# EDGAR Filing Document

**Accession Number:** 0001688680
**File Stem:** 0001003715-25-000943
**Filing Date:** 2025-10
**Character Count:** 213118
**Document Hash:** 45d75cbd5b99eb8724c0fa82cf8b52ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-25-000943.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001003715-25-000943

**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:** 251419264

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Berwyn

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19312

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $291267285.72

**Total Liabilities:** $6661869.42

**Net Assets:** $284605416.30

**Cash Not Reported:** $13989403.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -334.43787501 | **1-Year:** -3980.70685854 | **5-Year:** -7117.09911351 | **10-Year:** -1882.76985720 | **30-Year:** -354.57201105

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

- **3-Month:** -416.03444659 | **1-Year:** -3165.31921058 | **5-Year:** -2660.47169513 | **10-Year:** -10.21649243 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202459 | 0.47%                | 0.31%                | 0.77%                |
| Class ID C000176699 | 0.47%                | 0.31%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2455831.66             | $2912301.47                                |
| Month 2  | $851558.65               | $-1666777.60                               |
| Month 3  | $441015.44               | $462213.29                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EQUS 2021-EQAZ A V/R 10/15/23  | EQUS 2021-EQAZ MORTGAGE TRUST SER 2021-EQAZ CL A V/R REGD 144A P/P 5.38328000                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208976 | PA      | $208911.07    | 0.07%             | 2038-10-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CANNABIST CO HLDGS INC /CAD/   | CANNABIST CO HLDGS INC /CAD/ 0.00000000                                                          | CUSIP: 13765Y400<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   3224763 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2024-H5 A1 V/R 08/26/69  | CROSS 2024-H5 MORTGAGE TRUST SER 2024-H5 CL A1 V/R REGD 144A P/P 5.85400000                      | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    631568 | PA      | $637113.98    | 0.22%             | 2069-08-26      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ELP 2021-ELP A V/R 11/15/23    | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP SER 2021-ELP CL A V/R REGD 144A P/P 5.17948000            | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148760 | PA      | $148667.51    | 0.05%             | 2038-11-15      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| STANLEY WORKS  DISC 09/19/25   | STANLEY WORKS  DISC 09/19/25 0.00000000                                                          | CUSIP: 85462CWK7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1637000 | PA      | $1632582.39   | 0.57%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LYRA 2025-1A  5.604% 09/20/30  | LYRA MUSIC ASSETS DELAWARE LP SER 2025-1A CL A2 REGD 144A P/P 5.60400000                         | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |    862000 | PA      | $872275.56    | 0.31%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONI 5.15% 08/21/29 | ARROW ELECTRONICS INC REGD 5.15000000                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130933.21    | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9 A 1.9% 08/15/25  | DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A2 REGD 1.90000000                                     | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19087 | PA      | $19100.02     | 0.01%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 5.875% 10/15/28 | PUBLIC SERVICE ENTERPRIS REGD 5.87500000                                                         | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157039.17    | 0.06%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10  V/R 11/15/27  | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST SER 2017-CX10 CL XA V/R REGD 0.98199200                | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3451189 | PA      | $42148.34     | 0.01%             | 2050-11-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| KTAMA 2024-2A A1 V/R 04/20/37  | KATAYMA CLO II LTD SER 2024-2A CL A1 V/R REGD 144A P/P 5.97549000                                | CUSIP: 485862AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1005336.30   | 0.35%             | 2037-04-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LTD 7% 10/20/25      | GOLAR LNG LTD REGD 144A P/P 7.00000000                                                           | CUSIP: G4023LAB7<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   1161000 | PA      | $1154308.32   | 0.41%             | 2025-10-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2023-FL10  V/R 09/15/27  | BSPRT 2023-FL10 ISSUER LTD SER 2023-FL10 CL A V/R REGD 144A P/P 6.62210000                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285393 | PA      | $285448.41    | 0.10%             | 2035-09-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY A V/R 05/15/26   | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY SER 2024-DSNY CL A V/R REGD 144A P/P 5.75475000          | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $329999.97    | 0.12%             | 2039-05-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TACORA RESOURCES  13% 11/03/23 | TACORA RESOURCES INC REGD 144A P/P 13.00000000                                                   | CUSIP: 87356LAC4<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | CORP              | CA        |   1468461 | PA      | $202500.77    | 0.07%             | 2025-12-31      | Fixed         | 13.00%                | Yes           |                  3 | On Loan: No      |
| WWICK 2024-4A A1 V/R 07/20/37  | WARWICK CAPITAL CLO 4 LTD SER 2024-4A CL A1 V/R REGD 144A P/P 5.72549000                         | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003235.00   | 0.35%             | 2037-07-20      | Variable      | 5.73%                 | 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        |     78000 | PA      | $80517.73     | 0.03%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIE 5.5% 09/30/27 | SS&C TECHNOLOGIES INC REGD 144A P/P 5.50000000                                                   | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2653848.96   | 0.93%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM IN 4.95% 09/01/29 | RYDER SYSTEM INC REGD MTN SER GMTN 4.95000000                                                    | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25544.68     | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P3  4.31% 05/10/29  | CARVANA AUTO RECEIVABLES TRUST 2024-P3 SER 2024-P3 CL A4 REGD 4.31000000                         | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301699.74    | 0.11%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.4% 10/15/29        | ONEOK INC REGD 4.40000000                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78888.08     | 0.03%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 11/01/28 | ALTRIA GROUP INC REGD 6.20000000                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29601.49     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-2 A 5.9% 06/12/25    | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-2 SER 2024-2 CL A REGD 144A P/P 5.90000000     | CUSIP: 02531BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4016 | PA      | $4018.07      | 0.00%             | 2027-02-12      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| DARDEN RESTAURA 4.35% 10/15/27 | DARDEN RESTAURANTS INC REGD 4.35000000                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48226.48     | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNR 2024-89 FD V/R 09/25/53    | FANNIE MAE REMICS SER 2024-89 CL FD V/R 5.74839000                                               | CUSIP: 3136BTWP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570057 | PA      | $571343.28    | 0.20%             | 2053-09-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4% 06/30/30          | GATX CORP REGD 4.00000000                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4913.58      | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | 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        |    288200 | PA      | $288317.11    | 0.10%             | 2060-11-25      | Variable      | 5.65%                 | 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        |     71880 | PA      | $71831.04     | 0.03%             | 2037-02-19      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP 4.35% 04/01/30 | LABORATORY CORP OF AMER REGD 4.35000000                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114057.07    | 0.04%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1 B V/R 01/15/23    | BX 2021-MFM1 SER 2021-MFM1 CL B V/R REGD 144A P/P 5.42748000                                     | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154000 | PA      | $153951.88    | 0.05%             | 2034-01-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30      | PAYCHEX INC REGD 5.10000000                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47345.56     | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  4.75% 01/15/28 | OMEGA HLTHCARE INVESTORS REGD 4.75000000                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75606.31     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 01/16/29 | M&T BANK CORPORATION REGD V/R MTN 4.83300000                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53600.31     | 0.02%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 03/15/30 | NATIONAL FUEL GAS CO REGD 5.50000000                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80588.76     | 0.03%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDON 4.763% 04/14/27 | FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000                                               | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200152.40    | 0.07%             | 2027-04-14      | Fixed         | 4.76%                 | 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        |   1456000 | PA      | $1469679.12   | 0.52%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND  5.75% 06/06/28 | AERCAP IRELAND CAP/GLOBA REGD 5.75000000                                                         | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    258000 | PA      | $267596.48    | 0.09%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 A1 V/R 03/25/28  | OBX 2024-NQM5 TRUST SER 2024-NQM5 CL A1 V/R REGD 144A P/P 5.98800000                             | CUSIP: 67448NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    649692 | PA      | $654875.89    | 0.23%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| GPMT 2021-FL3 AS V/R 12/16/24  | GPMT 2021-FL3 LTD SER 2021-FL3 CL AS V/R REGD 144A P/P 6.32441000                                | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    230000 | PA      | $229447.26    | 0.08%             | 2035-07-16      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SNDPT 2014-2RA A V/R 10/20/31  | SOUND POINT CLO VI-R LTD SER 2014-2RA CL A V/R REGD P/P 5.83710000                               | CUSIP: 83613WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490925 | PA      | $492531.19    | 0.17%             | 2031-10-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DANA INC 5.625% 06/15/28       | DANA INC REGD 5.62500000                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589668.48    | 0.21%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/27 | BANK OF AMERICA CORP REGD V/R MTN 3.55900000                                                     | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57711.16     | 0.02%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4 XA V/R 11/10/26  | GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL XA V/R REGD 0.63027500                     | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3282335 | PA      | $10646.91     | 0.00%             | 2049-11-10      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12  V/R 08/15/28  | CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST SER 2018-CX12 CL XA V/R REGD 0.70403300                | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2936313 | PA      | $38536.17     | 0.01%             | 2051-08-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERA 4.75% 02/23/27 | COMISION FEDERAL DE ELEC REGD REG S 4.75000000                                                   | CUSIP: P29595AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199928.18    | 0.07%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.3% 08/15/29 | GLOBAL PAYMENTS INC REGD 5.30000000                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40977.10     | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VDC 2021-1A A 2.165% 10/15/26  | VANTAGE DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 2.16500000                       | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $198511.73    | 0.07%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| BPR 2021-TY A V/R 09/15/38     | BPR TRUST 2021-TY SER 2021-TY CL A V/R REGD 144A P/P 5.52848000                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160050.00    | 0.06%             | 2038-09-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CANNABIST CO HLDGS INC /CAD/   | CANNABIST CO HLDGS INC /CAD/ 0.00000000                                                          | CUSIP: 13765Y509<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   3224763 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 4.55% 10/15/29 | HP ENTERPRISE CO REGD 4.55000000                                                                 | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214287.42    | 0.08%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-SAVE A V/R 02/15/23  | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL A V/R REGD 144A P/P 5.72848000            | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26171 | PA      | $26145.98     | 0.01%             | 2040-02-15      | Variable      | 5.73%                 | Yes           |                  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    | 0.07%             | 2173-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/29          | MPLX LP REGD 4.80000000                                                                          | CUSIP: 55336VAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $160035.54    | 0.06%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5% 02/01/29  | KINDER MORGAN INC REGD 5.00000000                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77601.63     | 0.03%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A V/R 06/15/27    | BX TRUST 2025-LUNR SER 2025-LUNR CL A V/R REGD 144A P/P 5.86310000                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $1844025.00   | 0.65%             | 2040-06-15      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2022-3 A1 V/R 08/25/67    | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 5.00000000          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    964082 | PA      | $960612.58    | 0.34%             | 2067-08-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125% 12/01/29  | APPLOVIN CORP REGD 5.12500000                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100226.70    | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A A 5.59% 10/15/29  | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 5.59000000              | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    344773 | PA      | $348276.37    | 0.12%             | 2029-10-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PRK 2017-280P A V/R 09/15/19   | 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 5.53800000         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198500.00    | 0.07%             | 2034-09-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| HLSY 2021-5A A1A V/R 01/30/35  | HALSEYPOINT CLO 5 LTD SER 2021-5A CL A1A V/R REGD 144A P/P 5.78157000                            | CUSIP: 406371AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500250.20    | 0.18%             | 2035-01-30      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO 5.2% 04/01/30    | DTE ENERGY CO REGD 5.20000000                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97922.07     | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | 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        |    172000 | PA      | $174945.39    | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 4.8% 11/15/29 | WILLIAMS COMPANIES INC REGD 4.80000000                                                           | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110933.09    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UBS9 3.594% 01/15/26  | MORGAN STANLEY CAPITAL I TRUST 2016-UBS9 SER 2016-UBS9 CL A4 REGD 3.59400000                     | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237000 | PA      | $235291.85    | 0.08%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.5% 03/15/29 | BROWN & BROWN INC REGD 4.50000000                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26097.90     | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBZZ 2024-2A A 5.99% 12/15/26  | LENDBUZZ SECURITIZATION TRUST 2024-2 SER 2024-2A CL A2 REGD 144A P/P 5.99000000                  | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296616 | PA      | $299310.84    | 0.11%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONI 4.75% 04/30/28 | MOLEX ELECTRONICS TECH REGD 144A P/P 4.75000000                                                  | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67709.49     | 0.02%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 A V/R 09/16/26  | ACREC 2021-FL1 LTD SER 2021-FL1 CL AS V/R REGD 144A P/P 5.97441000                               | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350030.45    | 0.12%             | 2036-10-16      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FIVE POINT OP CO S/UP 01/15/28 | FIVE POINT OP CO LP/FIVE REGD S/UP 144A P/P 10.50000000                                          | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470955 | PA      | $1481163.43   | 0.52%             | 2028-01-15      | Variable      | 10.50%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGU 5% 04/15/26 | REPUBLIC OF PARAGUAY REGD REG S 5.00000000                                                       | CUSIP: P75744AD7<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |     50000 | PA      | $50010.50     | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES I 11.25% 02/21/30 | GETTY IMAGES INC REGD 144A P/P 11.25000000                                                       | CUSIP: 374276AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169000 | PA      | $1984483.17   | 0.70%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| LEAFLY HLDGS WT EX 01/17/2027  | LEAFLY HLDGS INC WARRANTS EXP 01/17/2027 0.00000000                                              | CUSIP: 52178J113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43327 | NS      | $346.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2017-BNK6 X V/R 07/15/60  | BANK 2017-BNK6 SER 2017-BNK6 CL XA V/R REGD 0.90530200                                           | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1402457 | PA      | $14886.24     | 0.01%             | 2060-07-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HO 4.7% 02/19/27 | ZIMMER BIOMET HOLDINGS REGD 4.70000000                                                           | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31220.35     | 0.01%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 5.05% 01/15/31      | BIOGEN INC REGD 5.05000000                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163176.95    | 0.06%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| XPO INC 6.25% 06/01/28         | XPO INC REGD 144A P/P 6.25000000                                                                 | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2113071.26   | 0.74%             | 2028-06-01      | Fixed         | 6.25%                 | 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    | 0.07%             | 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        |    702785 | PA      | $12043.56     | 0.00%             | 2050-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| NAVSL 2022-A A 2.23% 07/15/70  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A SER 2022-A CL A REGD 144A P/P 2.23000000        | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238332 | PA      | $217915.61    | 0.08%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LL 4.875% 08/15/27 | NGPL PIPECO LLC REGD 144A P/P 4.87500000                                                         | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $123166.89    | 0.04%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BMO 2023-C5 A 5.739% 02/15/28  | BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL A1 REGD 5.73960000                                     | CUSIP: 055988AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143019 | PA      | $144623.88    | 0.05%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.685% 09/01/27 | NEXTERA ENERGY CAPITAL REGD 4.68500000                                                           | CUSIP: 65339KCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $180691.65    | 0.06%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB11 XA V/R 08/15/26  | MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL XA V/R REGD 1.56427200                | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1090043 | PA      | $8263.62      | 0.00%             | 2049-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/04/29     | CITIGROUP INC REGD V/R 4.78600000                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96242.64     | 0.03%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.2% 07/01/29     | NISOURCE INC REGD 5.20000000                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164040.04    | 0.06%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL  5.125% 01/15/28 | MILLICOM INTL CELLULAR REGD REG S 5.12500000                                                     | CUSIP: L6388GAB6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $178381.04    | 0.06%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.15% 11/15/25    | BROADCOM INC REGD 3.15000000                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141642.10    | 0.05%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLO V/R 06/09/26 | NEW YORK LIFE GLOBAL FDG REGD V/R 144A P/P 4.83850000                                            | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10014.45     | 0.00%             | 2026-06-09      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PROSOMNUS SLEEP TECHNOLOGIES   | PROSOMNUS SLEEP TECHNOLOGIES   INC 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    833981 | NS      | $833981.00    | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| NABORS INDUSTR 7.375% 05/15/27 | NABORS INDUSTRIES INC REGD 144A P/P 7.37500000                                                   | CUSIP: 62957HAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $419883.47    | 0.15%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-1 A1 V/R 12/25/2067 | VERUS SECURITIZATION TRUST 2023-1 SER 2023-1 CL A1 V/R REGD 144A P/P 5.85000000                  | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    388699 | PA      | $388449.83    | 0.14%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29 | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                         | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16828.50     | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | 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        |    121970 | PA      | $121932.07    | 0.04%             | 2038-10-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BCAT A V/R 08/15/27    | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT SER 2025-BCAT CL A V/R REGD 144A P/P 5.73000000           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120112.50    | 0.04%             | 2042-08-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-NQM2 A V/R 04/25/70  | PRPM 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.68800000                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    798991 | PA      | $805459.21    | 0.28%             | 2070-04-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| COTERRA ENERGY 4.375% 03/15/29 | COTERRA ENERGY INC REGD SER WI 4.37500000                                                        | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6988.43      | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GO NORTH GROUP AB V/R 02/09/26 | GO NORTH GROUP AB REGD V/R EMTN 10.14197200                                                      | CUSIP: W3578FAJ6<br>LEI: 636700UB68QRCB53V204 | Long             | DBT              | CORP              | SE        |   2374465 | PA      | $1258466.45   | 0.44%             | 2026-02-09      | Variable      | 10.14%                | No            |                  2 | On Loan: No      |
| UPST 2024-1 A 5.33% 11/20/34   | UPSTART SECURITIZATION TRUST SER 2024-1 CL A REGD 144A P/P 5.33000000                            | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156131 | PA      | $156564.68    | 0.06%             | 2034-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-3 A 5.365% 05/15/27  | PAGAYA AI DEBT GRANTOR TRUST 2025-3 SER 2025-3 CL A2 REGD 144A P/P 5.36500000                    | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $503056.15    | 0.18%             | 2032-12-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CGCMT 2016-P3 3.329% 02/15/26  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 SER 2016-P3 CL A4 REGD 3.32900000                    | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $395762.72    | 0.14%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C60 2.042% 07/15/26  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A2 REGD 2.04200000                | CUSIP: 95003DBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    173120 | PA      | $168562.81    | 0.06%             | 2054-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-SDMF B V/R 09/15/23    | BX TRUST 2021-SDMF SER 2021-SDMF CL B V/R REGD 144A P/P 5.21548000                               | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111357 | PA      | $110939.54    | 0.04%             | 2034-09-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| QUEST DIAGNOSTIC 4.2% 06/30/29 | QUEST DIAGNOSTICS INC REGD 4.20000000                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93065.54     | 0.03%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM1 A V/R 02/25/25  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 SER 2020-NQM1 CL A2 V/R REGD 144A P/P 2.71825000   | CUSIP: 64830VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112429 | PA      | $106822.09    | 0.04%             | 2060-01-26      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2019-RPL3 A V/R 07/25/59  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    743737 | PA      | $717336.41    | 0.25%             | 2059-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/29 | AMERICAN EXPRESS CO REGD V/R 4.73100000                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260205.87    | 0.09%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS 4.625% 08/15/28 | WILLIAMS SCOTSMAN INC REGD 144A P/P 4.62500000                                                   | CUSIP: 96950GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1347969.17   | 0.47%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS  6.05% 10/10/25 | GENERAL MOTORS FINL CO REGD 6.05000000                                                           | CUSIP: 37045XDZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $372494.30    | 0.13%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29 | DCP MIDSTREAM OPERATING REGD 5.12500000                                                          | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24523.88     | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCT 4.95% 01/21/29 | JSW INFRASTRUCTURE REGD REG S EMTN 4.95000000                                                    | CUSIP: Y4470XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200342.39    | 0.07%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY TRA 4.55% 01/15/30 | FIRSTENERGY TRANSMISSION REGD SER WI 4.55000000                                                  | CUSIP: 33767BAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4032.04      | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28 | WELLS FARGO & COMPANY REGD V/R MTN 5.44533600                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165092.24    | 0.06%             | 2028-04-22      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3 A 5.76% 11/12/27   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-3 SER 2024-3 CL A REGD 144A P/P 5.76000000     | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43382 | PA      | $43436.54     | 0.02%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.5% 07/01/30 | EXTRA SPACE STORAGE LP REGD 5.50000000                                                           | CUSIP: 30225VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $327034.96    | 0.11%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2015-GC3 3.506% 09/10/25  | GS MORTGAGE SECURITIES TRUST 2015-GC34 SER 2015-GC34 CL A4 REGD 3.50600000                       | CUSIP: 36250VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144663 | PA      | $144079.10    | 0.05%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GO NORTH GROUP AB 0% 12/31/49  | GO NORTH GROUP AB ZCP REGD 0.00000000                                                            | CUSIP: W3578FAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     58754 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| AVOLON HOLDING 5.375% 05/30/30 | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000                                                | CUSIP: 05401AAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    174000 | PA      | $178696.07    | 0.06%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.75% 02/15/29 | MARVELL TECHNOLOGY INC REGD 5.75000000                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $65726.13     | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 4.65% 09/09/26    | ILLUMINA INC REGD 4.65000000                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70172.22     | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | 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    | 0.06%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 5.8% 11/10/25      | ORACLE CORP REGD 5.80000000                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162367.87    | 0.06%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SWK HOLDINGS CORP /PFD/        | SWK HOLDINGS CORP /PREFERRED/ 0.00000000                                                         | CUSIP: 78501P302<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56213 | NS      | $1450295.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES  4.5% 01/15/31 | QUANTA SERVICES INC REGD 4.50000000                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80899.94     | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSOMNUS NEW 8% 12/31/2026    | PROSOMNUS NEW SR. NOTE REGD 8.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6068970 | PA      | $5006900.11   | 1.76%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| FFML 2003-FF2 M1 V/R 07/25/33  | FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FF2 SER 2003-FF2 CL M1 V/R REGD 6.26811000               | CUSIP: 32027NCX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630856 | PA      | $624218.02    | 0.22%             | 2033-07-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FMC CORP       0.00% 09/22/25/ | FMC CORP   COMMERCIAL PAPER 0.00000000                                                           | CUSIP: 34410WWN8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1224000 | PA      | $1219763.74   | 0.43%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 5.15% 06/15/29 | ELEVANCE HEALTH INC REGD 5.15000000                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106054.52    | 0.04%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 A V/R 08/25/26  | GCAT 2022-NQM4 TRUST SER 2022-NQM4 CL A1 V/R REGD 144A P/P 5.26900000                            | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    732425 | PA      | $731063.71    | 0.26%             | 2067-08-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-ACNT B V/R 11/15/26    | BX COMMERCIAL MORTGAGE TRUST 2021-ACNT SER 2021-ACNT CL B V/R REGD 144A P/P 5.72748000           | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120022 | PA      | $119946.78    | 0.04%             | 2038-11-15      | Variable      | 5.73%                 | Yes           |                  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    | 0.07%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC A V/R 10/15/23     | BX 2021-LBA3 MORTGAGE TRUST SER 2021-PAC CL A V/R REGD 144A P/P 5.16658000                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159900.42    | 0.06%             | 2036-10-15      | Variable      | 5.17%                 | Yes           |                  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        |    275000 | PA      | $276405.42    | 0.10%             | 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        |    146464 | PA      | $143566.69    | 0.05%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS  V/R /PERP/ | BP CAPITAL MARKETS PLC REGD V/R /PERP/ 4.37500000                                                | CUSIP: 05565QDU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1765000 | PA      | $1762877.06   | 0.62%             | 2173-09-22      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6084 6% 10/01/53      | FANNIE MAE POOL UMBS P#FS6084 6.00000000                                                         | CUSIP: 3140XMXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300866 | PA      | $310010.51    | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-MFP2  V/R 11/15/23  | SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL A V/R REGD 144A P/P 5.29928000                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $119962.50    | 0.04%             | 2036-11-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC 6.375% 05/01/26 | CCM MERGER INC REGD 144A P/P 6.37500000                                                          | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    523000 | PA      | $523499.47    | 0.18%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29 | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132718.61    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD  5.125% 04/15/27 | VIDEOTRON LTD / LTEE REGD P/P 5.12500000                                                         | CUSIP: 92660FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    214000 | PA      | $214187.25    | 0.08%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM7 A1 V/R 04/25/29  | OBX 2025-NQM7 TRUST SER 2025-NQM7 CL A1 V/R REGD 144A P/P 5.56000000                             | CUSIP: 67121DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    938301 | PA      | $947474.55    | 0.33%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOG 4.25% 09/15/28 | ROPER TECHNOLOGIES INC REGD 4.25000000                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49187.45     | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIE 7.5% 01/15/28 | NABORS INDUSTRIES LTD REGD 144A P/P 7.50000000                                                   | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1908193.38   | 0.67%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PAID 2025-2 B 5.329% 10/15/32  | PAGAYA AI DEBT GRANTOR TRUST 2025-2 SER 2025-2 CL B REGD 144A P/P 5.32900000                     | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249974 | PA      | $250930.59    | 0.09%             | 2032-10-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| MERCK SHARP & D 5.95% 12/01/28 | MERCK SHARP & DOHME CORP REGD 5.95000000                                                         | CUSIP: 589331AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $102758.24    | 0.04%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.442% 01/14/27  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000                    | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250513 | PA      | $247337.90    | 0.09%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 6.375% 05/04/28 | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 6.37500000                                                | CUSIP: 05401AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     75000 | PA      | $78442.33     | 0.03%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BCC 2022-6A A1R V/R 01/22/38   | BAIN CAPITAL CREDIT CLO 2022-6 LTD SER 2022-6A CL A1R V/R REGD 144A P/P 5.70199000               | CUSIP: 05685LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500373.20    | 0.18%             | 2038-01-22      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COM 6.5% 10/01/28 | CONSOLIDATED COMMUNICATI REGD 144A P/P 6.50000000                                                | CUSIP: 20903XAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4996721.71   | 1.76%             | 2028-10-01      | Fixed         | 6.50%                 | 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        |    142000 | PA      | $133211.62    | 0.05%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALPHA PARTNERS TECHNOLOGY CL A | ALPHA PARTNERS TECHNOLOGY      FOUNDER SHARES CLASS A 0.00000000                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16305 | NS      | $2934.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BRTPT 2024-3A A1 V/R 02/20/37  | BRANT POINT CLO 2024-3 LTD SER 2024-3A CL A1 V/R REGD 144A P/P 5.80354000                        | CUSIP: 835937AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2009617.20   | 0.71%             | 2037-02-20      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2024-FL2 A V/R 08/19/27   | BRSP 2024-FL2 LTD SER 2024-FL2 CL A V/R REGD 144A P/P 6.29872000                                 | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    277000 | PA      | $276983.35    | 0.10%             | 2037-08-19      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC 4.75% 03/15/30      | FISERV INC REGD 4.75000000                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    252000 | PA      | $255621.40    | 0.09%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  5.037% 03/25/30 | ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    266000 | PA      | $271223.09    | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| T/L K&N PARENT INC 0% 02/03/27 | T/L K&N PARENT INC REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2865899 | PA      | $2851569.27   | 1.00%             | 2027-02-03      | Variable      | 0.00%                 | No            |                  3 | 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        |    439907 | PA      | $401768.56    | 0.14%             | 2066-10-25      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 0.375% 01/31/26   | UNITED STATES TREASURY NOTE 0.37500000                                                           | CUSIP: 91282CBH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8500000 | PA      | $8370242.15   | 2.94%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B16 X V/R 01/15/30  | BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL XA V/R REGD 1.02949900                         | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3544456 | PA      | $109054.40    | 0.04%             | 2053-02-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 3.9% 05/15/27 | COTERRA ENERGY INC REGD SER WI 3.90000000                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9932.87      | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CABONLINE GR 10% 03/19/28/SEK/ | CABONLINE GROUP HOLD /SEK/ REGD REG S 10.00000000                                                | CUSIP: W2R513AD5<br>LEI: 549300PB67LZ38PTO750 | Long             | DBT              | CORP              | SE        |  15590000 | PA      | $1565145.25   | 0.55%             | 2028-03-19      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OAKTREE STRATEG 6.19% 07/15/30 | OAKTREE STRATEGIC CREDIT REGD 144A P/P 6.19000000                                                | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    573000 | PA      | $582247.97    | 0.20%             | 2030-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2023-SHIP A V/R 09/06/26  | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP SER 2023-SHIP CL A V/R REGD 144A P/P 4.32233000      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249033.40    | 0.09%             | 2038-09-10      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAM A 5.75% 04/15/26 | WASH MULTIFAM ACQ INC REGD 144A P/P 5.75000000                                                   | CUSIP: 93710WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3532000 | PA      | $3530021.73   | 1.24%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AQFIT 2020-AA A 1.9% 12/17/25  | AQUA FINANCE TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 1.90000000                              | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12671 | PA      | $11985.69     | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC 6.75% 09/30/27 | GEN DIGITAL INC REGD 144A P/P 6.75000000                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1375055.91   | 0.48%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES 4.95% 07/10/28 | DELTA AIR LINES INC REGD 4.95000000                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160954.91    | 0.06%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL  4.15% 08/25/28 | NATIONAL RURAL UTIL COOP REGD MTN SER D 4.15000000                                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169610.57    | 0.06%             | 2028-08-25      | Fixed         | 4.15%                 | 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    | 0.07%             | 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        |    170000 | PA      | $163935.15    | 0.06%             | 2035-06-05      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| BANK 2021-BN3 2.218% 12/15/30  | BANK 2021-BNK33 SER 2021-BN33 CL ASB REGD 2.21800000                                             | CUSIP: 06541CBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $206346.40    | 0.07%             | 2064-05-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PAID 2025-3 A 5.028% 12/15/25  | PAGAYA AI DEBT GRANTOR TRUST 2025-3 SER 2025-3 CL A1 REGD 144A P/P 5.02800000                    | CUSIP: 69544TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    339529 | PA      | $339687.68    | 0.12%             | 2032-05-16      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC 2.95% 11/21/26      | ABBVIE INC REGD SER WI 2.95000000                                                                | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    890000 | PA      | $878333.97    | 0.31%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL3 A V/R 08/16/24   | GPMT 2021-FL3 LTD SER 2021-FL3 CL A V/R REGD 144A P/P 5.97441000                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     76590 | PA      | $76405.01     | 0.03%             | 2035-07-16      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 03/18/27 | GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.13758400                                              | CUSIP: 38151LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $124265.13    | 0.04%             | 2027-03-18      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| DTAOT 2021-3A  1.31% 04/15/25  | DT AUTO OWNER TRUST 2021-3 SER 2021-3A CL D REGD 144A P/P 1.31000000                             | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    309889 | PA      | $306765.30    | 0.11%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| ARCLO 2021-FL4 A V/R 08/15/26  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2021-FL4 CL A V/R REGD 144A P/P 5.82758000      | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    173631 | PA      | $173646.27    | 0.06%             | 2036-11-15      | Variable      | 5.83%                 | 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        |    167000 | PA      | $168730.14    | 0.06%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPALA GROUP 12% 10/30/27/SEK/ | IMPALA GROUP PLC /SEK/ REGD 0.00000000                                                           | CUSIP: G4722LAA3<br>LEI: 549300H2NW5AUSWVQK84 | Long             | DBT              | CORP              | GB        |  16984165 | PA      | $1076912.40   | 0.38%             | 2027-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.7% 06/23/28 | BROWN & BROWN INC REGD 4.70000000                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25239.46     | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MSC 2017-H1 XA V/R 05/15/27    | MORGAN STANLEY CAPITAL I TRUST 2017-H1 SER 2017-H1 CL XA V/R REGD 1.44726400                     | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    771825 | PA      | $10971.72     | 0.00%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1444 5.5% 04/01/55    | FANNIE MAE POOL UMBS P#FA1444 5.50000000                                                         | CUSIP: 3140W1TA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340021 | PA      | $342247.54    | 0.12%             | 2055-04-01      | Fixed         | 5.50%                 | 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    | 0.04%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 XA V/R 06/15/27  | CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST SER 2017-C8 CL XA V/R REGD 1.20138900                    | CUSIP: 12595BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    553437 | PA      | $7203.81      | 0.00%             | 2050-06-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 08/19/28 | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    121000 | PA      | $121255.36    | 0.04%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 4.75% 02/15/26 | WESTERN DIGITAL CORP REGD 4.75000000                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    612000 | PA      | $610564.74    | 0.21%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1  V/R 10/19/42  | INCREF 2025-FL1 LLC SER 2025-FL1 CL A V/R REGD 144A P/P 6.08163000                               | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249996.75    | 0.09%             | 2042-10-19      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250915 000000010 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19155.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES 1% 12/01/28 | ARRAY TECHNOLOGIES INC REGD CONVERTIBLE 1.00000000                                               | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    337000 | PA      | $289044.90    | 0.10%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 4.3% 08/15/28 | SHERWIN-WILLIAMS CO REGD 4.30000000                                                              | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80344.57     | 0.03%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS 4.5% 08/15/30 | VERISK ANALYTICS INC REGD 4.50000000                                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87350.16     | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.875% 03/15/30     | ABBVIE INC REGD 4.87500000                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65934.26     | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP D 5.25% 04/15/29 | COMPASS GROUP DIVERSIFIE REGD 144A P/P 5.25000000                                                | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1125453.17   | 0.40%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| THRM 2023-1A A 7.58% 04/15/29  | THEOREM FUNDING TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 7.58000000                           | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18141 | PA      | $18174.74     | 0.01%             | 2029-04-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-1 A1 V/R 01/25/28   | VERUS SECURITIZATION TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 5.71200000                  | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    426802 | PA      | $429385.62    | 0.15%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R01 1M1 V/R 01/25/44  | CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M1 V/R REGD 144A P/P 5.39839000    | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    557517 | PA      | $557516.52    | 0.20%             | 2044-01-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FORUM ENERGY TE 10.5% 11/07/29 | FORUM ENERGY TECHNOLOGIE REGD REG S 10.50000000                                                  | CUSIP: U02634AD2<br>LEI: 549300SF93HLCR1REE27 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2481864.55   | 0.87%             | 2029-11-07      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 4.9% 03/15/30 | AMERICAN TOWER CORP REGD 4.90000000                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    288000 | PA      | $293536.37    | 0.10%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 04/15/27        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                        | CUSIP: 91282CEJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    365578 | PA      | $360720.72    | 0.13%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL  4.75% 02/07/28 | NATIONAL RURAL UTIL COOP REGD MTN 4.75000000                                                     | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125940.71    | 0.04%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBSLT 2020-AGS 1.98% 06/25/29  | COMMONBOND STUDENT LOAN TRUST 2020-A-GS SER 2020-AGS CL A REGD 144A P/P 1.98000000               | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107230 | PA      | $96198.77     | 0.03%             | 2050-08-25      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCE 6.875% 01/15/29 | TARGA RESOURCES PARTNERS REGD 144A 6.87500000                                                    | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $118261.93    | 0.04%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BDS 2021-FL10 A V/R 12/16/36   | BDS 2021-FL10 LTD SER 2021-FL10 CL A V/R REGD 144A P/P 5.82441000                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    114664 | PA      | $114674.70    | 0.04%             | 2036-12-16      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AZERION GROU V/R 10/02/26/EUR/ | AZERION GROUP NV /EUR/ REGD V/R 8.69400000                                                       | CUSIP: N0795QAB2<br>LEI: 7245007RB3M5PMWY6N86 | Long             | DBT              | CORP              | NL        |   2045000 | PA      | $2388853.20   | 0.84%             | 2026-10-02      | Variable      | 8.69%                 | 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        |     66022 | PA      | $66020.56     | 0.02%             | 2038-03-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| COLT 2021-RPL1 A V/R 09/25/61  | COLT 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.66540000                            | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    551333 | PA      | $507343.14    | 0.18%             | 2061-09-25      | Variable      | 1.67%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOB 7.375% 01/17/27 | PETROBRAS GLOBAL FINANCE REGD 7.37500000                                                         | CUSIP: 71647NAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103408.10    | 0.04%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OKTA INC 0.125% 09/01/25       | OKTA INC REGD CONVERTIBLE 0.12500000                                                             | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2123330.11   | 0.75%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF I V/R 06/04/26 | PACIFIC LIFE GF II REGD V/R 144A P/P 4.97703500                                                  | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9026.27      | 0.00%             | 2026-06-04      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRI 5.2% 01/15/29 | AMERICAN ELECTRIC POWER REGD 5.20000000                                                          | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    208000 | PA      | $214492.21    | 0.08%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5112 5% 08/01/43      | FANNIE MAE POOL UMBS P#MA5112 5.00000000                                                         | CUSIP: 31418EVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401772 | PA      | $405122.10    | 0.14%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4  6.017% 11/15/28  | BMO 2024-5C4 MORTGAGE TRUST SER 2024-5C4 CL A1 REGD 6.01710000                                   | CUSIP: 09660SAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256555 | PA      | $263162.99    | 0.09%             | 2057-05-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| VCC 2024-5 A V/R 02/25/32      | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-5 SER 2024-5 CL A V/R REGD 144A P/P 5.49000000       | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    835984 | PA      | $839480.84    | 0.29%             | 2054-10-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.55% 09/26/29 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.55000000                                                 | CUSIP: 44891ADG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $114062.91    | 0.04%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES 4.75% 08/09/27 | QUANTA SERVICES INC REGD 4.75000000                                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97039.29     | 0.03%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UPHEALTH INC                   | UPHEALTH INC 0.00000000                                                                          | CUSIP: 91532B200<br>LEI: 549300OSKGXG2OH2XE50 | Long             | EC               | CORP              | US        |    161689 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KTAMA 2023-1A A1 V/R 10/20/36  | KATAYMA CLO I LTD SER 2023-1A CL A1 V/R REGD 144A P/P 6.32549000                                 | CUSIP: 48585JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002319.90   | 0.35%             | 2036-10-20      | Variable      | 6.33%                 | Yes           |                  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        |    800000 | PA      | $693437.50    | 0.24%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LRK 2019-A A1F 2.34% 08/25/21  | LAUREL ROAD PRIME STUDENT LOAN TRUST 2019-A SER 2019-A CL A1FX REGD 144A P/P 2.34000000          | CUSIP: 51889RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       335 | PA      | $333.84       | 0.00%             | 2048-10-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| EDWARDS LIFESCIE 4.3% 06/15/28 | EDWARDS LIFESCIENCES COR REGD 4.30000000                                                         | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86496.12     | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  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        |    520307 | PA      | $467597.43    | 0.16%             | 2061-11-25      | Variable      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| FSRIA 2021-FL3 A V/R 08/16/26  | FS RIALTO 2021-FL3 SER 2021-FL3 CL A V/R REGD 144A P/P 5.72441000                                | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    203398 | PA      | $203287.99    | 0.07%             | 2036-11-16      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| VSTA 2020-2 A1 V/R 10/25/25    | VISTA POINT SECURITIZATION TRUST 2020-2 SER 2020-2 CL A1 V/R REGD 144A P/P 1.47500000            | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52231 | PA      | $50274.99     | 0.02%             | 2065-04-25      | Variable      | 1.48%                 | Yes           |                  2 | On Loan: No      |
| BLP 2024-IND2 A V/R 03/15/26   | BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 SER 2024-IND2 CL A V/R REGD 144A P/P 5.70525000          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303625 | PA      | $304194.06    | 0.11%             | 2041-03-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SP 4% 07/30/27 | ADANI PORTS AND SPECIAL REGD REG S 4.00000000                                                    | CUSIP: Y00130KN6<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194496.02    | 0.07%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCER PARK OPPORTUNITIES CO   | MERCER PARK OPPORTUNITIES CO 0.00000000                                                          | CUSIP: G6002A105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    108500 | NS      | $1109955.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/29 | BANK OF AMERICA CORP REGD V/R 4.97900000                                                         | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159794.51    | 0.06%             | 2029-01-24      | Variable      | 4.98%                 | 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        |    210000 | PA      | $209736.85    | 0.07%             | 2042-08-20      | Variable      | 5.69%                 | Yes           |                  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        |    266110 | PA      | $266114.05    | 0.09%             | 2039-02-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP 5.25% 05/15/26 | FAIR ISAAC CORP REGD 144A P/P 5.25000000                                                         | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1114636.40   | 0.39%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/29 | WELLS FARGO & COMPANY REGD V/R 6.30300000                                                        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80558.77     | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | 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        |     50000 | PA      | $50056.93     | 0.02%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VCC 2021-2 A V/R 03/25/28      | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2 SER 2021-2 CL A V/R REGD 144A P/P 1.52000000       | CUSIP: 92259MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    732304 | PA      | $629251.52    | 0.22%             | 2051-08-25      | Variable      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2015-LC22 X V/R 09/15/58  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC22 SER 2015-LC22 CL XA V/R REGD 0.81261000          | CUSIP: 94989TBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296539 | PA      | $10.32        | 0.00%             | 2058-09-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| BSPRT 2021-FL7 A V/R 12/15/38  | BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 5.79758000                         | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     93344 | PA      | $93349.00     | 0.03%             | 2038-12-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.5% 08/06/30 | ALTRIA GROUP INC REGD 4.50000000                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47011.54     | 0.02%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B4 XA V/R 06/15/28  | BENCHMARK 2018-B4 MORTGAGE TRUST SER 2018-B4 CL XA V/R REGD 0.61325900                           | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9215699 | PA      | $90947.89     | 0.03%             | 2051-07-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| AVNT 2024-REV1 5.92% 04/15/27  | AVANT LOANS FUNDING TRUST 2024-REV1 SER 2024-REV1 CL A REGD 144A P/P 5.92000000                  | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505867.85    | 0.18%             | 2033-10-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENER 5.4% 06/01/29 | CENTERPOINT ENERGY INC REGD 5.40000000                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51798.83     | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29 | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129262.68    | 0.05%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R 04/24/28 | STATE STREET CORP REGD V/R 4.54300000                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59447.07     | 0.02%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MDPK 2023-63A A1 V/R 07/21/38  | MADISON PARK FUNDING LXIII LTD SER 2023-63A CL A1R V/R REGD 144A P/P 5.72549000                  | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003500.00   | 0.35%             | 2038-07-21      | Variable      | 5.73%                 | 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        |     44000 | PA      | $44657.28     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 4987 BF V/R 06/25/50       | FREDDIE MAC REMICS SER 4987 CL BF V/R 4.86287000                                                 | CUSIP: 3137FTQU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1062286 | PA      | $1042085.26   | 0.37%             | 2050-06-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 4.8% 03/30/30 | CANADIAN PACIFIC RAILWAY REGD 4.80000000                                                         | CUSIP: 13645RBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $189405.17    | 0.07%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENT 2.75% 12/10/25 | BANCO CONTINENTAL S.A.E. REGD REG S 2.75000000                                                   | CUSIP: P09110AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    150000 | PA      | $148875.00    | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LNCR 2021-CRE5 A V/R 07/15/36  | LOANCORE 2021-CRE5 ISSUER LTD SER 2021-CRE5 CL A V/R REGD 144A P/P 5.77758000                    | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    107819 | PA      | $107828.46    | 0.04%             | 2036-07-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GL 4.7% 01/29/29 | NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 4.70000000                                            | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13248.37     | 0.00%             | 2029-01-29      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GO NORTH GROUP AB 0% 12/31/49  | GO NORTH GROUP AB ZCP REGD 0.00000000                                                            | CUSIP: W3578FAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     61598 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GATX CORP 4.7% 04/01/29        | GATX CORP REGD 4.70000000                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81957.87     | 0.03%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.35% 02/15/30    | BROADCOM INC REGD 4.35000000                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67193.55     | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | 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    | 0.07%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 5.514% 04/15/29  | BENCHMARK 2024-V8 MORTGAGE TRUST SER 2024-V8 CL A1 REGD 5.51400000                               | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259984 | PA      | $264851.05    | 0.09%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CO 4.75% 05/15/29 | IMOLA MERGER CORP REGD 144A P/P 4.75000000                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2773603.30   | 0.97%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CE 4.7% 03/13/28 | EVERGY KANSAS CENTRAL REGD 4.70000000                                                            | CUSIP: 30036FAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $158961.66    | 0.06%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GWOLF 2018-2A A1 V/R 10/20/31  | GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 5.76549000                              | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    274249 | PA      | $274818.77    | 0.10%             | 2031-10-20      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| FORMYCON AG V/R 07/09/29/EUR/  | FORMYCON AG /EUR/ REGD V/R 8.94400000                                                            | CUSIP: D2R73JAA1<br>LEI: 39120005TZ76GQOY8Z19 | Long             | DBT              | CORP              | DE        |   1199000 | PA      | $1374714.65   | 0.48%             | 2029-07-09      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M7 A1 V/R 03/25/31    | FANNIE MAE-ACES SER 2021-M7 CL A1 V/R 1.78300000                                                 | CUSIP: 3136BFQY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    158280 | PA      | $151069.78    | 0.05%             | 2031-03-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL3 A V/R 01/25/24  | VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 6.23950000                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4202 | PA      | $4200.38      | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | Yes           |                  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        |    135087 | PA      | $137112.88    | 0.05%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MFT 2025-1A B 4.95% 07/16/35   | MARLETTE FUNDING TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 4.95000000                          | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200677.44    | 0.07%             | 2035-07-16      | Fixed         | 4.95%                 | Yes           |                  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     | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VCC 2021-2 M1 V/R 09/25/28     | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2 SER 2021-2 CL M1 V/R REGD 144A P/P 1.82000000      | CUSIP: 92259MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    295062 | PA      | $243421.08    | 0.09%             | 2051-08-25      | Variable      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC B 5.75% 04/15/26 | PRIME SECSRVC BRW/FINANC REGD 144A P/P 5.75000000                                                | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $413727.52    | 0.15%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PPG INDS INC-DISC 09/29/25     | PPG INDS INC-DISC 09/29/25 0.00000000                                                            | CUSIP: 69350AWV6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2547000 | PA      | $2537152.28   | 0.89%             | 2025-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON 4.875% 12/06/28 | AVERY DENNISON CORP REGD 4.87500000                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17314.00     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SNDPT 2017-4A A1 V/R 01/21/31  | SOUND POINT CLO XVIII LTD SER 2017-4A CL A1 V/R REGD 144A P/P 5.70710000                         | CUSIP: 83609TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     72809 | PA      | $72877.77     | 0.03%             | 2031-01-21      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA IND 3.75% 03/30/26 | BANK NEGARA INDONESIA REGD EMTN 3.75000000                                                       | CUSIP: Y7457QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198116.50    | 0.07%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLTEC INTERNA 8.25% 10/15/26 | WELLTEC INTERNATIONAL REGD 144A P/P 8.25000000                                                   | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |   2197000 | PA      | $2183837.33   | 0.77%             | 2026-10-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GETTY IMAGES IN 9.75% 03/01/27 | GETTY IMAGES INC REGD 144A P/P 9.75000000                                                        | CUSIP: 374276AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2126000 | PA      | $1978051.66   | 0.70%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-1 A 5.45% 04/20/35   | UPSTART SECURITIZATION TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 5.45000000                     | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195170 | PA      | $196460.33    | 0.07%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FHR 4631 FA V/R 11/15/46       | FREDDIE MAC REMICS SER 4631 CL FA V/R 4.95718000                                                 | CUSIP: 3137BSZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315671 | PA      | $309383.17    | 0.11%             | 2046-11-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1R A1 V/R 05/25/65   | COLT 2021-1RMORTGAGE PASS-THROUGH CE SER 2021-1R CL A1 V/R REGD 144A P/P 0.85700000              | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83890 | PA      | $76268.16     | 0.03%             | 2065-05-25      | Variable      | 0.86%                 | Yes           |                  2 | On Loan: No      |
| CGMS 2019-4A A11 V/R 04/15/35  | CARLYLE US CLO 2019-4 LTD SER 2019-4A CL A11R V/R REGD 144A P/P 5.63755000                       | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003444.70   | 0.35%             | 2035-04-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MAGLE CHEMOS V/R 07/04/28/SEK/ | MAGLE CHEMOSWED HOLD /SEK/ REGD V/R REG S 8.62800000                                             | CUSIP: W4147YAA4<br>LEI: 549300FNJZS6NGFB6M31 | Long             | DBT              | CORP              | SE        |  11250000 | PA      | $1153212.24   | 0.41%             | 2028-07-04      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-MFP A V/R 11/15/26  | SREIT TRUST 2021-MFP SER 2021-MFP CL A V/R REGD 144A P/P 5.20838000                              | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176157 | PA      | $176101.67    | 0.06%             | 2038-11-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER L 4.25% 05/01/28 | CHARLES RIVER LABORATORI REGD 144A P/P 4.25000000                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    826000 | PA      | $806656.07    | 0.28%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPO 5.25% 05/15/29 | ATLASSIAN CORPORATION REGD 5.25000000                                                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     76000 | PA      | $78279.90     | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN  4.125% 10/19/27 | INTERCORP FIN SER INC REGD REG S 4.12500000                                                      | CUSIP: P5626FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    260000 | PA      | $256475.43    | 0.09%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-6 A1 V/R 09/25/24    | ANGEL OAK MORTGAGE TRUST 2020-6 SER 2020-6 CL A1 V/R REGD 144A P/P 1.26100000                    | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146742 | PA      | $134285.17    | 0.05%             | 2065-05-25      | Variable      | 1.26%                 | Yes           |                  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        |    153333 | PA      | $114003.32    | 0.04%             | 2036-09-30      | Fixed         | 0.00%                 | 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    | 0.08%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB 5.75% 07/02/26 | COREBRIDGE GLOB FUNDING REGD 144A P/P 5.75000000                                                 | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101240.41    | 0.04%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C33 3.426% 02/15/26  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL A4 REGD 3.42600000                | CUSIP: 95000LAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $322935.08    | 0.11%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  6.23% 04/15/25  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000          | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2238 | PA      | $2240.08      | 0.00%             | 2027-01-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.25% 02/01/30 | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.25000000                                                | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $164042.30    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 A V/R 09/16/26  | ACREC 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 5.62441000                                | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     67450 | PA      | $67456.32     | 0.02%             | 2036-10-16      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MFIT 2025-AA A 4.98% 05/20/29  | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL A REGD 144A P/P 4.98000000                  | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253744.83    | 0.09%             | 2038-05-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| T/L MAGNITE INC 0% 02/06/31    | T/L MAGNITE INC REGD 0.00000000                                                                  | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1922352 | PA      | $1922352.07   | 0.68%             | 2031-02-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SP ZCP 01/25/28 | CHILE ELEC PEC SPA REGD ZCP 0.00000000                                                           | CUSIP: P2550MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    271250 | PA      | $242497.71    | 0.09%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS 4.45% 09/01/26 | SONOCO PRODUCTS CO REGD 4.45000000                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62981.46     | 0.02%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -S 7.5% 12/15/28 | AI CANDELARIA -SPAIN- SA REGD REG S 7.50000000                                                   | CUSIP: E0R75QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    162500 | PA      | $163617.39    | 0.06%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H1 A1 V/R 12/25/68  | CROSS 2024-H1 MORTGAGE TRUST SER 2024-H1 CL A1 V/R REGD 144A P/P 6.08500000                      | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    579801 | PA      | $585179.51    | 0.21%             | 2068-12-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| REACH 2025-2A  4.93% 09/15/27  | REACH ABS TRUST 2025-2 SER 2025-2A CL A REGD 144A P/P 4.93000000                                 | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238306 | PA      | $238975.07    | 0.08%             | 2032-08-18      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| DPABS 2017-1A 4.118% 07/25/27  | DOMINO'S PIZZA MASTER ISSUER LLC SER 2017-1A CL A23 REGD 144A P/P 4.11800000                     | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $466143.56    | 0.16%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC /  4.35% 02/01/30 | DELL INT LLC / EMC CORP REGD 4.35000000                                                          | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $162659.79    | 0.06%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TR 7.625% 05/03/29 | TRINSEO LUX/TRINSEO NA REGD 144A P/P 7.62500000                                                  | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125276 | PA      | $43846.60     | 0.02%             | 2029-05-03      | Fixed         | 7.62%                 | Yes           |                  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        |    159000 | PA      | $161488.43    | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-3 A 4.47% 08/15/34   | SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST SER 2025-3 CL A REGD 144A P/P 4.47000000                 | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200127.60    | 0.07%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| HERTZ 2025-1A  4.91% 09/25/28  | HERTZ VEHICLE FINANCING III LLC SER 2025-1A CL A REGD 144A P/P 4.91000000                        | CUSIP: 42806MCT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    992000 | PA      | $1003513.95   | 0.35%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ISHARES CORE 1-5 YEAR USD BO   | ISHARES CORE 1-5 YEAR USD BOND ETF 0.00000000                                                    | CUSIP: 46432F859<br>LEI: N/A                  | Long             | EC               | PF                | US        |    662309 | NS      | $32347171.56  | 11.37%            |  |  |  | No            |                  1 | 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    | 0.07%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM1 A1 V/R 11/25/62  | OBX 2023-NQM1 TRUST SER 2023-NQM1 CL A1 V/R REGD 144A P/P 6.12000000                             | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    659129 | PA      | $658616.10    | 0.23%             | 2062-11-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.188% 05/15/29  | BANK5 2024-5YR8 SER 2024-5YR8 CL A1 REGD 5.18800000                                              | CUSIP: 065923AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263035 | PA      | $267460.79    | 0.09%             | 2057-08-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 AS V/R 10/16/36   | MF1 2021-FL7 LTD SER 2021-FL7 CL AS V/R REGD 144A P/P 5.92441000                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $328366.50    | 0.12%             | 2036-10-16      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2023-2A A 7.09% 07/15/26  | LENDBUZZ SECURITIZATION TRUST 2023-2 SER 2023-2A CL A2 REGD 144A P/P 7.09000000                  | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178168 | PA      | $181162.56    | 0.06%             | 2028-10-16      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| HMH HOLDING B 10.019% 11/16/26 | HMH HOLDING BV REGD 10.01940000                                                                  | CUSIP: N4071MAB8<br>LEI: 8945008FRZIYPW0VW366 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2884520.46   | 1.01%             | 2026-11-16      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 V/R 10/25/63  | VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 1.05700000                | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84065 | PA      | $80982.07     | 0.03%             | 2063-10-25      | Variable      | 1.06%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/19/30     | CITIGROUP INC REGD V/R 4.54200000                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201910.71    | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVIC 4.75% 07/15/30 | REPUBLIC SERVICES INC REGD 4.75000000                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161171.99    | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | 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   | 0.35%             | 2034-10-17      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HGVT 2020-AA A 2.74% 02/25/39  | HILTON GRAND VACATIONS TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 2.74000000                    | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88432 | PA      | $86752.28     | 0.03%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAM 4.55% 03/01/28 | SHERWIN-WILLIAMS CO REGD SER * 4.55000000                                                        | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35360.19     | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | 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    | 0.10%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD 5.5% 10/15/27 | PERFORMANCE FOOD GROUP I REGD 144A P/P 5.50000000                                                | CUSIP: 69346VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2350800.21   | 0.83%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHN 4.25% 09/01/25 | MICROCHIP TECHNOLOGY INC REGD 4.25000000                                                         | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79000.00     | 0.03%             | 2025-09-01      | Fixed         | 4.25%                 | 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        |    181000 | PA      | $183844.11    | 0.06%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-1 A 4.8% 02/27/34    | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SER 2025-1 CL A REGD 144A P/P 4.80000000                 | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    324716 | PA      | $325818.03    | 0.11%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES  4.25% 02/15/28 | AMERICAN HOMES 4 RENT REGD 4.25000000                                                            | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $56837.79     | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  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        |     62181 | PA      | $62161.75     | 0.02%             | 2036-10-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| FHR 5475 FG V/R 11/25/54       | FREDDIE MAC REMICS SER 5475 CL FG V/R 5.49839000                                                 | CUSIP: 3137HHDJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440833 | PA      | $439964.99    | 0.15%             | 2054-11-25      | Variable      | 5.50%                 | 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        |    100000 | PA      | $97841.07     | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO 2022-RPL1  V/R 09/25/61  | BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 SER 2022-RPL1 CL A1 V/R REGD 144A P/P 2.75000000       | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    709071 | PA      | $651158.48    | 0.23%             | 2061-09-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 0.5% 06/30/27     | UNITED STATES TREASURY NOTE 0.50000000                                                           | CUSIP: 912828ZV5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4450000 | PA      | $4204554.69   | 1.48%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.25% 12/01/26 | VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000                                                  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223998.54    | 0.08%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T/L TEGRA118 WEAL ZCP 02/18/27 | T/L TEGRA118 WEALTH SOLUTION REGD ZCP TERM LOAN 0.00000000                                       | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2365328 | PA      | $2335761.65   | 0.82%             | 2027-02-18      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9973 5.5% 02/01/55    | FANNIE MAE POOL UMBS P#CB9973 5.50000000                                                         | CUSIP: 3140QWCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415096 | PA      | $421403.57    | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4 X V/R 05/15/50  | BANK 2017-BNK4 SER 2017-BNK4 CL XA V/R REGD 1.48700200                                           | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1214541 | PA      | $20054.74     | 0.01%             | 2050-05-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS IN 7% 05/14/26 | NBM US HOLDINGS INC REGD REG S 7.00000000                                                        | CUSIP: U63768AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200022.00    | 0.07%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  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        |    250000 | PA      | $250638.63    | 0.09%             | 2041-08-18      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BRF GMBH 4.35% 09/29/26        | BRF GMBH REGD REG S 4.35000000                                                                   | CUSIP: A08163AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    200000 | PA      | $198107.68    | 0.07%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X1  5.08% 04/15/30  | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 SER 2025-X1 CL A REGD 144A P/P 5.08000000              | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217083 | PA      | $217357.05    | 0.08%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FHR 4990 FN V/R 05/25/50       | FREDDIE MAC REMICS SER 4990 CL FN V/R 4.81287000                                                 | CUSIP: 3137FUY81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    612244 | PA      | $590382.11    | 0.21%             | 2050-05-25      | Variable      | 4.81%                 | 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        |     89586 | PA      | $89535.35     | 0.03%             | 2038-04-18      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GO NORTH GRO 15% 02/02/28/SEK/ | GO NORTH GROUP AB /SEK/ REGD EMTN 15.00000000                                                    | CUSIP: W3578FAH0<br>LEI: 636700UB68QRCB53V204 | Long             | DBT              | CORP              | SE        |   1973668 | PA      | $0.00         | 0.00%             | 2028-02-02      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| COMM 2018-HCLV A V/R 09/15/20  | COMM 2018-HCLV MORTGAGE TRUST SER 2018-HCLV CL A V/R REGD 144A P/P 5.65901000                    | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227000 | PA      | $204337.57    | 0.07%             | 2033-09-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 4.45% 03/06/28 | PAYPAL HOLDINGS INC REGD 4.45000000                                                              | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55619.51     | 0.02%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNR 2025-28 FM V/R 04/25/55    | FANNIE MAE REMICS SER 2025-28 CL FM V/R 5.59839000                                               | CUSIP: 3136BVLD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    397021 | PA      | $398065.77    | 0.14%             | 2055-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ROCKT 2024-1A A1 V/R 04/20/37  | ROCKFORD TOWER CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.93549000                     | CUSIP: 77342BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003973.00   | 0.35%             | 2037-04-20      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| NEW ENTERPRISE  9.75% 07/15/28 | NEW ENTERPRISE STONE & L REGD 144A P/P 9.75000000                                                | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    214000 | PA      | $214605.62    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BX 2022-LP2 A V/R 02/15/24     | BX COMMERCIAL MORTGAGE TRUST 2022-LP2 SER 2022-LP2 CL A V/R REGD 144A P/P 5.37600000             | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102753 | PA      | $102753.37    | 0.04%             | 2039-02-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SL0223 5.5% 02/01/55    | FREDDIE MAC POOL UMBS P#SL0223 5.50000000                                                        | CUSIP: 31427MG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    416796 | PA      | $422802.54    | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA 0% 11/30/25      | INTEROCEANICA IV FINANCE      SERIES REGS REGD ZCP 0.00000000                                    | CUSIP: P52715AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1902 | PA      | $1873.59      | 0.00%             | 2025-11-30      | Fixed         | 0.00%                 | No            |                  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        |    221979 | PA      | $178249.25    | 0.06%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 3.6% 04/01/29 | INTERSTATE POWER & LIGHT REGD 3.60000000                                                         | CUSIP: 461070AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $316959.53    | 0.11%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHR 5524 AF V/R 04/25/55       | FREDDIE MAC REMICS SER 5524 CL AF V/R 5.54839000                                                 | CUSIP: 3137HKVA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241923 | PA      | $240436.70    | 0.08%             | 2055-04-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS8 XA V/R 11/10/27  | GS MORTGAGE SECURITIES TRUST 2017-GS8 SER 2017-GS8 CL XA V/R REGD 1.07060400                     | CUSIP: 36254KAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3112594 | PA      | $45530.71     | 0.02%             | 2050-11-10      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM1 A V/R 02/25/28  | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 6.12900000   | CUSIP: 64828DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1205683 | PA      | $1216007.62   | 0.43%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| EURONET WORLDW 0.625% 10/01/30 | EURONET WORLDWIDE INC REGD 144A P/P CONVERTIBLE 0.62500000                                       | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493700.00    | 0.17%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGI 6.25% 01/15/28 | UBER TECHNOLOGIES INC REGD 144A P/P 6.25000000                                                   | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1656573.91   | 0.58%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COPLEY ACQUISITION CORP        | COPLEY ACQUISITION CORP 0.00000000                                                               | CUSIP: G24243118<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8880 | NS      | $89688.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRSP 2021-FL1 A V/R 08/19/38   | BRSP 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 5.61773000                                 | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    147822 | PA      | $147178.25    | 0.05%             | 2038-08-19      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINAN 5.931% 02/02/29 | BAT INTL FINANCE PLC REGD 5.93100000                                                             | CUSIP: 05530QAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     75000 | PA      | $78816.86     | 0.03%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federated Investors, Inc.      | Federated Government Obligations Fund                                                            | CUSIP: 608919718<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | STIV             | RF                | US        |   2223994 | OU      | $2223993.60   | 0.78%             |  |  |  | No            |                  1 | 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    | 0.07%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LMNT 2021-FL1 A V/R 06/15/39   | LFT CRE 2021-FL1 LTD SER 2021-FL1 CL A V/R REGD 144A P/P 5.64758000                              | CUSIP: 50203JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     85076 | PA      | $85083.14     | 0.03%             | 2039-06-15      | Variable      | 5.65%                 | Yes           |                  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        |     50000 | PA      | $51626.95     | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FPPC 2022-1A AR V/R 04/14/38   | FRANKLIN PARK PLACE CLO I LLC SER 2022-1A CL AR V/R REGD 144A P/P 5.57027000                     | CUSIP: 35455DAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500249.95    | 0.18%             | 2038-04-14      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 6.1% 04/30/30 | OFFICE CHERIFIEN DES PHO REGD REG S 6.10000000                                                   | CUSIP: V6560ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $205972.27    | 0.07%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 4.85% 05/07/30 | AMERICAN INTERNATIONAL REGD 4.85000000                                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90035.98     | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES 5.125% 06/06/27 | MERITAGE HOMES CORP REGD 5.12500000                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77454.15     | 0.03%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARVL 2024-1A A V/R 04/20/37   | CARVAL CLO IX-C LTD SER 2024-1A CL A V/R REGD 144A P/P 6.00549000                                | CUSIP: 14688HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500871.15    | 0.18%             | 2037-04-20      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CUBESMART LP 4.375% 02/15/29   | CUBESMART LP REGD 4.37500000                                                                     | CUSIP: 22966RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54978.31     | 0.02%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 A V/R 06/16/26    | MF1 2021-FL6 LTD SER 2021-FL6 CL A V/R REGD 144A P/P 5.57441000                                  | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28706 | PA      | $28696.20     | 0.01%             | 2036-07-16      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ZIMMER BIOMET H 5.05% 02/19/30 | ZIMMER BIOMET HOLDINGS REGD 5.05000000                                                           | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92624.12     | 0.03%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHR 5480 FD V/R 03/25/54       | FREDDIE MAC REMICS SER 5480 CL FD V/R 5.69839000                                                 | CUSIP: 3137HHKF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488342 | PA      | $491333.91    | 0.17%             | 2054-03-25      | Variable      | 5.70%                 | 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        |    200000 | PA      | $198957.04    | 0.07%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR  5.875% 04/15/27 | TELFON CELUAR DEL PARAGU REGD REG S 5.87500000                                                   | CUSIP: P90475AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    200000 | PA      | $199100.00    | 0.07%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCI LLC 4.75% 10/15/28         | GCI LLC REGD 144A P/P 4.75000000                                                                 | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1656578.39   | 0.58%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS  DISC 09/11/25   | GENUINE PARTS  DISC 09/11/25 0.00000000                                                          | CUSIP: 37255FWB2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1571000 | PA      | $1568434.24   | 0.55%             | 2025-09-11      | Fixed         | 0.00%                 | 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        |    208123 | PA      | $208143.52    | 0.07%             | 2038-05-16      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP 5.15% 03/15/29     | EXELON CORP REGD 5.15000000                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100840.40    | 0.04%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASHPL 2023-1A A 7% 11/20/26    | APL FINANCE 2023-1 DAC SER 2023-1A CL A REGD 144A P/P 7.00000000                                 | CUSIP: 03790CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19607 | PA      | $19660.97     | 0.01%             | 2031-07-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WOLF A V/R 03/15/29   | GREAT WOLF TRUST 2024-WOLF SER 2024-WOLF CL A V/R REGD 144A P/P 5.90510000                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150609.38    | 0.05%             | 2039-03-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-VICT A V/R 07/15/26  | BFLD 2024-VICT MORTGAGE TRUST SER 2024-VICT CL A V/R REGD 144A P/P 6.25310000                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150562.50    | 0.05%             | 2041-07-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30 | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                         | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97230.99     | 0.03%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI B 0% 09/04/25  | BACARDI MARTINI B 0% 09/04/25 0.00000000                                                         | CUSIP: 05634EW40<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |   2080000 | PA      | $2078334.54   | 0.73%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA 6.375% 04/24/35 | COMETA ENERGIA SA REGD REG S 6.37500000                                                          | CUSIP: P29853AA9<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    151600 | PA      | $157199.35    | 0.06%             | 2035-04-24      | Fixed         | 6.38%                 | 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        |     39801 | PA      | $39747.24     | 0.01%             | 2039-07-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LEAFLY HOLDINGS IN 8% 07/01/25 | LEAFLY HOLDINGS INC REGD 144A CONVERTIBLE 8.00000000                                             | CUSIP: 58953MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7148000 | PA      | $6075800.00   | 2.13%             | 2025-09-01      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| RYDER SYSTEM IN 5.25% 06/01/28 | RYDER SYSTEM INC REGD MTN 5.25000000                                                             | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6162.60      | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLO 2021-1A A 2.06% 02/25/26  | DATABANK ISSUER SER 2021-1A CL A2 REGD 144A P/P 2.06000000                                       | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $492415.40    | 0.17%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| MSC 2021-L6 A2 V/R 05/15/31    | MORGAN STANLEY CAPITAL I TRUST 2021-L6 SER 2021-L6 CL A2 V/R REGD 2.12600000                     | CUSIP: 61692CAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    149415 | PA      | $142746.10    | 0.05%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1 A 3.623% 04/15/24  | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1 SER 2019-CF1 CL A2 REGD 3.62340000                | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156583 | PA      | $151850.36    | 0.05%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 5.25% 05/15/27 | ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000                                                     | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2667057.46   | 0.94%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C 4.971% 12/15/29  | BBCMS MORTGAGE TRUST 2025-5C33 SER 2025-5C33 CL A1 REGD 4.97100000                               | CUSIP: 072924AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261095 | PA      | $262847.45    | 0.09%             | 2058-03-15      | Fixed         | 4.97%                 | 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        |   1274034 | PA      | $17537.59     | 0.01%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-JP 2.821% 07/15/26  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 20 SER 2016-JP2 CL A4 REGD 2.82180000       | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $280826.20    | 0.10%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FNR 2024-82 FH V/R 11/25/54    | FANNIE MAE REMICS SER 2024-82 CL FH V/R 5.49839000                                               | CUSIP: 3136BTFZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    369052 | PA      | $368985.70    | 0.13%             | 2054-11-25      | Variable      | 5.50%                 | 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        |     41954 | PA      | $41953.63     | 0.01%             | 2038-04-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 07/31/26   | UNITED STATES TREASURY NOTE 0.62500000                                                           | CUSIP: 91282CCP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2450000 | PA      | $2378816.01   | 0.84%             | 2026-07-31      | Fixed         | 0.62%                 | 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        |    186000 | PA      | $189870.85    | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28 | FREEPORT-MCMORAN INC REGD 4.12500000                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198983.90    | 0.07%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARS INC 4.8% 03/01/30         | MARS INC REGD 144A P/P 4.80000000                                                                | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188535.09    | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LNCR 2021-CRE6 A V/R 11/15/38  | LOANCORE 2021-CRE6 ISSUER LTD SER 2021-CRE6 CL A V/R REGD 144A P/P 5.77758000                    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    182528 | PA      | $182287.53    | 0.06%             | 2038-11-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| SREIT 2021-IND B V/R 10/15/23  | SREIT TRUST 2021-IND SER 2021-IND CL B V/R REGD 144A P/P 5.57448000                              | CUSIP: 78473JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199750.56    | 0.07%             | 2038-10-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V1 4.653% 12/15/29  | BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A1 REGD 4.65300000                             | CUSIP: 08164RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $311434.31    | 0.11%             | 2058-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENT 2.75% 12/10/25 | BANCO CONTINENTAL S.A.E. REGD 144A P/P 2.75000000                                                | CUSIP: 059490AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    150000 | PA      | $148875.00    | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2017-1A AR V/R 04/18/36  | THL CREDIT WIND RIVER 2017-1 CLO LTD SER 2017-1A CL ARR V/R REGD 144A P/P 5.65061000             | CUSIP: 97315TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999532.20   | 0.70%             | 2036-04-18      | Variable      | 5.65%                 | Yes           |                  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        |    160940 | PA      | $160800.22    | 0.06%             | 2039-02-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OP HOLDCO GM V/R 06/05/29/EUR/ | OP HOLDCO GMBH /EUR/ REGD V/R 8.47100000                                                         | CUSIP: D5882UAA9<br>LEI: 391200EJZNGLOEMJB140 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2603418.15   | 0.91%             | 2029-06-05      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| SCLP 2025-2 B 4.97% 06/25/34   | SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST SER 2025-2 CL B REGD 144A P/P 4.97000000                 | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252828.80    | 0.09%             | 2034-06-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CGCMT 2016-P3 3.063% 01/15/26  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 SER 2016-P3 CL A3 REGD 3.06300000                    | CUSIP: 29429CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192415 | PA      | $191142.33    | 0.07%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 XB V/R 05/15/27  | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL XB V/R REGD 1.05381100                    | CUSIP: 12532CBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287000 | PA      | $3809.75      | 0.00%             | 2050-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS I 4.625% 11/15/27 | LPL HOLDINGS INC REGD 144A P/P 4.62500000                                                        | CUSIP: 50212YAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109973.57    | 0.04%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JACOBS ENGINEER 6.35% 08/18/28 | JACOBS ENGINEERING GROUP REGD 6.35000000                                                         | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    249000 | PA      | $262516.89    | 0.09%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 A V/R 12/15/36   | GPMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 5.80357000                                 | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200043 | PA      | $195325.55    | 0.07%             | 2036-12-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PAPA JOHN'S IN 3.875% 09/15/29 | PAPA JOHN'S INTERNATIONA REGD 144A P/P 3.87500000                                                | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    791000 | PA      | $759350.19    | 0.27%             | 2029-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RPM 2025-1A A 5.044% 02/25/27  | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.04400000        | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398240 | PA      | $399781.51    | 0.14%             | 2033-06-27      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| US TIPS 2.375% 01/15/27        | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000                                        | CUSIP: 912810PS1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    239924 | PA      | $244730.69    | 0.09%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANC 4.2% 09/17/29 | BUNGE LTD FINANCE CORP REGD 4.20000000                                                           | CUSIP: 120568BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $78623.89     | 0.03%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALT 5.125% 02/15/29 | CARDINAL HEALTH INC REGD 5.12500000                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80275.07     | 0.03%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLD V/R 04/15/31 | ITAU UNIBANCO HLDG SA/KY REGD V/R REG S 3.87500000                                               | CUSIP: 46556M2A9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197938.45    | 0.07%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  4.721% 10/08/29 | ATHENE GLOBAL FUNDING REGD 144A P/P 4.72100000                                                   | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107485.10    | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 10/18/28 | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 5.23418000                                            | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $154567.00    | 0.05%             | 2028-10-18      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WELF 2020-2A AR V/R 07/15/34   | WELLFLEET CLO 2020-2 LTD SER 2020-2A CL AR V/R REGD 144A P/P 5.79916000                          | CUSIP: 94950AAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002916.40   | 0.35%             | 2034-07-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C2 5.229% 11/15/28  | BBCMS MORTGAGE TRUST 2024-C24 SER 2024-C24 CL A1 REGD 5.22900000                                 | CUSIP: 07336VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190668 | PA      | $192330.24    | 0.07%             | 2057-02-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A V/R 07/25/65  | OBX 2025-NQM14 TRUST SER 2025-NQM14 CL A3 V/R REGD 144A P/P 5.61800000                           | CUSIP: 673924AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    593274 | PA      | $594476.49    | 0.21%             | 2065-07-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.702% 02/15/29  | BANK5 2024-5YR5 SER 2024-5YR5 CL A3 REGD 5.70200000                                              | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206944 | PA      | $215309.18    | 0.08%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SECOP GROUP  V/R 12/29/26/EUR/ | SECOP GROUP HLDG GMBH /EUR/ REGD V/R 10.38000000                                                 | CUSIP: D6T985AB9<br>LEI: 3912009IWWPURB35WO49 | Long             | DBT              | CORP              | DE        |    659000 | PA      | $781633.38    | 0.27%             | 2026-12-29      | Variable      | 10.38%                | No            |                  2 | On Loan: No      |
| SYSCO CORPORATIO 5.1% 09/23/30 | SYSCO CORPORATION REGD 5.10000000                                                                | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83518.82     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 A 5.477% 04/15/29  | BMO 2024-C9 MORTGAGE TRUST SER 2024-C9 CL A1 REGD 5.47770000                                     | CUSIP: 05593MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269115 | PA      | $273622.33    | 0.10%             | 2057-07-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28    | UNITED STATES TREASURY NOTE 0.75000000                                                           | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11300000 | PA      | $10561968.75  | 3.71%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5219 6% 04/01/54      | FREDDIE MAC POOL UMBS P#SD5219 6.00000000                                                        | CUSIP: 3132DSYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    458216 | PA      | $472390.78    | 0.17%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-2 A1 S/UP 02/25/69  | VERUS SECURITIZATION TRUST 2024-2 SER 2024-2 CL A1 S/UP REGD 144A P/P 6.09500000                 | CUSIP: 92539UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    924024 | PA      | $931672.75    | 0.33%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDING 2.05% 10/15/26 | KYNDRYL HOLDINGS INC REGD SER WI 2.05000000                                                      | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72013.68     | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE B V/R 09/10/30 | OVERSEA-CHINESE BANKING REGD V/R 1.83200000                                                      | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199843.89    | 0.07%             | 2030-09-10      | Variable      | 1.83%                 | 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        |   3167653 | PA      | $14641.84     | 0.01%             | 2049-12-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| AMMST 2021-MF 2.023% 06/15/26  | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 SER 2021-MF2 CL A2 REGD 144A P/P 2.02320000 | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183000 | PA      | $178786.79    | 0.06%             | 2054-06-15      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AMRIZE FINANCE U 4.7% 04/07/28 | AMRIZE FINANCE US LLC REGD 144A P/P 4.70000000                                                   | CUSIP: 43475RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91114.46     | 0.03%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 12/01/26 | ENERGY TRANSFER LP REGD 6.05000000                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186509.18    | 0.07%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 4.75% 07/15/30 | MARVELL TECHNOLOGY INC REGD 4.75000000                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $81738.31     | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 C 4.78% 01/15/31  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL C REGD 4.78000000                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252017.45    | 0.09%             | 2031-01-15      | Fixed         | 4.78%                 | 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        |    155123 | PA      | $152946.78    | 0.05%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN  4.875% 03/14/30 | RIO TINTO FIN USA PLC REGD 4.87500000                                                            | CUSIP: 76720AAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    108000 | PA      | $110731.05    | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 5% 06/15/30 | DOMINION ENERGY INC REGD 5.00000000                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94512.24     | 0.03%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLADSTONE LAND CORP /PFD/      | GLADSTONE LAND CORP           /PREFERRED/ 0.00000000                                             | CUSIP: 376549507<br>LEI: 54930002B3Q17H38FG74 | Long             | EP               | CORP              | US        |     45017 | NS      | $1118672.45   | 0.39%             |  |  |  | No            |                  1 | 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        |   1550000 | PA      | $1513647.65   | 0.53%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL A V/R 01/15/24   | MHP 2022-MHIL SER 2022-MHIL CL A V/R REGD 144A P/P 5.17770000                                    | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10558 | PA      | $10557.59     | 0.00%             | 2039-01-15      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| MFT 2024-1A A 5.95% 02/15/26   | MARLETTE FUNDING TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.95000000                          | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28478 | PA      | $28493.24     | 0.01%             | 2034-07-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2021-IP A V/R 10/15/23    | GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL A V/R REGD 144A P/P 5.42848000            | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208000 | PA      | $207870.54    | 0.07%             | 2036-10-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| MERITAGE HOMES 3.875% 04/15/29 | MERITAGE HOMES CORP REGD 144A P/P 3.87500000                                                     | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9769.53      | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BGC GROUP INC 4.375% 12/15/25  | BGC GROUP INC REGD 4.37500000                                                                    | CUSIP: 088929AB0<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2099068.33   | 0.74%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STCR 2018-2A A V/R 08/18/31    | STEELE CREEK CLO 2018-2 LTD SER 2018-2A CL A V/R REGD 144A P/P 5.64676000                        | CUSIP: 85816LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    207536 | PA      | $208034.59    | 0.07%             | 2031-08-18      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM7 A1 V/R 03/25/64  | OBX 2024-NQM7 TRUST SER 2024-NQM7 CL A1 V/R REGD 144A P/P 6.24300000                             | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    686573 | PA      | $694461.96    | 0.24%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 5.375% 06/01/29      | ONEOK INC REGD 5.37500000                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164737.29    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-NXS2 X V/R 07/15/58  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL XA V/R REGD 0.04730400          | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    546235 | PA      | $45.23        | 0.00%             | 2058-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVEDO HOLDI V/R 09/23/27/SEK/ | NOVEDO HOLDINGS AB /SEK/ REGD V/R REG S 9.15500000                                               | CUSIP: W6S19YAD8<br>LEI: 984500F0A56FIF3C6091 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $259571.81    | 0.09%             | 2027-09-23      | Variable      | 9.15%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPEL 4.45% 07/15/27 | BOARDWALK PIPELINES LP REGD 4.45000000                                                           | CUSIP: 096630AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55109.26     | 0.02%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTIL 3.566% 05/01/29 | ESSENTIAL UTILITIES INC REGD 3.56600000                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3891.88      | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29 | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                    | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    264000 | PA      | $286530.71    | 0.10%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 B V/R 02/15/39   | KREF 2021-FL2 LTD SER 2021-FL2 CL B V/R REGD 144A P/P 6.12758000                                 | CUSIP: 48275RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $214494.26    | 0.08%             | 2039-02-15      | Variable      | 6.13%                 | Yes           |                  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    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILIT 4.8% 08/15/27 | ESSENTIAL UTILITIES INC REGD 4.80000000                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63670.03     | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OCP 2014-5A A1R V/R 04/26/31   | OCP CLO 2014-5 LTD SER 2014-5A CL A1R V/R REGD 144A P/P 5.65542000                               | CUSIP: 67102SAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6228 | PA      | $6230.17      | 0.00%             | 2031-04-26      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 7.5% 09/15/27 | UBER TECHNOLOGIES INC REGD 144A P/P 7.50000000                                                   | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1206764.48   | 0.42%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIFAX INC 4.8% 09/15/29      | EQUIFAX INC REGD 4.80000000                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113843.30    | 0.04%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 4.8% 03/15/30 | MARRIOTT INTERNATIONAL REGD 4.80000000                                                           | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107726.95    | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P4 2.902% 07/10/26  | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL A4 REGD 2.90200000                    | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $196583.68    | 0.07%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOB 5.999% 01/27/28 | PETROBRAS GLOBAL FINANCE REGD SER WI 5.99900000                                                  | CUSIP: 71647NAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $51089.60     | 0.02%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB 2015-C32 X V/R 09/15/25  | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32 SER 2015-C32 CL XA V/R REGD 1.23067400       | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560997 | PA      | $36.35        | 0.00%             | 2048-11-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.25% 04/15/28 | AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000                                                  | CUSIP: 05369AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16703.15     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC 6% 11/15/28       | ENBRIDGE INC REGD 6.00000000                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $46365.14     | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAI 2020-1A A 2.22% 03/27/28   | CAL FUNDING IV LTD SER 2020-1A CL A REGD 144A P/P 2.22000000                                     | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    289896 | PA      | $275160.86    | 0.10%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| FNA 2020-M49 1A1 V/R 11/25/30  | FANNIE MAE-ACES SER 2020-M49 CL 1A1 V/R 1.29700000                                               | CUSIP: 3136BCC73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    945106 | PA      | $882743.00    | 0.31%             | 2030-11-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 4.5% 08/15/28       | MASTEC INC REGD 144A P/P 4.50000000                                                              | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163991.77    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.25% 10/15/27 | DEVON ENERGY CORPORATION REGD SER WI 5.25000000                                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27037.77     | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS 5.5% 07/01/27 | GRUBHUB HOLDINGS INC REGD 144A P/P 5.50000000                                                    | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1959233.42   | 0.69%             | 2027-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| OCTR 2014-5A ARR V/R 10/13/31  | OCEAN TRAILS CLO V SER 2014-5A CL ARR V/R REGD 144A P/P 5.86188000                               | CUSIP: 67515EAR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    301268 | PA      | $302184.02    | 0.11%             | 2031-10-13      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| TSET 2024-1A A 5.08% 09/20/29  | TESLA SUSTAINABLE ENERGY TRUST 2024-1 SER 2024-1A CL A2 REGD 144A P/P 5.08000000                 | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    515689 | PA      | $519127.17    | 0.18%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CANNABIST CO HL 9.25% 12/31/28 | CANNABIST CO HLDGS INC REGD 9.25000000                                                           | CUSIP: 13766HAA7<br>LEI: 9845007B45659F4F4F75 | Long             | DBT              | CORP              | US        |  13681000 | PA      | $6908905.00   | 2.43%             | 2028-12-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GSMS 2017-GS6 XA V/R 05/10/27  | GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL XA V/R REGD 1.14030500                     | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1641529 | PA      | $23082.69     | 0.01%             | 2050-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30 | TARGA RESOURCES PARTNERS REGD 5.50000000                                                         | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $119231.01    | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                            | SEK/USD FWD 20250915 000000010 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16659.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL 4.8% 10/24/30 | AVIATION CAPITAL GROUP REGD 144A P/P 4.80000000                                                  | CUSIP: 05369AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $188915.44    | 0.07%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-INV2  V/R 08/25/68  | VERUS SECURITIZATION TRUST 2023-INV2 SER 2023-INV2 CL A1 V/R REGD 144A P/P 6.44300000            | CUSIP: 92540BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443090 | PA      | $446468.15    | 0.16%             | 2068-08-25      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2023-NQM5  V/R 06/25/63  | BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 6.50500000       | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376248 | PA      | $379197.40    | 0.13%             | 2063-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 08/14/29 | GE HEALTHCARE TECH INC REGD 4.80000000                                                           | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212350.33    | 0.07%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER M V/R 10/01/28 | BANCO SANTANDER MEXICO REGD V/R REG S 7.52500000                                                 | CUSIP: P1507SAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $213270.60    | 0.07%             | 2028-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| T/L BALLY'S CORP 0% 10/02/28   | T/L BALLY'S CORPORATION REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2706368 | PA      | $2673891.20   | 0.94%             | 2028-10-02      | Variable      | 7.84%                 | 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        |    116848 | PA      | $119809.75    | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLO 2023-1A  5.116% 02/25/28  | DATABANK ISSUER SER 2023-1A CL A2 REGD 144A P/P 5.11600000                                       | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498572.15    | 0.18%             | 2053-02-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A  5.335% 09/15/31  | SLAM LTD SER 2024-1A CL A REGD 144A P/P 5.33500000                                               | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329713 | PA      | $332789.26    | 0.12%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AGILENT TECHNOLO 4.2% 09/09/27 | AGILENT TECHNOLOGIES INC REGD 4.20000000                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9003.59      | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM3 A V/R 07/25/68  | MFA 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 6.61700000                             | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    444689 | PA      | $447937.97    | 0.16%             | 2068-07-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PMIT 2024-1A A 6.12% 01/15/26  | PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2024-1 SER 2024-1A CL A REGD 144A P/P 6.12000000       | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36973 | PA      | $36996.23     | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNR 2024-93 FL V/R 12/25/54    | FANNIE MAE REMICS SER 2024-93 CL FL V/R 5.79839000                                               | CUSIP: 3136BTJ20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    384109 | PA      | $387688.23    | 0.14%             | 2054-12-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC DISC 09/15/25    | DOLLARAMA INC DISC 09/15/25 0.00000000                                                           | CUSIP: 25675LWF7<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   1341000 | PA      | $1337964.51   | 0.47%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.906% 04/02/30 | BAT CAPITAL CORP REGD 4.90600000                                                                 | CUSIP: 05526DBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7117.84      | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/28 | JPMORGAN CHASE & CO REGD V/R SER . 5.29533600                                                    | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183043.17    | 0.06%             | 2028-04-22      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CO 3.9% 05/01/29 | CNA FINANCIAL CORP REGD 3.90000000                                                               | CUSIP: 126117AV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27595.03     | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | 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        |    185111 | PA      | $188727.86    | 0.07%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRANSLATIONAL DEVELOPMENT AC   | TRANSLATIONAL DEVELOPMENT AC 0.00000000                                                          | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51284 | NS      | $530276.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DBJPM 2016-C3  2.89% 07/10/26  | DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000                                   | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $196946.28    | 0.07%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA  1.17% 02/15/28  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000       | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40256 | PA      | $37751.61     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  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