIP: 18551PAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93395.54     | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-3 A1 V/R 06/25/25     | ANGEL OAK MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.06800000                     | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    498431 | PA      | $428701.66    | 0.03%             | 2066-05-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| STACR 2022-DNA4  V/R 05/25/42   | FREDDIE MAC STACR REMIC TRUST 2022-DNA4 SER 2022-DNA4 CL M1B V/R REGD 144A P/P 7.69839000         | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $570913.09    | 0.04%             | 2042-05-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLO 5.65% 11/01/32  | MICRON TECHNOLOGY INC REGD 5.65000000                                                             | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318916.50    | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STAR 2021-2 A1 V/R 05/25/65     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.94300000          | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100761 | PA      | $94651.05     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA6347 2.5% 07/01/50     | FANNIE MAE POOL UMBS P#CA6347 2.50000000                                                          | CUSIP: 3140QEBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48289 | PA      | $40449.64     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS IN 5.7% 07/24/55  | TRAVELERS COS INC REGD 5.70000000                                                                 | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65089.98     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5560 2.5% 07/01/51     | FREDDIE MAC POOL UMBS P#RA5560 2.50000000                                                         | CUSIP: 3133KME92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137287 | PA      | $115097.57    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.75% 01/15/34  | T-MOBILE USA INC REGD 5.75000000                                                                  | CUSIP: 87264ADC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21002.34     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  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 0.76129200                 | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10960152 | PA      | $50661.11     | 0.00%             | 2049-12-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31  | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120490.26    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.65% 10/07/25  | UNITED AIR 2016-2 B PTT REGD SER 16-2 3.65000000                                                  | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072917 | PA      | $1070612.69   | 0.07%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34  | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $249285.67    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31  | BANK OF AMERICA CORP REGD V/R 2.59200000                                                          | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $633468.41    | 0.04%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC 5.25% 02/24/35      | ROLLINS INC REGD SER WI 5.25000000                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64423.21     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75% 10/15/31        | ONEOK INC REGD 4.75000000                                                                         | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79998.92     | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-2A BR V/R 07/17/34    | CBAM 2017-2 LTD SER 2017-2A CL BR V/R REGD 144A P/P 6.43401000                                    | CUSIP: 12481KAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1495000 | PA      | $1510339.15   | 0.10%             | 2034-07-17      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| CWALT 2006-OA2 A V/R 05/20/46   | ALTERNATIVE LOAN TRUST 2006-OA2 SER 2006-OA2 CL A1 V/R REGD 4.87490000                            | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3405180 | PA      | $3022889.44   | 0.19%             | 2046-05-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4761 5% 09/01/52       | FANNIE MAE POOL UMBS P#MA4761 5.00000000                                                          | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5842745 | PA      | $5790000.16   | 0.37%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T/L FERTITTA 0% 01/27/29        | T/L FERTITTA ENTERTAINMENTLLC  REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56183 | PA      | $56119.79     | 0.00%             | 2029-01-27      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 5.4% 09/02/34  | ROYALTY PHARMA PLC REGD 5.40000000                                                                | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160010.51    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBL 4.5% 01/30/30  | DOMINICAN REPUBLIC REGD REG S 4.50000000                                                          | CUSIP: P3579ECF2<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |    150000 | PA      | $145132.50    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34  | WISCONSIN POWER & LIGHT REGD 5.37500000                                                           | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118756.61    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/24/34  | PNC FINANCIAL SERVICES REGD V/R 5.06800000                                                        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3652448.15   | 0.24%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNR 2021-95 ZV 2.5% 01/25/52    | FANNIE MAE REMICS SER 2021-95 CL ZV 2.50000000                                                    | CUSIP: 3136BKWN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10325522 | PA      | $5927617.86   | 0.38%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON  5.75% 03/15/33  | AVERY DENNISON CORP REGD 5.75000000                                                               | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80083.14     | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-GS9 C V/R 03/10/28    | GS MORTGAGE SECURITIES TRUST 2018-GS9 SER 2018-GS9 CL C V/R REGD 4.48923600                       | CUSIP: 36255NAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $305655.56    | 0.02%             | 2051-03-10      | Variable      | 4.49%                 | No            |                  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        |    348548 | PA      | $343658.21    | 0.02%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34  | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                     | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97475.83     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 4.75% 03/25/50       | INTEL CORP REGD 4.75000000                                                                        | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $192179.45    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | 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        |    435000 | PA      | $446878.51    | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8266 4.75% 04/01/28    | FANNIE MAE POOL UMBS P#BS8266 4.75000000                                                          | CUSIP: 3140LKFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $121864.98    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSC 2020-L4 B 3.082% 02/15/30   | MORGAN STANLEY CAPITAL I TRUST 2020-L4 SER 2020-L4 CL B REGD 3.08200000                           | CUSIP: 61770KBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $362100.08    | 0.02%             | 2053-02-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIE 6.75% 05/02/34  | OFFICE CHERIFIEN DES PHO REGD 6.75000000                                                          | CUSIP: V6560ABE1<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $211185.50    | 0.01%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY  7.25% 02/15/35  | HILCORP ENERGY I/HILCORP REGD 144A P/P 7.25000000                                                 | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39028.81     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 05/31/26     | UNITED STATES TREASURY NOTE 0.75000000                                                            | CUSIP: 91282CCF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4650000 | PA      | $4540942.95   | 0.29%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANS 4.248% 09/01/35  | NEW YORK TRANSPRTN DEV CORP LE REGD N/C B/E 4.24800000                                            | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $683021.81    | 0.04%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 5.95% 03/15/35  | NATIONAL FUEL GAS CO REGD 5.95000000                                                              | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69115.23     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-1 A1 V/R 01/25/67     | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.20600000           | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    573478 | PA      | $506646.11    | 0.03%             | 2067-01-25      | Variable      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDIN 6.75% 03/01/33  | QUIKRETE HOLDINGS INC REGD 144A P/P 6.75000000                                                    | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88105.22     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C5 XA V/R 08/15/29    | BMO 2024-5C5 MORTGAGE TRUST SER 2024-5C5 CL XA V/R REGD 1.39200100                                | CUSIP: 05593RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7277490 | PA      | $281999.11    | 0.02%             | 2057-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1369 4% 04/01/50       | FANNIE MAE POOL UMBS P#FS1369 4.00000000                                                          | CUSIP: 3140XGQX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    534676 | PA      | $509461.59    | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/26/34  | TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000                                                     | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3318338.88   | 0.21%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHR 5092 WI 2.5% 04/25/36       | FREDDIE MAC REMICS SER 5092 CL WI 2.50000000                                                      | CUSIP: 3137FYEV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1255841 | PA      | $112004.78    | 0.01%             | 2036-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 03/15/55        | SOUTHERN CO REGD V/R SER 2025 6.37500000                                                          | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53363.03     | 0.00%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATI 6.375% 06/15/33  | CACI INTERNATIONAL INC REGD 144A P/P 6.37500000                                                   | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36100.48     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE E 5.4% 03/15/35  | PUBLIC SERVICE ENTERPRIS REGD 5.40000000                                                          | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    620000 | PA      | $632773.31    | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7551 3% 01/01/52       | FREDDIE MAC POOL UMBS P#SD7551 3.00000000                                                         | CUSIP: 3132DVL86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6546934 | PA      | $5755877.42   | 0.37%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 D V/R 01/15/23     | BX 2021-MFM1 SER 2021-MFM1 CL D V/R REGD 144A P/P 5.97748000                                      | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175054.69    | 0.01%             | 2034-01-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2.5% SEPT 25  | GNMA II 30 YR TBA 2.5% SEPT 25 TO BE ANNOUNCED 2.50000000                                         | CUSIP: 21H022697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9349000 | PA      | $7968382.97   | 0.51%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.75% 02/01/32  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000                                                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $88124.63     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD7552 2.5% 01/01/52     | FREDDIE MAC POOL UMBS P#SD7552 2.50000000                                                         | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    973942 | PA      | $823183.61    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHMS K-170 X1 V/R 02/25/35      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-170 CL X1 V/R 0.20920300            | CUSIP: 3137HLJ78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1572775 | PA      | $31512.90     | 0.00%             | 2035-02-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM O 5.5% 10/15/30  | HESS MIDSTREAM OPERATION REGD 144A P/P 5.50000000                                                 | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $91494.68     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA5052 2% 04/01/51       | FREDDIE MAC POOL UMBS P#RA5052 2.00000000                                                         | CUSIP: 3133KLTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    735690 | PA      | $588812.49    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC9119 3% 10/01/51       | FREDDIE MAC POOL UMBS P#QC9119 3.00000000                                                         | CUSIP: 3133AUDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    522890 | PA      | $460062.76    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC /  6.75% 07/01/32  | ACRISURE LLC / FIN INC REGD 144A P/P 6.75000000                                                   | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76950.38     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CEFI 2024-1A A 5.97% 06/15/27   | COMMERCIAL EQUIPMENT FINANCE 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 5.97000000                 | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    286110 | PA      | $289239.22    | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.025% 03/15/62  | CONOCOPHILLIPS COMPANY REGD 4.02500000                                                            | CUSIP: 20826FBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $175502.65    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CO 2.2% 06/15/30  | SOUTHWEST GAS CORP REGD 2.20000000                                                                | CUSIP: 845011AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $174844.92    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRTPT 2024-5A D1 V/R 10/20/37   | BRANT POINT CLO 2024-5 LTD SER 2024-5A CL D1 V/R REGD 144A P/P 7.42549000                         | CUSIP: 83617CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500627.10    | 0.03%             | 2037-10-20      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C28 X V/R 08/15/34   | BBCMS MORTGAGE TRUST 2024-C28 SER 2024-C28 CL XA V/R REGD 1.32686400                              | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2423616 | PA      | $185422.38    | 0.01%             | 2057-09-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8751 6% 03/01/53       | FREDDIE MAC POOL UMBS P#RA8751 6.00000000                                                         | CUSIP: 3133KQWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147216 | PA      | $152270.65    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIDC 2024-1A A2 5.9% 03/26/29   | STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000                        | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $325114.11    | 0.02%             | 2049-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.35% 03/15/35  | MARRIOTT INTERNATIONAL REGD 5.35000000                                                            | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    292000 | PA      | $294808.64    | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB9 A V/R 11/25/36   | C-BASS 2006-CB9 TRUST SER 2006-CB9 CL A4 V/R REGD 4.89703000                                      | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4098085 | PA      | $1845074.55   | 0.12%             | 2036-11-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FNR 2022-5 AB 2% 03/25/50       | FANNIE MAE REMICS SER 2022-5 CL AB 2.00000000                                                     | CUSIP: 3136BLGV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291782 | PA      | $244051.89    | 0.02%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-77 IT 2.5% 05/20/51    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL IT 2.50000000                             | CUSIP: 38382QW30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13080318 | PA      | $2232551.31   | 0.14%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43        | ZOETIS INC REGD SER WI 4.70000000                                                                 | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57845.92     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GU 4.375% 06/05/27  | REPUBLIC OF GUATEMALA REGD REG S 4.37500000                                                       | CUSIP: P5015VAG1<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |    200000 | PA      | $198100.00    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR TBA 3% 9/01/2025  | FNMA TBA 30YR TBA 3% 9/01/2025 TO BE ANNOUNCED 3.00000000                                         | CUSIP: 01F030694<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1990000 | PA      | $-1723753.08  | -0.11%            | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50     | UNITED STATES TREASURY BOND 1.25000000                                                            | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  47114000 | PA      | $22200632.22  | 1.43%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7513 3.5% 04/01/50     | FREDDIE MAC POOL UMBS P#SD7513 3.50000000                                                         | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315258 | PA      | $290795.71    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.95% 02/01/30        | BOEING CO REGD 2.95000000                                                                         | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    126000 | PA      | $118154.46    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / M 6.75% 04/01/32  | MITER BRAND / MIWD BORR REGD 144A P/P 6.75000000                                                  | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108240.62    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RB0715 2% 12/01/41       | FREDDIE MAC POOL UMBS P#RB0715 2.00000000                                                         | CUSIP: 3133KTYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    587975 | PA      | $505141.36    | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEXAS 2025-TWR A V/R 03/15/27   | TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR SER 2025-TWR CL A V/R REGD 144A P/P 5.65623000           | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985000 | PA      | $985119.28    | 0.06%             | 2042-04-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ELLUCIAN HOLDING 6.5% 12/01/29  | ELLUCIAN HOLDINGS INC REGD 144A P/P 6.50000000                                                    | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96642.27     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51     | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5481010 | PA      | $4574510.25   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA  5% 03/14/32  | RIO TINTO FIN USA PLC REGD 5.00000000                                                             | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     95000 | PA      | $97381.60     | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS  4.6% 09/01/29  | SONOCO PRODUCTS CO REGD 4.60000000                                                                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75356.07     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-4 A1 V/R 01/20/65     | ANGEL OAK MORTGAGE TRUST 2021-4 SER 2021-4 CL A1 V/R REGD 144A P/P 1.03500000                     | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422606 | PA      | $357204.28    | 0.02%             | 2065-01-20      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| T/L LUMEN TECHNOL ZCP 04/15/29  | T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     10463 | PA      | $10392.89     | 0.00%             | 2029-04-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSU 6.75% 03/15/29  | AAR ESCROW ISSUER LLC REGD 144A P/P 6.75000000                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72031.23     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | 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        |     66000 | PA      | $71632.68     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785305 3% 06/20/50    | GINNIE MAE II POOL P#785305 3.00000000                                                            | CUSIP: 3622AAYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419828 | PA      | $371395.89    | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40    | UNITED STATES TREASURY BOND 1.12500000                                                            | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22000000 | PA      | $13690703.18  | 0.88%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | 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        |    179000 | PA      | $186503.68    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| UDR INC 3.2% 01/15/30           | UDR INC REGD MTN 3.20000000                                                                       | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $4937172.88   | 0.32%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 6.125% 10/15/33  | PUBLIC SERVICE ENTERPRIS REGD 6.12500000                                                          | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42895.79     | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL4 A V/R 03/27/51   | VOLT XCV LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 6.23960000                                     | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74154 | PA      | $74130.46     | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA7790 5% 08/01/52       | FREDDIE MAC POOL UMBS P#RA7790 5.00000000                                                         | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151857 | PA      | $150728.45    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 4447 IO 5% 03/15/45         | FREDDIE MAC REMICS SER 4447 CL IO 5.00000000                                                      | CUSIP: 3137BGWY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541920 | PA      | $111208.54    | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.45% 09/15/35  | CVS HEALTH CORP REGD 5.45000000                                                                   | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255572.35    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42    | UNITED STATES TREASURY BOND 3.37500000                                                            | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5735000 | PA      | $4783348.44   | 0.31%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VBTEL 2024-1A  5.59% 05/15/29   | VB-S1 ISSUER LLC - VBTEL SER 2024-1A CL C2 REGD 144A P/P 5.59000000                               | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670000 | PA      | $679681.23    | 0.04%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.3% 05/15/53  | CONOCOPHILLIPS COMPANY REGD 5.30000000                                                            | CUSIP: 20826FBE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $77900.23     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT  9.25% 07/01/32  | VOYAGER PARENT LLC REGD 144A P/P 9.25000000                                                       | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52768.60     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.7% 09/15/63  | CONOCOPHILLIPS COMPANY REGD 5.70000000                                                            | CUSIP: 20826FBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142716.89    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 A1 V/R 09/27/66     | COLT 2021-3 MORTGAGE LOAN TRUST SER 2021-3 CL A1 V/R REGD 144A P/P 0.95600000                     | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    761263 | PA      | $639725.04    | 0.04%             | 2066-09-27      | Variable      | 0.96%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2021-NQM2 A V/R 11/25/64   | MFA 2021-NQM2 TRUST SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.02900000                              | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258176 | PA      | $228554.02    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| MSC 2019-H7 A 3.524% 07/15/29   | MORGAN STANLEY CAPITAL I TRUST 2019-H7 SER 2019-H7 CL AS REGD 3.52400000                          | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $379684.24    | 0.02%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS7 XA V/R 07/10/27   | GS MORTGAGE SECURITIES TRUST 2017-GS7 SER 2017-GS7 CL XA V/R REGD 1.16935500                      | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9409392 | PA      | $140660.06    | 0.01%             | 2050-08-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 B1 V/R 01/25/66    | VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL B1 V/R REGD 144A P/P 2.97700000                   | CUSIP: 92537QAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3814000 | PA      | $3027047.85   | 0.20%             | 2066-01-25      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FIN 4.9% 02/28/33  | BHP BILLITON FIN USA LTD REGD 4.90000000                                                          | CUSIP: 055451BA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    245000 | PA      | $247898.82    | 0.02%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A V/R 10/16/36     | MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 5.55441000                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    153984 | PA      | $153601.54    | 0.01%             | 2036-10-16      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL  6.75% 02/15/30  | CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000                                                 | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129527.50    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T/L VESTIS CORP 0.00% 02/22/31  | T/L VESTIS CORPORATION 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58188 | PA      | $54841.72     | 0.00%             | 2031-02-22      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| T/L WHITEWATER MAT 0% 05/12/32  | T/L WHITEWATER MATTERHORN      HOLDINGS LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $10001.60     | 0.00%             | 2032-05-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8350 1.5% 09/01/51     | FANNIE MAE POOL UMBS P#FM8350 1.50000000                                                          | CUSIP: 3140XCH43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    965991 | PA      | $729325.06    | 0.05%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8642 6% 06/01/54       | FANNIE MAE POOL UMBS P#FS8642 6.00000000                                                          | CUSIP: 3140XQS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6291978 | PA      | $6502507.77   | 0.42%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP02.97 03/15/53 CHASUS33 FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $592937.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.4% 07/15/34      | AUTOZONE INC REGD 5.40000000                                                                      | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41102.86     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC 4.75% 09/01/29    | COMMSCOPE LLC REGD 144A P/P 4.75000000                                                            | CUSIP: 203372AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26676.00     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TCO 2024-DPM C V/R 12/15/26     | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM SER 2024-DPM CL C V/R REGD 144A P/P 6.35496000             | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $220550.00    | 0.01%             | 2039-12-15      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QF2008 5% 10/01/52       | FREDDIE MAC POOL UMBS P#QF2008 5.00000000                                                         | CUSIP: 3133BPGR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    727842 | PA      | $720543.70    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.5% 03/15/64        | ABBVIE INC REGD 5.50000000                                                                        | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $152751.23    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34  | UBER TECHNOLOGIES INC REGD 4.80000000                                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301512.57    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 03/05/31  | CITIZENS FINANCIAL GROUP REGD V/R 5.25300000                                                      | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270931.38    | 0.02%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC2 D V/R 05/15/38    | MHC TRUST 2021-MHC2 SER 2021-MHC2 CL D V/R REGD 144A P/P 5.97748000                               | CUSIP: 55293AAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112000 | PA      | $112070.00    | 0.01%             | 2038-05-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BF0144 3.5% 10/01/56     | FANNIE MAE POOL UMBS P#BF0144 3.50000000                                                          | CUSIP: 3140FXES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    861175 | PA      | $776128.19    | 0.05%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 08/05/32  | TRUIST FINANCIAL CORP REGD V/R MTN 5.15300000                                                     | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150265.42    | 0.01%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.25 06/21/53 CHASUS33 FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $137105.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31  | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                      | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4349432.54   | 0.28%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP I 4.875% 06/30/29  | AMWINS GROUP INC REGD 144A P/P 4.87500000                                                         | CUSIP: 031921AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97557.25     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T/L BAUSCH + LOMB 0% 12/17/30   | T/L BAUSCH + LOMB CORPORATION  REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     80000 | PA      | $80014.40     | 0.01%             | 2031-01-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2831 4% 03/01/46       | FANNIE MAE POOL UMBS P#FS2831 4.00000000                                                          | CUSIP: 3140XJED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77177 | PA      | $73950.25     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO  5.5% 07/01/29  | SIRIUS XM RADIO LLC REGD 144A P/P 5.50000000                                                      | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124821.58    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA I 2.875% 02/15/31  | T-MOBILE USA INC REGD 2.87500000                                                                  | CUSIP: 87264ABT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2001000 | PA      | $1837002.64   | 0.12%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% SEPT 25      | FNMA 30YR TBA 7.0% SEPT 25     TO BE ANNOUNCED 7.00000000                                         | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $841500.00    | 0.05%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T/L APRO LLC 0% 07/09/31        | T/L APRO LLC REGD 0.00000000                                                                      | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89325 | PA      | $89157.96     | 0.01%             | 2031-07-09      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32  | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $427746.10    | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP/CSL 10.5% 02/15/28  | UNITI GROUP/CSL CAPITAL REGD 144A P/P 10.50000000                                                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $53663.73     | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| T/L TRUCORDI INSU 0% 06/14/32   | T/L TRUCORDIA INSURANCE        HOLDINGS LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45000 | PA      | $45140.85     | 0.00%             | 2032-06-14      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6282 2.5% 11/20/49  | GINNIE MAE II POOL P#MA6282 2.50000000                                                            | CUSIP: 36179U6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    542007 | PA      | $464622.37    | 0.03%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RMLT 2021-1R A1 V/R 01/25/65    | RESIDENTIAL MORTGAGE LOAN TRUST 2021-1R SER 2021-1R CL A1 V/R REGD 144A P/P 0.85900000            | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97974 | PA      | $94110.03     | 0.01%             | 2065-01-25      | Variable      | 0.86%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUB 5.95% 01/25/27  | DOMINICAN REPUBLIC REGD REG S 5.95000000                                                          | CUSIP: P3579EBV8<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |    100000 | PA      | $101375.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS4639 6% 05/01/53       | FANNIE MAE POOL UMBS P#FS4639 6.00000000                                                          | CUSIP: 3140XLEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381369 | PA      | $394770.50    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 4518 CZ 3.5% 10/15/45       | FREDDIE MAC REMICS SER 4518 CL CZ 3.50000000                                                      | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141011 | PA      | $131791.44    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2618 2.5% 05/01/50     | FREDDIE MAC POOL UMBS P#RA2618 2.50000000                                                         | CUSIP: 3133KH4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    252606 | PA      | $213839.56    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC 9.25% 06/01/30    | COREWEAVE INC REGD 144A P/P 9.25000000                                                            | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55197.18     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GATES CORPORAT 6.875% 07/01/29  | GATES CORPORATION/DE REGD 144A P/P 6.87500000                                                     | CUSIP: 367398AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72782.01     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRK 2021-INV1 A1 V/R 07/25/56   | TRK 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.15300000                              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254557 | PA      | $230980.01    | 0.01%             | 2056-07-25      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| DRMT 2021-2 A1 V/R 04/25/66     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000              | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170266 | PA      | $151335.08    | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2023-3 B 5.72% 03/16/27   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL B REGD 5.72000000         | CUSIP: 36267KAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1555000 | PA      | $1586042.15   | 0.10%             | 2029-01-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31  | JPMORGAN CHASE & CO REGD V/R 5.10300000                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    531000 | PA      | $547828.31    | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47  | SOUTHERN CAL EDISON REGD 4.00000000                                                               | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3717.57      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MA 5.4% 06/15/33  | BACARDI LTD / MARTINI BV REGD 144A P/P 5.40000000                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    179000 | PA      | $179439.97    | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION 6.75% 02/01/32  | NCL CORPORATION LTD REGD 144A P/P 6.75000000                                                      | CUSIP: 62886HBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36095.96     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MLMI 2006-HE6 A1 V/R 11/25/37   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-HE6 CL A1 V/R REGD 4.71703000               | CUSIP: 59023XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7045463 | PA      | $3375392.44   | 0.22%             | 2037-11-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8140 2% 04/01/51       | FREDDIE MAC POOL UMBS P#SD8140 2.00000000                                                         | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    359847 | PA      | $288046.56    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-CF1 A1 V/R 08/25/24   | VOLT CIII LLC SER 2021-CF1 CL A1 V/R REGD 144A P/P 5.99180000                                     | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347638 | PA      | $347806.26    | 0.02%             | 2051-08-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QZ0314 5% 08/01/55       | FREDDIE MAC POOL UMBS P#QZ0314 5.00000000                                                         | CUSIP: 31426WK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6505525 | PA      | $6455573.63   | 0.42%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2102 2.5% 07/01/51     | FREDDIE MAC POOL UMBS P#SD2102 2.50000000                                                         | CUSIP: 3132DPKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113260 | PA      | $95010.36     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINAN 4.625% 12/23/29  | GRAFTECH FINANCE INC REGD 144A P/P 4.62500000                                                     | CUSIP: 384311AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $21300.00     | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNA 2022-M5 A1 V/R 01/01/34     | FANNIE MAE-ACES SER 2022-M5 CL A1 V/R 2.42200000                                                  | CUSIP: 3136BLN63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6597218 | PA      | $6213629.12   | 0.40%             | 2034-01-01      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.55% 03/15/54  | DUKE ENERGY OHIO INC REGD 5.55000000                                                              | CUSIP: 26442EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $174767.92    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-7CB 2 V/R 03/01/38   | ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A2 V/R REGD 0.61297000                           | CUSIP: 12667F4M4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4064904 | PA      | $244975.51    | 0.02%             | 2038-03-01      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.1% 11/15/29  | CROWN CASTLE INC REGD 3.10000000                                                                  | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175487.74    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2413 4% 02/01/51       | FREDDIE MAC POOL UMBS P#SD2413 4.00000000                                                         | CUSIP: 3132DPVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6302952 | PA      | $5997324.92   | 0.39%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMS 2024-70P A V/R 03/10/29    | GS MORTGAGE SECURITIES CORP II SER 2024-70P CL A V/R REGD 144A P/P 5.48721700                     | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405000 | PA      | $1420227.25   | 0.09%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8372 5.5% 11/01/53     | FREDDIE MAC POOL UMBS P#SD8372 5.50000000                                                         | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5837429 | PA      | $5888489.73   | 0.38%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7381 3% 10/01/50       | FANNIE MAE POOL UMBS P#CA7381 3.00000000                                                          | CUSIP: 3140QFFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319487 | PA      | $277934.46    | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% SEP 25         | FNMA 30YR TBA 5% SEP 25        TO BE ANNOUNCED 5.00000000                                         | CUSIP: 01F050692<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1645000 | PA      | $-1622179.70  | -0.10%            | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 6.55% 11/01/33     | AUTOZONE INC REGD 6.55000000                                                                      | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110841.16    | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.45% 08/14/53  | MCDONALD'S CORP REGD 5.45000000                                                                   | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147690.95    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2099 1.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS2099 1.50000000                                                          | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    786087 | PA      | $593494.71    | 0.04%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 5.45% 05/07/35  | AMERICAN INTERNATIONAL REGD 5.45000000                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69088.95     | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH C 5.25% 01/30/30  | BAUSCH HEALTH COS INC REGD 144A P/P 5.25000000                                                    | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $25483.85     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 3.35% 09/15/49         | CSX CORP REGD 3.35000000                                                                          | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    364000 | PA      | $251642.30    | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/33  | BHP BILLITON FIN USA LTD REGD 5.25000000                                                          | CUSIP: 055451BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25778.71     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.4% 02/15/35  | COTERRA ENERGY INC REGD 5.40000000                                                                | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    391000 | PA      | $389363.21    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.75% 05/20/32     | QUALCOMM INC REGD 4.75000000                                                                      | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407130.66    | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC 10.75% 11/15/29  | SABRE GLBL INC REGD 144A P/P 10.75000000                                                          | CUSIP: 78573NAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $35769.46     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH ED 5.95% 06/01/55  | COMMONWEALTH EDISON CO REGD 5.95000000                                                            | CUSIP: 202795KB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $328840.68    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWE 5.05% 10/01/48  | OGLETHORPE POWER CORP REGD SER WI 5.05000000                                                      | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97649.58     | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7565 5.5% 09/01/53     | FREDDIE MAC POOL UMBS P#SD7565 5.50000000                                                         | CUSIP: 3132DVMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3117266 | PA      | $3181539.57   | 0.21%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31   | BOEING CO/THE REGD SER WI 6.38800000                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119467.69    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FHR 4504 DZ 3.5% 08/15/45       | FREDDIE MAC REMICS SER 4504 CL DZ 3.50000000                                                      | CUSIP: 3137BL7E2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    631912 | PA      | $596784.84    | 0.04%             | 2045-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-S4 A7 6% 01/25/37    | JP MORGAN MORTGAGE TRUST 2006-S4 SER 2006-S4 CL A7 REGD 6.00000000                                | CUSIP: 46629SAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6350248 | PA      | $2246682.25   | 0.14%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE 5.75% 07/01/30  | ASPEN INSURANCE HLDG LTD REGD 5.75000000                                                          | CUSIP: 04530DAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    137000 | PA      | $142230.85    | 0.01%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | 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        |    233695 | PA      | $239619.50    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWE 5.25% 10/01/29  | MEDLINE BORROWER LP REGD 144A P/P 5.25000000                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103979.18    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLI 4.375% 02/15/31  | EMPRESAS PUBLIC MEDELLIN REGD REG S 4.37500000                                                    | CUSIP: P9379RBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    200000 | PA      | $182097.90    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CGCMT 2020-55 2.647% 12/10/29   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555 SER 2020-555 CL A REGD 144A P/P 2.64700000           | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $153662.13    | 0.01%             | 2041-12-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| FHR 5178 IO 4% 03/25/45         | FREDDIE MAC REMICS SER 5178 CL IO 4.00000000                                                      | CUSIP: 3137H54D6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    605161 | PA      | $100529.38    | 0.01%             | 2045-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L ADMI CORP 0% 12/23/2027     | T/L ADMI CORP. (AKA ASPEN      DENTAL) REGD 0.00000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53104 | PA      | $48005.86     | 0.00%             | 2027-12-23      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 6.4% 05/07/54  | UNITED MEXICAN STATES REGD 6.40000000                                                             | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    200000 | PA      | $185340.00    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3572 3% 04/20/31    | GINNIE MAE II POOL P#MA3572 3.00000000                                                            | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152911 | PA      | $149734.62    | 0.01%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2960 5% 04/01/53       | FREDDIE MAC POOL UMBS P#SD2960 5.00000000                                                         | CUSIP: 3132DQJD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    275643 | PA      | $273811.00    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PAR 5.7% 08/01/35  | VIPER ENERGY PARTNERS LL REGD 5.70000000                                                          | CUSIP: 92764MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $290774.30    | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 5.1% 04/02/35  | ALABAMA POWER CO REGD 5.10000000                                                                  | CUSIP: 010392GC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30372.59     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CLVR 2021-3A DR V/R 01/25/35    | CLOVER CLO 2021-3 LLC SER 2021-3A CL DR V/R REGD 144A P/P 6.86846000                              | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $497504.35    | 0.03%             | 2035-01-25      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31  | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                            | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $256749.58    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.338% 05/04/53  | UNITED MEXICAN STATES REGD 6.33800000                                                             | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    300000 | PA      | $277005.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1886 3% 11/01/51       | FANNIE MAE POOL UMBS P#FS1886 3.00000000                                                          | CUSIP: 3140XHCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192904 | PA      | $168800.70    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31  | BAT CAPITAL CORP REGD 5.83400000                                                                  | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $169203.78    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PO 5% 04/01/33  | VIRGINIA ELEC & POWER CO REGD 5.00000000                                                          | CUSIP: 927804GK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131820.99    | 0.01%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T/L FREEPORT LNG 0% 12/21/28/   | T/L FREEPORT LNG INVESTMENTS   LLLP REGD 0.00000000                                               | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42952 | PA      | $42928.44     | 0.00%             | 2028-12-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4436 1.5% 10/01/51     | FANNIE MAE POOL UMBS P#MA4436 1.50000000                                                          | CUSIP: 31418D4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226994 | PA      | $171500.51    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1909 4.5% 06/01/48     | FANNIE MAE POOL UMBS P#CA1909 4.50000000                                                          | CUSIP: 3140Q9DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184034 | PA      | $180120.67    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMEN 5.809% 05/08/27  | ICON INVESTMENTS SIX DAC REGD 5.80900000                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204154.44    | 0.01%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FNR 2024-70 SA V/R 10/25/54     | FANNIE MAE REMICS SER 2024-70 CL SA V/R 1.60161000                                                | CUSIP: 3136BS6H3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1308096 | PA      | $84671.77     | 0.01%             | 2054-10-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-2A A 4.87% 06/21/39   | WHEELS FLEET LEASE FUNDING 1 LLC SER 2024-2A CL A1 REGD 144A P/P 4.87000000                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   5332013 | PA      | $5374286.32   | 0.35%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151 A V/R 08/10/30   | DURST COMMERCIAL MORTGAGE TRUST 2025-151 SER 2025-151 CL A V/R REGD 144A P/P 5.31689000           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $183299.96    | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN 5.2% 06/01/54  | NORTHROP GRUMMAN CORP REGD 5.20000000                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    266000 | PA      | $244740.62    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3736 3.5% 06/20/46  | GINNIE MAE II POOL P#MA3736 3.50000000                                                            | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321215 | PA      | $299080.00    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5024 3% 11/01/48       | FANNIE MAE POOL UMBS P#BM5024 3.00000000                                                          | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99692 | PA      | $88426.28     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIF 6.875% 11/01/29  | CLEVELAND-CLIFFS INC REGD 144A P/P 6.87500000                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66016.54     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC 5.85% 04/01/55     | NISOURCE INC REGD 5.85000000                                                                      | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129797.70    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP  4.625% 03/01/30  | MATTAMY GROUP CORP REGD 144A P/P 4.62500000                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $76633.38     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL P 5.1% 01/15/35  | JERSEY CENTRAL PWR & LT REGD 5.10000000                                                           | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79931.08     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNR 2020-99 KI 1.5% 11/25/35    | FANNIE MAE REMICS SER 2020-99 CL KI 1.50000000                                                    | CUSIP: 3136BDFB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1462344 | PA      | $69617.82     | 0.00%             | 2035-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CGCMT 2015-GC 3.762% 06/10/25   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 SER 2015-GC31 CL A4 REGD 3.76200000                 | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234319 | PA      | $230149.84    | 0.01%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 06/01/34           | MPLX LP REGD 5.50000000                                                                           | CUSIP: 55336VBX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55461.28     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION 6.25% 01/15/29  | LBM ACQUISITION LLC REGD 144A P/P 6.25000000                                                      | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18347.66     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 5.2% 07/15/35      | BROADCOM INC REGD 5.20000000                                                                      | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615550.93    | 0.04%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 09/27/64       | ORACLE CORP REGD 5.50000000                                                                       | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48776.31     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | 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        |     80000 | PA      | $77750.24     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA 5.5% 05/15/34           | ENI SPA REGD 144A P/P 5.50000000                                                                  | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    365000 | PA      | $372188.67    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIO 2.6% 06/15/31  | COX COMMUNICATIONS INC REGD 144A P/P 2.60000000                                                   | CUSIP: 224044CN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $209132.88    | 0.01%             | 2031-06-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQU 6.75% 04/15/32  | CLYDESDALE ACQUISITION REGD 144A P/P 6.75000000                                                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97609.19     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BZ0611 4.39% 04/01/29    | FANNIE MAE POOL UMBS P#BZ0611 4.39000000                                                          | CUSIP: 3140NUVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    793797 | PA      | $804469.05    | 0.05%             | 2029-04-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRIC 5.5% 05/14/27  | EMPRESA ELECTRICA COCHRA REGD REG S 5.50000000                                                    | CUSIP: P3713CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     62060 | PA      | $61046.99     | 0.00%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 2.75% 05/15/40  | UNITEDHEALTH GROUP INC REGD 2.75000000                                                            | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58079.47     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNR 2025-3 BA 5.5% 03/25/52     | FANNIE MAE REMICS SER 2025-3 CL BA 5.50000000                                                     | CUSIP: 3136BUSZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447160 | PA      | $451891.96    | 0.03%             | 2052-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURA 5.45% 08/01/35  | SOUTHERN NATURAL GAS REGD 144A P/P 5.45000000                                                     | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41233.12     | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| DSLA 2005-AR4 1A V/R 08/19/45   | DSLA MORTGAGE LOAN TRUST 2005-AR4 SER 2005-AR4 CL 1A V/R REGD 4.98773000                          | CUSIP: 23332UEL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3589501 | PA      | $2771414.07   | 0.18%             | 2045-08-19      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.5% 08/15/39  | UNITEDHEALTH GROUP INC REGD 3.50000000                                                            | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $211048.72    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.45% 10/01/49  | ALABAMA POWER CO REGD 3.45000000                                                                  | CUSIP: 010392FT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $197993.15    | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/28   | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 5.74370000                               | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060672 | PA      | $1068251.00   | 0.07%             | 2055-06-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38  | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                       | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $79022.71     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PI 2.9% 03/01/30  | TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6275000 | PA      | $5865093.22   | 0.38%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4311 2% 04/01/41       | FANNIE MAE POOL UMBS P#MA4311 2.00000000                                                          | CUSIP: 31418DYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337534 | PA      | $289996.34    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOB 4.375% 03/15/43  | PARAMOUNT GLOBAL REGD SER WI 4.37500000                                                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91197.98     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2715 3.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS2715 3.50000000                                                          | CUSIP: 3140XJAR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    590395 | PA      | $539290.12    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8566 3.5% 01/20/53  | GINNIE MAE II POOL P#MA8566 3.50000000                                                            | CUSIP: 36179XQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    732143 | PA      | $667358.78    | 0.04%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 5.625% 04/15/53  | LOWE'S COS INC REGD 5.62500000                                                                    | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76377.39     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ2R A V/R 10/25/58   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000        | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114761 | PA      | $109475.84    | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMP 3% 04/22/26  | WELLS FARGO & COMPANY REGD 3.00000000                                                             | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267888.27    | 0.02%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  5.875% 03/14/65  | RIO TINTO FIN USA PLC REGD 5.87500000                                                             | CUSIP: 76720AAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    190000 | PA      | $190392.42    | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4715 5% 06/20/40      | GINNIE MAE II POOL P#4715 5.00000000                                                              | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184067 | PA      | $188150.98    | 0.01%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 5.7% 08/15/34  | ARIZONA PUBLIC SERVICE REGD 5.70000000                                                            | CUSIP: 040555DH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $279726.99    | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | 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        |   1981780 | PA      | $2020498.31   | 0.13%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4281 2% 03/01/51       | FANNIE MAE POOL UMBS P#MA4281 2.00000000                                                          | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    774801 | PA      | $620286.17    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33         | AT&T INC REGD 2.55000000                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $2941745.73   | 0.19%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A 5.49% 07/15/31   | AUXILIOR TERM FUNDING 2024-1 LLC SER 2024-1A CL A3 REGD 144A P/P 5.49000000                       | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $448897.59    | 0.03%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD2553 4% 05/01/49       | FREDDIE MAC POOL UMBS P#SD2553 4.00000000                                                         | CUSIP: 3132DPZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131315 | PA      | $125228.56    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A1 V/R 10/25/63   | VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 0.82000000                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91902 | PA      | $88437.01     | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/15/30  | PHILIP MORRIS INTL INC REGD 5.12500000                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227672.42    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T/L FOCUS FINANC 0% 09/15/31    | T/L FOCUS FINANCIAL PARTNERS   LLC REGD 0.00000000                                                | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14988.00     | 0.00%             | 2031-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CAP SA 3.9% 04/27/31            | CAP SA REGD REG S 3.90000000                                                                      | CUSIP: P2316YAA1<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $319041.12    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 3.625% 09/01/49  | MCDONALD'S CORP REGD MTN 3.62500000                                                               | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    330000 | PA      | $239699.77    | 0.02%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX8385 5% 03/01/53       | FANNIE MAE POOL UMBS P#BX8385 5.00000000                                                          | CUSIP: 3140NDJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62934 | PA      | $62211.85     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51     | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                          | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9483150 | PA      | $7903766.76   | 0.51%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T/L SABRE GLBL 0% 12/17/27      | T/L SABRE GLBL INC.            REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $3244.42      | 0.00%             | 2027-12-17      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4010 4% 07/01/49       | FREDDIE MAC POOL UMBS P#SD4010 4.00000000                                                         | CUSIP: 3132E0N32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156302 | PA      | $150991.68    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30     | MORGAN STANLEY REGD V/R 4.65400000                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333171.51    | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.125% 06/01/29   | DISH DBS CORP REGD 5.12500000                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $49530.04     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| T/L ASURION LLC 0% 08/19/28     | T/L ASURION LLC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38830 | PA      | $38775.39     | 0.00%             | 2028-08-19      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-6 A1 V/R 10/25/66    | VERUS SECURITIZATION TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.63000000                   | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    857613 | PA      | $753817.20    | 0.05%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6  5.316% 09/15/29   | BMO 2024-5C6 MORTGAGE TRUST SER 2024-5C6 CL A3 REGD 5.31610000                                    | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361000 | PA      | $371953.06    | 0.02%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/35  | JPMORGAN CHASE & CO REGD V/R 4.94600000                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94463.63     | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/ 7.125% 08/01/32  | WATCO COS LLC/FINANCE CO REGD 144A P/P 7.12500000                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $115009.07    | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| T/L MCAFEE CORP 0% 03/01/29     | T/L MCAFEE CORP  REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22213 | PA      | $21130.09     | 0.00%             | 2029-03-01      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP 7.375% 02/15/30     | MCAFEE CORP REGD 144A P/P 7.37500000                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23087.39     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP 5.35% 09/18/28     | VERALTO CORP REGD SER WI 5.35000000                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54730.07     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DPABS 2021-1A 2.662% 10/25/28   | DOMINO'S PIZZA MASTER ISSUER LLC SER 2021-1A CL A2I REGD 144A P/P 2.66200000                      | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1248690 | PA      | $1179856.34   | 0.08%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| FHMS K130 X1 V/R 06/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K130 CL X1 V/R 1.03484400             | CUSIP: 3137H1YX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27640847 | PA      | $1346761.57   | 0.09%             | 2031-06-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| T/L FRONERI INTERN 0% 07/16/32  | T/L FRONERI INTERNATIONAL      LIMITED ZCP REGD 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     55000 | PA      | $54890.00     | 0.00%             | 2032-07-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY  6% 04/15/30  | STARWOOD PROPERTY TRUST REGD 144A P/P 6.00000000                                                  | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35561.86     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BR4390 2% 03/01/51       | FANNIE MAE POOL UMBS P#BR4390 2.00000000                                                          | CUSIP: 3140L22Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    706271 | PA      | $564368.31    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Brian Ferko

**Name of Signer:** Brian Ferko

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