# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-26-012538
**Filing Date:** 2026-5
**Character Count:** 231866
**Document Hash:** 3230ef0ff2e099ff0bd8f4a1a5233483
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012538.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012538

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine ETF Trust
- **CENTRAL INDEX KEY:** 0001886172

**ORGANIZATION NAME:**
- **EIN:** 876641637
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 261031150

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (213) 633-8200

**MAIL ADDRESS:**
- **STREET 1:** 2002 NORTH TAMPA STREET
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Multi-Sector Income ETF (Series ID: S000088886)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000255273 | DoubleLine Multi-Sector Income ETF | DMX             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine ETF Trust

- **b. Investment Company Act file number:** 811-23746

- **c. CIK number of Registrant:** 0001886172

- **d. LEI of Registrant:** 549300TPCA72X7FKG626

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

  - **Street Address 1:** 2002 North Tampa Street Suite 200

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

  - **Telephone number:** 813-791-7333

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

- **a. Name of Series:** DoubleLine Multi-Sector Income ETF

- **b. EDGAR series identifier (if any):** S000088886

- **c. LEI of Series:** 529900ND5F4H0KKFVS59

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $84351246.18

**Total Liabilities:** $2414145.24

**Net Assets:** $81937100.94

**Delayed Delivery Securities:** $360947.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 36.00000000 | **1-Year:** 1781.00000000 | **5-Year:** 5784.00000000 | **10-Year:** 1975.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 33.00000000 | **1-Year:** 3206.00000000 | **5-Year:** 11052.00000000 | **10-Year:** 2670.00000000 | **30-Year:** 15.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255273 | 0.42%                | 0.36%                | -0.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1557.70                | $-53305.37                                 |
| Month 2  | $11279.03                | $-104557.05                                |
| Month 3  | $-47236.31               | $-927024.91                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Garda World Security Corp.                         | Garda World Security Corp., Senior Secured First Lien Term Loan                  | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    104211 | PA      | $103689.47    | 0.13%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                 | Chemours Co. (The)                                                               | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40027.97     | 0.05%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                  | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126005.13    | 0.15%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                 | DBC Mortgage Trust, Series 2025-DBC, Class D                                     | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99886.44     | 0.12%             | 2042-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90711.24     | 0.11%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                       | Mitchell International, Inc., Senior Secured First Lien Term Loan                | CUSIP: 60662WBB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44888 | PA      | $42953.97     | 0.05%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust                              | Aspire Mortgage Trust, Series 2026-1, Class M1                                   | CUSIP: 04539FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501480.50    | 0.61%             | 2066-01-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                              | Blackfin Pipeline LLC, Senior Secured First Lien Term Loan                       | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     94762 | PA      | $95399.30     | 0.12%             | 2032-09-29      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                 | Voyager Parent LLC, Senior Secured First Lien Term Loan                          | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139301 | PA      | $138531.93    | 0.17%             | 2032-07-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                             | JBS NV                                                                           | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     90000 | PA      | $90097.65     | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V18, Class C                               | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249590.48    | 0.30%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                          | Zayo Group Holdings, Inc., Senior Secured First Lien Term Loan                   | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188829 | PA      | $185750.43    | 0.23%             | 2030-03-11      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                | Graham Holdings Co.                                                              | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274995.20    | 0.34%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                            | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79165.07     | 0.10%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $253230.25    | 0.31%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                | CNX Resources Corp.                                                              | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136442.12    | 0.17%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC STACR REMICS Trust, Series 2024-HQA1, Class M2                             | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303295.26    | 0.37%             | 2044-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund         | JPMorgan U.S. Government Money Market Fund - Class IM                            | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   5185482 | NS      | $5185482.18   | 6.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp.                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $231560.00    | 0.28%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                    | Discovery Global Holdings, Inc.                                                  | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52904.46     | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2025-12, Class C                                                | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150336.15    | 0.18%             | 2042-12-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                        | McGraw-Hill Education, Inc.                                                      | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112365.77    | 0.14%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC, Senior Secured First Lien Term Loan                             | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76388 | PA      | $76641.35     | 0.09%             | 2032-11-08      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class XA                 | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2066968 | PA      | $84095.02     | 0.10%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust, Series 2018-C13, Class B                          | CUSIP: 90353KBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142320.18    | 0.17%             | 2051-10-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                             | Aveanna Healthcare LLC, Senior Secured First Lien Term Loan                      | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    109725 | PA      | $109800.71    | 0.13%             | 2032-09-17      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                         | BCPE Empire Holdings, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    153450 | PA      | $151403.74    | 0.18%             | 2030-12-11      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                                                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62340.63     | 0.08%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84379.15     | 0.10%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                           | Venture Global LNG, Inc.                                                         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     83000 | PA      | $89181.67     | 0.11%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                       | Pye-Barker Fire & Safety LLC, Senior Secured First Lien Term Loan                | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     34800 | PA      | $34893.09     | 0.04%             | 2032-12-16      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113243.87    | 0.14%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                       | Tallgrass Energy Partners LP                                                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105596.09    | 0.13%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2025-5C10, Class C                                    | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152330.37    | 0.19%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                       | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     74813 | PA      | $73877.35     | 0.09%             | 2032-12-30      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                     | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79242.39     | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                         | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50842.46     | 0.06%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                               | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39287.02     | 0.05%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88502.56     | 0.11%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                       | Pagaya AI Debt Grantor Trust, Series 2024-8, Class D                             | CUSIP: 69544QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111372 | PA      | $111811.33    | 0.14%             | 2032-01-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC, Senior Secured First Lien Term Loan                    | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     75000 | PA      | $72531.00     | 0.09%             | 2029-01-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                     | PLYM Commercial Mortgage Trust, Series 2026-IND, Class D                         | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99252.05     | 0.12%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2025-5YR17, Class XA                                               | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998740 | PA      | $93261.62     | 0.11%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd.                   | Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A                         | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    286750 | PA      | $284799.53    | 0.35%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                         | PRPM Trust, Series 2025-NQM3, Class B1                                           | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751138.58    | 0.92%             | 2070-05-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150610.05    | 0.18%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                   | Global Aircraft Leasing Co. Ltd.                                                 | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    539000 | PA      | $547510.81    | 0.67%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                  | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60711.06     | 0.07%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                            | Nabors Industries, Inc.                                                          | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225870.62    | 0.28%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                           | Radiology Partners, Inc.                                                         | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142116.80    | 0.17%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $327578.94    | 0.40%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                     | Illumina, Inc.                                                                   | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66712.80     | 0.08%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | BRAVO Residential Funding Trust, Series 2026-NQM2, Class M1                      | CUSIP: 105934AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489178.80    | 0.60%             | 2065-11-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2026-5C8, Class D                  | CUSIP: 95005BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $88355.92     | 0.11%             | 2059-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                 | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145437.46    | 0.18%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                         | PRPM Trust, Series 2025-NQM6, Class B1                                           | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $595704.24    | 0.73%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                            | BDS LLC, Series 2025-FL16, Class C                                               | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $139791.26    | 0.17%             | 2043-06-19      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                | Newell Brands, Inc.                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72053.22     | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc., Series GG                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95732.26     | 0.12%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp.                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182494.80    | 0.22%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                      | Dornoch Debt Merger Sub, Inc.                                                    | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $246668.90    | 0.30%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2026-5C40, Class D                                  | CUSIP: 05557AAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103000 | PA      | $86662.47     | 0.11%             | 2059-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                   | Florida Gas Transmission Co. LLC                                                 | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64668.72     | 0.08%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                          | BRSP Ltd., Series 2026-FL3, Class D                                              | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140520.52    | 0.17%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2024-5C3, Class D                                     | CUSIP: 09660QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $134181.93    | 0.16%             | 2057-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61270.08     | 0.07%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                           | MF1 Ltd., Series 2021-FL7, Class D                                               | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100134.40    | 0.12%             | 2036-10-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                 | Pinnacle Buyer LLC, Senior Secured First Lien Term Loan                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     33465 | PA      | $33542.99     | 0.04%             | 2032-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                        | Grant Thornton Advisors LLC, Senior Secured First Lien Term Loan                 | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278697 | PA      | $260871.56    | 0.32%             | 2031-06-02      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                           | WESCO Distribution, Inc.                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412946.91    | 0.50%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                | Triton Container International Ltd.                                              | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    108000 | PA      | $105817.74    | 0.13%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                 | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88431.17     | 0.11%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                  | Lamar Media Corp.                                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244902.20    | 0.30%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                            | Genesee & Wyoming, Inc.                                                          | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293828.00    | 0.36%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                            | Columbus McKinnon Corp.                                                          | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250118.75    | 0.31%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                           | NGL Energy Operating LLC, Senior Secured First Lien Term Loan                    | CUSIP: 62922KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $25058.63     | 0.03%             | 2033-03-11      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust       | Natixis Commercial Mortgage Securities Trust, Series 2019-10K, Class E           | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92734.36     | 0.11%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                            | Windstream Services LLC                                                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57521.04     | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                           | COLT Mortgage Loan Trust, Series 2026-2, Class M1                                | CUSIP: 19689FAL8<br>LEI: 213800O4MIR3K4EURE50 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503031.50    | 0.61%             | 2071-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                               | QTS Issuer ABS I LLC, Series 2025-1A, Class B                                    | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147017.42    | 0.18%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2025-5C13, Class C                                    | CUSIP: 09664JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $134326.74    | 0.16%             | 2058-12-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195791.88    | 0.24%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                         | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63923.53     | 0.08%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $83835.88     | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                        | Bell Canada                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $96247.92     | 0.12%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                          | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $179691.66    | 0.22%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                       | PetSmart LLC                                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251403.75    | 0.31%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                               | Cenovus Energy, Inc.                                                             | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $50764.27     | 0.06%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                                | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $302589.00    | 0.37%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2023-C19, Class B                                   | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100748.33    | 0.12%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                       | Compass Power Generation LLC, Senior Secured First Lien Term Loan                | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    126965 | PA      | $127894.84    | 0.16%             | 2029-04-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                           | Penn Entertainment, Inc.                                                         | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82648.82     | 0.10%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                   | CPI Holdco B LLC, Senior Secured First Lien Term Loan                            | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14924 | PA      | $14844.55     | 0.02%             | 2031-05-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                 | Primo Brands Corp., Senior Secured First Lien Term Loan                          | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     75000 | PA      | $75210.75     | 0.09%             | 2031-03-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                        | QXO Building Products, Inc.                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357303.10    | 0.44%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                       | Acushnet Co.                                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218847.62    | 0.27%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                 | Vertiv Group Corp.                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114313.58    | 0.14%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                        | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31558.52     | 0.04%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2026-5C8, Class XA                 | CUSIP: 95005BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2641000 | PA      | $154584.33    | 0.19%             | 2059-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc.                                                           | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117550.62    | 0.14%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                             | StubHub Holdco Sub LLC, Senior Secured First Lien Term Loan                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     26578 | PA      | $26237.96     | 0.03%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                      | Staples, Inc., Senior Secured First Lien Term Loan                               | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     34736 | PA      | $31658.33     | 0.04%             | 2029-08-23      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| WSP Global, Inc.                                   | WSP Global, Inc.                                                                 | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $96231.03     | 0.12%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                            | Level 3 Financing, Inc.                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229300.01    | 0.28%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp., Senior Secured First Lien Term Loan                         | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    233925 | PA      | $234729.70    | 0.29%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                   | Trucordia Insurance Holdings LLC, Senior Secured First Lien Term Loan            | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24712 | PA      | $22859.06     | 0.03%             | 2032-06-17      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                         | Builders FirstSource, Inc.                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316309.41    | 0.39%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $20032.50     | 0.02%             | 2033-02-14      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA, Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    120809 | PA      | $121287.36    | 0.15%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                 | WhiteWater Matterhorn Holdings LLC, Senior Secured First Lien Term Loan          | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44938 | PA      | $44787.63     | 0.05%             | 2032-06-16      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                           | Full House Resorts, Inc.                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77562.50     | 0.09%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) Sarl                                 | Delta 2 (Lux) Sarl, Senior Secured First Lien Term Loan                          | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    115000 | PA      | $114928.13    | 0.14%             | 2031-09-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| EFMT                                               | EFMT, Series 2025-INV2, Class B2                                                 | CUSIP: 281914AF8<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $745491.38    | 0.91%             | 2070-05-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                  | Chariot Buyer LLC, Senior Secured First Lien Term Loan                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    119698 | PA      | $118746.89    | 0.14%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                  | Taylor Morrison Communities, Inc.                                                | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100206.50    | 0.12%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                               | LoanCore Issuer Ltd., Series 2021-CRE6, Class D                                  | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100331.10    | 0.12%             | 2038-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                      | White Cap Supply Holdings LLC, Senior Secured First Lien Term Loan               | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     34187 | PA      | $32960.84     | 0.04%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc., Senior Secured First Lien Term Loan        | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     70000 | PA      | $70280.00     | 0.09%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                      | Novelis Corp.                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35330.79     | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                        | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265576.74    | 0.32%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Senior Secured First Lien Term Loan                                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     19850 | PA      | $19651.50     | 0.02%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| MHP                                                | MHP, Series 2021-STOR, Class E                                                   | CUSIP: 55293BAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99996.36     | 0.12%             | 2038-07-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                             | INEOS U.S. Finance LLC, Senior Secured First Lien Term Loan                      | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     19585 | PA      | $17173.75     | 0.02%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                | GFL Environmental Holdings US, Inc.                                              | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $279883.08    | 0.34%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                       | Antero Midstream Partners LP                                                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49305.09     | 0.06%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                       | First Advantage Holdings LLC, Senior Secured First Lien Term Loan                | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     34586 | PA      | $33750.42     | 0.04%             | 2031-10-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                               | FS Rialto Issuer LLC, Series 2026-FL11, Class C                                  | CUSIP: 30343TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    110000 | PA      | $110341.44    | 0.13%             | 2044-01-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-5, Class B1                              | CUSIP: 92540XAE1<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753842.25    | 0.92%             | 2070-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Ovg Business Services LLC                          | Ovg Business Services LLC, Senior Secured First Lien Term Loan                   | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203965 | PA      | $204219.60    | 0.25%             | 2031-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust                     | LBTY Commercial Mortgage Trust, Series 2026-225L, Class D                        | CUSIP: 50178LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98160.16     | 0.12%             | 2043-02-10      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V19, Class C                               | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $127298.98    | 0.16%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                     | NCL Corp. Ltd.                                                                   | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $48551.67     | 0.06%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                     | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $194621.93    | 0.24%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                              | United Airlines, Inc.                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50070.72     | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120976.79    | 0.15%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                | Azorra Finance Ltd.                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $156639.13    | 0.19%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                     | RealPage, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    179531 | PA      | $172400.27    | 0.21%             | 2028-04-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                            | Talen Energy Supply LLC, Senior Secured First Lien Term Loan                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    104738 | PA      | $104943.31    | 0.13%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                               | Mativ Holdings, Inc.                                                             | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69947.37     | 0.09%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-11, Class B1                             | CUSIP: 924935AL3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $690745.58    | 0.84%             | 2070-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60831.30     | 0.07%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179547.99    | 0.22%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                  | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163854.08    | 0.20%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Co. LLC                | Teva Pharmaceutical Finance Co. LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105216.47    | 0.13%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                         | ADMI Corp., Senior Secured First Lien Term Loan                                  | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     78072 | PA      | $73426.37     | 0.09%             | 2027-12-23      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2025-5YR16, Class XA                                               | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1078646 | PA      | $45071.66     | 0.06%             | 2063-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer LLC                                   | BSPRT Issuer LLC, Series 2026-FL13, Class A                                      | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140350.00    | 0.17%             | 2043-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                           | Crown Finance U.S., Inc., Senior Secured First Lien Term Loan                    | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114350 | PA      | $113403.11    | 0.14%             | 2031-12-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104642.31    | 0.13%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                 | Wand NewCo 3, Inc., Senior Secured First Lien Term Loan                          | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165004 | PA      | $163878.81    | 0.20%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                       | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91312.38     | 0.11%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                            | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129173.53    | 0.16%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                          | OAK-Eagle Acquireco, Inc., Senior Secured First Lien Term Loan                   | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    190000 | PA      | $189050.00    | 0.23%             | 2033-03-23      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN32, Class XA                                                 | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4077128 | PA      | $109541.02    | 0.13%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2026-5YR21, Class XA                                               | CUSIP: 06644BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3161000 | PA      | $111056.36    | 0.14%             | 2059-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-AGLN, Class B                 | CUSIP: 94990HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99755.55     | 0.12%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    206000 | PA      | $189660.99    | 0.23%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                     | EchoStar Corp.                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $90792.72     | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $154748.50    | 0.19%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2024-MF, Class D                            | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88545 | PA      | $88717.26     | 0.11%             | 2039-02-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                              | Cheniere Energy, Inc.                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44283.17     | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                            | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89531.78     | 0.11%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                           | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85347.86     | 0.10%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                      | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class D                         | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99879.67     | 0.12%             | 2039-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                          | MFA Trust, Series 2025-NQM5, Class M1                                            | CUSIP: 59319DAH6<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753594.75    | 0.92%             | 2070-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust        | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A2           | CUSIP: 03882KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $128135.01    | 0.16%             | 2054-10-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2025-5C38, Class B                                  | CUSIP: 05556RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $124057.88    | 0.15%             | 2058-11-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                 | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36479.39     | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class C                  | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $120989.95    | 0.15%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88661.74     | 0.11%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                            | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38851.17     | 0.05%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                  | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                  | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95862.50     | 0.12%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51385.42     | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                              | Vital Care Issuer LLC, Series 2025-1A, Class A2                                  | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251672.45    | 0.31%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                           | Dividend Solar Loans LLC, Series 2017-1, Class C                                 | CUSIP: 255391AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246542 | PA      | $222939.75    | 0.27%             | 2038-03-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                            | OneDigital Borrower LLC, Senior Secured First Lien Term Loan                     | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74810 | PA      | $72518.60     | 0.09%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2024-CNYN, Class D                                              | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71296 | PA      | $71381.27     | 0.09%             | 2041-04-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2026-CSMO, Class D                          | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100405.81    | 0.12%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                          | RFR Trust, Series 2025-SGRM, Class E                                             | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100556.36    | 0.12%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                     | Univision Communications, Inc.                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196118.96    | 0.24%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                            | Qnity Electronics, Inc.                                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70867.09     | 0.09%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                           | MF1 Ltd., Series 2022-FL8, Class B                                               | CUSIP: 55284JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $129886.90    | 0.16%             | 2037-02-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V15, Class XA                              | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3565296 | PA      | $147887.75    | 0.18%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      9975 | PA      | $9342.72      | 0.01%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                          | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71356.62     | 0.09%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                     | Anywhere Real Estate Group LLC                                                   | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80377.95     | 0.10%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                      | MetLife, Inc., Series G                                                          | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93399.87     | 0.11%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                  | Installed Building Products, Inc.                                                | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273922.88    | 0.33%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC, Senior Secured First Lien Term Loan                           | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     13612 | PA      | $12016.88     | 0.01%             | 2028-06-02      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                        | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35783.90     | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                    | Live Nation Entertainment, Inc., Senior Secured First Lien Term Loan             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     84788 | PA      | $84928.67     | 0.10%             | 2032-10-21      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    137160 | PA      | $137357.47    | 0.17%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                         | Team Health Holdings, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84364 | PA      | $84185.50     | 0.10%             | 2028-06-30      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                      | Staples, Inc.                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171234.02    | 0.21%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM17, Class M1                                           | CUSIP: 673911AF0<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $605828.40    | 0.74%             | 2064-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| 180 Medical, Inc.                                  | 180 Medical, Inc.                                                                | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196560.76    | 0.24%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                 | Wand NewCo 3, Inc.                                                               | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $556529.39    | 0.68%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. Sarl                            | Froneri Lux FinCo. Sarl                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195194.56    | 0.24%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc., Senior Secured First Lien Term Loan         | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84150 | PA      | $83940.05     | 0.10%             | 2033-02-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2024-5C31, Class D                                  | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $150221.71    | 0.18%             | 2057-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153605.46    | 0.19%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V16, Class XA                              | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3149492 | PA      | $114855.35    | 0.14%             | 2058-08-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                 | CHS/Community Health Systems, Inc.                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188024.95    | 0.23%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alkermes, Inc.                                     | Alkermes, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 01642UAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90787.95     | 0.11%             | 2031-08-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| LC Ahab U.S. Bidco LLC                             | LC Ahab U.S. Bidco LLC, Senior Secured First Lien Term Loan                      | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149020 | PA      | $147809.11    | 0.18%             | 2031-05-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                             | Meade Pipeline Co. LLC, Senior Secured First Lien Term Loan                      | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |     90000 | PA      | $90149.85     | 0.11%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $40174.46     | 0.05%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                           | AthenaHealth Group, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     54861 | PA      | $53935.67     | 0.07%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                              | Directv Financing LLC                                                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $175922.77    | 0.21%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                    | Discovery Global Holdings, Inc.                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39881.25     | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                           | CompoSecure Holdings LLC, Senior Secured First Lien Term Loan                    | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54965.90     | 0.07%             | 2033-01-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     61000 | PA      | $59954.26     | 0.07%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2022-LBA6, Class C                                              | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100042.10    | 0.12%             | 2039-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                       | PetSmart LLC, Senior Secured First Lien Term Loan                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     80000 | PA      | $79620.00     | 0.10%             | 2032-08-18      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                | Victra Holdings LLC, Senior Secured First Lien Term Loan                         | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245996 | PA      | $242921.46    | 0.30%             | 2029-03-30      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                               | Alterra Mountain Co., Senior Secured First Lien Term Loan                        | CUSIP: 46124CAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54862 | PA      | $54913.73     | 0.07%             | 2028-08-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                    | Whirlpool Corp.                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90120.18     | 0.11%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                | Hilton Domestic Operating Co., Inc.                                              | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144459.88    | 0.18%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                  | Standard Building Solutions, Inc.                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90126.18     | 0.11%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61595.58     | 0.08%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                     | Cotiviti, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    104213 | PA      | $96188.60     | 0.12%             | 2032-03-26      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP, Senior Secured First Lien Term Loan                       | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     64405 | PA      | $60511.64     | 0.07%             | 2030-08-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                 | Light & Wonder International, Inc.                                               | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132363.45    | 0.16%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                          | AREIT LLC, Series 2025-CRE11, Class C                                            | CUSIP: 04002DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $110165.11    | 0.13%             | 2043-07-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                         | TKO Worldwide Holdings LLC, Senior Secured First Lien Term Loan                  | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     64637 | PA      | $64677.58     | 0.08%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc.                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48281.43     | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                              | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94882.22     | 0.12%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                                | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194408.95    | 0.24%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                | Tecta America Corp., Senior Secured First Lien Term Loan                         | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $59555.24     | 0.07%             | 2032-02-18      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                              | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179824.55    | 0.22%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                               | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49685.91     | 0.06%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                          | Eisner Advisory Group LLC, Senior Secured First Lien Term Loan                   | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |     84787 | PA      | $80971.55     | 0.10%             | 2031-02-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                          | KREF Ltd., Series 2022-FL3, Class C                                              | CUSIP: 48275EAG1<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $130479.83    | 0.16%             | 2039-02-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM18, Class M1                                           | CUSIP: 673913AD1<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $626599.38    | 0.76%             | 2064-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust, Series 2026-1, Class A2                | CUSIP: 03066CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99969.90     | 0.12%             | 2029-04-18      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                                     | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39519.69     | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2024-5C5, Class D                                     | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133815.54    | 0.16%             | 2057-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                              | Tiger Acquisition LLC, Senior Secured First Lien Term Loan                       | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138515 | PA      | $138809.09    | 0.17%             | 2032-08-23      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                            | VSP Optical Group, Inc.                                                          | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    107000 | PA      | $104929.76    | 0.13%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2025-5C13, Class XA                                   | CUSIP: 09664JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2648694 | PA      | $129239.31    | 0.16%             | 2058-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                         | Olin Corp.                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68563.31     | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                           | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38148.94     | 0.05%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                          | Michaels Cos., Inc. (The)                                                        | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87709.41     | 0.11%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class B2                           | CUSIP: 46658DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499176.05    | 0.61%             | 2064-11-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                             | Golden State Foods LLC, Senior Secured First Lien Term Loan                      | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14924 | PA      | $14962.95     | 0.02%             | 2031-12-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     94384 | PA      | $89516.94     | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC                                                                     | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $284554.96    | 0.35%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V18, Class XA                              | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3474939 | PA      | $176227.37    | 0.22%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| XHR LP                                             | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    269000 | PA      | $271920.00    | 0.33%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2024-GPA2, Class D                          | CUSIP: 12433DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97464 | PA      | $97539.72     | 0.12%             | 2041-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                                 | EDI ABS Issuer LLC, Series 2025-1A, Class B                                      | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $92660.93     | 0.11%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                          | OAK-Eagle Acquireco, Inc.                                                        | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57615.07     | 0.07%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                      | Textron, Inc.                                                                    | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58013.93     | 0.07%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pagaya Ai Debt Grantor Trust                       | Pagaya Ai Debt Grantor Trust, Series 2024-9, Class D                             | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144353 | PA      | $144825.18    | 0.18%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                               | LoanCore Issuer Ltd., Series 2021-CRE6, Class C                                  | CUSIP: 53948HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150453.60    | 0.18%             | 2038-11-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust, Series 2016-HHV, Class C                                       | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99663.27     | 0.12%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                         | Willis North America, Inc.                                                       | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11833.54     | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                 | Eagle Parent Corp., Senior Secured First Lien Term Loan                          | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108463 | PA      | $108813.19    | 0.13%             | 2029-04-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                    | Dealer Tire LLC                                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $567462.37    | 0.69%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                         | Builders FirstSource, Inc.                                                       | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170049.61    | 0.21%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                              | Matador Resources Co.                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101162.00    | 0.12%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                     | United Airlines Holdings, Inc.                                                   | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    271000 | PA      | $265733.58    | 0.32%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                   | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $83723.00     | 0.10%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                      | Griffon Corp.                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294601.69    | 0.36%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                   | Gabx Leasing LLC                                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30569.34     | 0.04%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                            | Ellucian Holdings, Inc.                                                          | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186060.12    | 0.23%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                 | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88168.72     | 0.11%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust        | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class E            | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $148718.10    | 0.18%             | 2036-10-16      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                             | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214903.60    | 0.26%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                           | WESCO Distribution, Inc.                                                         | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74051.17     | 0.09%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                            | Nabors Industries, Inc.                                                          | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133157.38    | 0.16%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                       | Mattel, Inc.                                                                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15907.27     | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)         | Edelman Financial Engines Center LLC (The), Senior Secured Second Lien Term Loan | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     40000 | PA      | $39710.00     | 0.05%             | 2028-10-20      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc., Senior Secured First Lien Term Loan                         | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    109175 | PA      | $108190.24    | 0.13%             | 2032-06-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| GBT U.S. III LLC                                   | GBT U.S. III LLC, Senior Secured First Lien Term Loan                            | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69950 | PA      | $68655.93     | 0.08%             | 2031-07-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class B1                  | CUSIP: 64832LAJ2<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $740865.98    | 0.90%             | 2065-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                        | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $252217.33    | 0.31%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247728.45    | 0.30%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                       | Tallgrass Energy Partners LP                                                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66907.23     | 0.08%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                     | Weatherford International Ltd.                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $184035.42    | 0.22%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                             | Cengage Learning, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153450 | PA      | $150636.49    | 0.18%             | 2031-03-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                     | DISH DBS Corp.                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $217754.45    | 0.27%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.      | Merlin Entertainments Group US Holdings, Inc.                                    | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167066.30    | 0.20%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2026-OPTM, Class D                                              | CUSIP: 05594XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99571.24     | 0.12%             | 2039-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                           | Venture Global LNG, Inc.                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145669.35    | 0.18%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class M1A                          | CUSIP: 46664DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $594326.82    | 0.73%             | 2066-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                       | Focus Financial Partners LLC, Senior Secured First Lien Term Loan                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    148100 | PA      | $143649.16    | 0.18%             | 2031-09-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                  | EMRLD Borrower LP                                                                | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208753.35    | 0.25%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                  | Alliant Holdings Intermediate LLC                                                | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117983.71    | 0.14%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance U.S., Inc.                    | ION Platform Finance U.S., Inc., Senior Secured First Lien Term Loan             | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $121374.75    | 0.15%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                      | BioMarin Pharmaceutical, Inc., Senior Secured First Lien Term Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $94881.73     | 0.12%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2024-V12, Class XA                              | CUSIP: 081915AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3967642 | PA      | $115519.49    | 0.14%             | 2057-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                | Hilcorp Energy I LP                                                              | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129704.19    | 0.16%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust, Series 2016-SFP, Class A                                       | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85739.55     | 0.10%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class C     | CUSIP: 61779RCV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98241.97     | 0.12%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                              | Matador Resources Co.                                                            | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84514.41     | 0.10%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                     | Uniti Group LP                                                                   | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61152.05     | 0.07%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                          | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43052.03     | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95739.94     | 0.12%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                        | Qorvo, Inc.                                                                      | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65169.82     | 0.08%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71825.88     | 0.09%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                      | Rollins, Inc.                                                                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62988.38     | 0.08%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                    | Discovery Global Holdings, Inc.                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111334.38    | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                    | Gulfport Energy Operating Corp.                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183290.63    | 0.22%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                            | RHP Hotel Properties LP                                                          | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $224176.92    | 0.27%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                     | VT Topco, Inc.                                                                   | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80388.03     | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                | Carlyle US CLO Ltd., Series 2020-2A, Class CR2                                   | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484031.20    | 0.59%             | 2035-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25583.51     | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                            | RHP Hotel Properties LP                                                          | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83949.71     | 0.10%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                            | Bain Capital Credit CLO, Series 2018-2A, Class DR                                | CUSIP: 05682VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004353.40   | 1.23%             | 2031-07-19      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                         | Allison Transmission, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    115000 | PA      | $115546.25    | 0.14%             | 2033-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                    | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151049.10    | 0.18%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                              | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34501.85     | 0.04%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-9, Class B2                              | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $745433.70    | 0.91%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56593.68     | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                 | Dayforce Bidco LLC, Senior Secured First Lien Term Loan                          | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $118576.25    | 0.14%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                          | OAK-Eagle Acquireco, Inc.                                                        | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103674.44    | 0.13%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32984.46     | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                   | Gray Media, Inc.                                                                 | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115970.14    | 0.14%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                            | Quikrete Holdings, Inc.                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243939.60    | 0.30%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                     | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $303002.80    | 0.37%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    220000 | PA      | $220203.46    | 0.27%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Senior Secured First Lien Term Loan                                 | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     24078 | PA      | $23862.76     | 0.03%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                             | HUB International Ltd.                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94298.07     | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco U.S., Inc.                           | Neptune Bidco U.S., Inc., Senior Secured First Lien Term Loan                    | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $28680.00     | 0.04%             | 2033-02-03      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                      | Sunrise Financing Partnership, Senior Secured First Lien Term Loan               | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    200000 | PA      | $199042.00    | 0.24%             | 2032-02-16      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                              | Hexion Holdings Corp., Senior Secured First Lien Term Loan                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     62241 | PA      | $59686.27     | 0.07%             | 2029-03-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                        | TELUS Corp.                                                                      | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $90894.72     | 0.11%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class AS    | CUSIP: 61762TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93957 | PA      | $91076.44     | 0.11%             | 2046-08-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                        | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70587.43     | 0.09%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                              | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108096.37    | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                          | UKG, Inc.                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    264000 | PA      | $258236.99    | 0.32%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91794.42     | 0.11%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                       | McAfee Corp., Senior Secured First Lien Term Loan                                | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     29437 | PA      | $26382.69     | 0.03%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                 | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89706.75     | 0.11%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                         | Gainwell Acquisition Corp., Senior Secured First Lien Term Loan                  | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192927 | PA      | $187702.26    | 0.23%             | 2027-10-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc., Senior Secured First Lien Term Loan                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    213845 | PA      | $208231.90    | 0.25%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                           | Radiology Partners, Inc., Senior Secured First Lien Term Loan                    | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    134325 | PA      | $132574.07    | 0.16%             | 2032-06-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63787.24     | 0.08%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                | ARDN Mortgage Trust, Series 2025-ARCP, Class A                                   | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99766.32     | 0.12%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                           | Energizer Holdings, Inc.                                                         | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173489.89    | 0.21%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2026-CART, Class D                                              | CUSIP: 12433MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99257.78     | 0.12%             | 2036-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                          | BXP Trust, Series 2017-GM, Class C                                               | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97647.23     | 0.12%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GS REFT Issuer Ltd.                                | GS REFT Issuer Ltd., Series 2026-FL1, Class A                                    | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150375.00    | 0.18%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                            | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96521.24     | 0.12%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                  | PennyMac Financial Services, Inc.                                                | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309125.55    | 0.38%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                             | DataBank Issuer II LLC, Series 2025-1A, Class B                                  | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96370.08     | 0.12%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp.                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118803.30    | 0.14%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services, Inc.                      | Pacific Dental Services, Inc., Senior Secured First Lien Term Loan               | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $49968.20     | 0.06%             | 2031-03-17      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79548.83     | 0.10%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                               | Select Medical Corp., Senior Secured First Lien Term Loan                        | CUSIP: 816194AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64918.75     | 0.08%             | 2031-12-31      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                     | Cotiviti, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     18993 | PA      | $17544.59     | 0.02%             | 2031-05-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73817.50     | 0.09%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc.                                                                 | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39752.64     | 0.05%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                    | 1261229 BC Ltd., Senior Secured First Lien Term Loan                             | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     29775 | PA      | $28815.50     | 0.04%             | 2030-10-08      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                | Victra Holdings LLC                                                              | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $611778.40    | 0.75%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc.                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75786.69     | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM5, Class B1       | CUSIP: 61779BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $741141.67    | 0.90%             | 2070-07-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                     | EG America LLC, Senior Secured First Lien Term Loan                              | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185000 | PA      | $185370.00    | 0.23%             | 2031-02-10      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $73794.04     | 0.09%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                      | Starwood Property Trust, Inc.                                                    | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153332.94    | 0.19%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc.                                              | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87670.17     | 0.11%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                          | ACREC LLC, Series 2026-FL4, Class C                                              | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $129816.96    | 0.16%             | 2043-01-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2025-NQM23, Class M1                                           | CUSIP: 67123BAL0<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $595189.56    | 0.73%             | 2065-10-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                    | Nissan Motor Acceptance Co. LLC                                                  | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86571.54     | 0.11%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners, Inc.                | Green Infrastructure Partners, Inc., Senior Secured First Lien Term Loan         | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230000.00    | 0.28%             | 2032-09-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                             | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65311.68     | 0.08%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2024-9, Class B1                              | CUSIP: 92540RAG9<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $626767.75    | 0.76%             | 2069-11-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                 | MIWD Holdco II LLC, Senior Secured First Lien Term Loan                          | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    104175 | PA      | $96317.77     | 0.12%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                         | Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39748 | PA      | $37742.03     | 0.05%             | 2028-09-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class D                  | CUSIP: 949931AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $177079.56    | 0.22%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc.                                              | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99054.80     | 0.12%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                               | Icahn Enterprises LP                                                             | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34324.93     | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                 | MetroNet Infrastructure Issuer LLC, Series 2026-1A, Class A2                     | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100574.20    | 0.12%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                       | MasTec, Inc.                                                                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64081.80     | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc.                                                              | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45181.65     | 0.06%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                        | Midwest Gaming Borrower LLC                                                      | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82481.37     | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The), Series M                                    | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109762.23    | 0.13%             | 2031-03-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67594.04     | 0.08%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                   | Gray Media, Inc.                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75064.99     | 0.09%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC, Senior Secured First Lien Term Loan                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     99500 | PA      | $99624.38     | 0.12%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                     | DISH DBS Corp.                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $147634.87    | 0.18%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class C     | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $107377.31    | 0.13%             | 2058-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                     | US Foods, Inc.                                                                   | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189340.50    | 0.23%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                    | Atlassian Corp.                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50312.28     | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP, Series G                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78575.42     | 0.10%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | BRAVO Residential Funding Trust, Series 2026-NQM1, Class B1                      | CUSIP: 10570CAJ1<br>LEI: 254900XRZJZN8JGL1235 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649565.15    | 0.79%             | 2065-12-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                      | ELP Commercial Mortgage Trust, Series 2025-ELP, Class E                          | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98951.72     | 0.12%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                              | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130650.81    | 0.16%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                      | SM Energy Co.                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66420.19     | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC, Senior Secured First Lien Term Loan                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124675 | PA      | $122493.51    | 0.15%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.              | Miter Brands Acquisition Holdco, Inc.                                            | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $110213.49    | 0.13%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer LLC                                   | BSPRT Issuer LLC, Series 2024-FL11, Class C                                      | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100070.30    | 0.12%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                             | Tenet Healthcare Corp.                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118976.00    | 0.15%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust         | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class B              | CUSIP: 46648KAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $133168.97    | 0.16%             | 2050-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                    | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25513 | PA      | $23179.41     | 0.03%             | 2031-10-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                | LBM Acquisition LLC, Senior Secured First Lien Term Loan                         | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30540 | PA      | $24645.87     | 0.03%             | 2031-06-06      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                   | Willis Engine Structured Trust V, Series 2020-A, Class C                         | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163177 | PA      | $161616.37    | 0.20%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Project Aurora U.S. Finco, Inc.                    | Project Aurora U.S. Finco, Inc., Senior Secured First Lien Term Loan             | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     55000 | PA      | $55171.88     | 0.07%             | 2032-12-06      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2026-1, Class B1                              | CUSIP: 92541JAP6<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $592566.60    | 0.72%             | 2071-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                             | Tenet Healthcare Corp.                                                           | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121516.32    | 0.15%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The), Series 2025                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94662.02     | 0.12%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                     | Ardonagh Group Finco Pty. Ltd., Senior Secured First Lien Term Loan              | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    133990 | PA      | $131059.68    | 0.16%             | 2031-02-18      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                              | Walker & Dunlop, Inc.                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $171235.87    | 0.21%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                        | Jabil, Inc.                                                                      | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18508.72     | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                      | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                         | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100716.28    | 0.12%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                                               | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86006.83     | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240426.98    | 0.29%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class D                  | CUSIP: 95004XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $125001.81    | 0.15%             | 2058-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                  | BSPRT Issuer Ltd., Series 2023-FL10, Class A                                     | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    126916 | PA      | $127239.07    | 0.16%             | 2035-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                       | Hilton Grand Vacations Trust, Series 2025-3EXT, Class C                          | CUSIP: 43283DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89973 | PA      | $89737.97     | 0.11%             | 2044-10-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2025-ARIA, Class C                                              | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99807.55     | 0.12%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                              | JetBlue Airways Corp.                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37856.73     | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                     | RealPage, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19850 | PA      | $19331.52     | 0.02%             | 2028-04-24      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                            | Savor Acquisition, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55436 | PA      | $55574.74     | 0.07%             | 2032-02-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2026-5YR20, Class XA                                               | CUSIP: 06650JAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1801968 | PA      | $100208.87    | 0.12%             | 2059-02-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc.                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53865.00     | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                     | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40538.62     | 0.05%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                           | NGL Energy Operating LLC                                                         | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30924.09     | 0.04%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2024-MDHS, Class D                          | CUSIP: 12433BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $69958.07     | 0.09%             | 2041-05-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                          | BMP Trust, Series 2024-MF23, Class D                                             | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100170.52    | 0.12%             | 2041-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc.                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110547.46    | 0.13%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes          | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B                | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260361 | PA      | $247876.61    | 0.30%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP                                                            | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    260000 | PA      | $249385.57    | 0.30%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64323.38     | 0.08%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                        | Kaman Corp., Senior Secured First Lien Term Loan                                 | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    104539 | PA      | $104699.00    | 0.13%             | 2032-02-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                      | Seaspan Corp.                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    290000 | PA      | $271993.27    | 0.33%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC, Senior Secured First Lien Term Loan                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    147731 | PA      | $99164.74     | 0.12%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2026-13, Class C                                                | CUSIP: 716966AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90000 | PA      | $90286.83     | 0.11%             | 2043-08-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                    | CoreWeave, Inc.                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82672.22     | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                       | Camelot U.S. Acquisition LLC, Senior Secured First Lien Term Loan                | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     50000 | PA      | $43448.00     | 0.05%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| OPENLANE, Inc.                                     | OPENLANE, Inc., Senior Secured First Lien Term Loan                              | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    104738 | PA      | $104868.42    | 0.13%             | 2032-10-08      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                          | KREF Ltd., Series 2021-FL2, Class AS                                             | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150262.05    | 0.18%             | 2039-02-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                      | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25769.31     | 0.03%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2026-XL6, Class D                           | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99610.57     | 0.12%             | 2043-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                       | Vestis Corp., Senior Secured First Lien Term Loan                                | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |     79579 | PA      | $76992.63     | 0.09%             | 2031-02-24      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC, Senior Secured First Lien Term Loan                    | CUSIP: G9368PBH6<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    110000 | PA      | $100707.75    | 0.12%             | 2031-03-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     41000 | PA      | $40721.47     | 0.05%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                             | Neptune Bidco US, Inc.                                                           | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70693.91     | 0.09%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                  | Rocket Cos., Inc.                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70689.29     | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.          | Sedgwick Claims Management Services, Inc., Senior Secured First Lien Term Loan   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    202951 | PA      | $199544.75    | 0.24%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                           | Apro LLC, Senior Secured First Lien Term Loan                                    | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113844 | PA      | $114342.29    | 0.14%             | 2031-07-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                    | 1261229 BC Ltd.                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256172.25    | 0.31%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     29925 | PA      | $27466.64     | 0.03%             | 2032-08-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                     | United Airlines Holdings, Inc.                                                   | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20592.22     | 0.03%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Senior Secured Second Lien Term Loan                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      9813 | PA      | $9764.90      | 0.01%             | 2029-01-19      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | Great Wolf Trust, Series 2024-WOLF, Class D                                      | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100406.92    | 0.12%             | 2039-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2026-ALOHA, Class D                         | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $110275.00    | 0.13%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC                                                       | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $108438.82    | 0.13%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     64000 | PA      | $63586.62     | 0.08%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                  | Rocket Cos., Inc.                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70839.58     | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88891.36     | 0.11%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209433.48    | 0.26%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                    | Advanced Drainage Systems, Inc.                                                  | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204880.37    | 0.25%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                  | Motion Finco Sarl, Senior Secured First Lien Term Loan                           | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     49750 | PA      | $43762.61     | 0.05%             | 2029-11-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-1, Class B1                              | CUSIP: 92540TAE0<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505612.90    | 0.62%             | 2070-01-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                | Ascend Learning LLC, Senior Secured First Lien Term Loan                         | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253719 | PA      | $248263.64    | 0.30%             | 2028-12-11      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC           | Retained Vantage Data Centers Issuer LLC, Series 2024-1A, Class B                | CUSIP: 76134KAJ3<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145756.19    | 0.18%             | 2049-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                               | Select Medical Corp.                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71552.09     | 0.09%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                     | Victory Capital Holdings, Inc., Senior Secured First Lien Term Loan              | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |     29850 | PA      | $29816.42     | 0.04%             | 2032-09-23      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                         | Zelis Payments Buyer, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    119110 | PA      | $115551.61    | 0.14%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                             | Boxer Parent Co., Inc., Senior Secured First Lien Term Loan                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    138600 | PA      | $128883.45    | 0.16%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                               | Alliant Energy Corp.                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93367.27     | 0.11%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     25000 | PA      | $23911.88     | 0.03%             | 2029-04-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                          | XPO, Inc.                                                                        | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103071.90    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                      | Freeport LNG Investments LLLP, Senior Secured First Lien Term Loan               | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $155258.85    | 0.19%             | 2033-02-11      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Froneri U.S., Inc.                                 | Froneri U.S., Inc., Senior Secured First Lien Term Loan                          | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    254363 | PA      | $249928.96    | 0.31%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                    | Fedex Freight Holding Co., Inc.                                                  | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7805.33      | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                | Harvest US CLO Ltd., Series 2023-1A, Class DR                                    | CUSIP: 417923AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494605.55    | 0.60%             | 2037-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                     | Anywhere Real Estate Group LLC                                                   | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69056.59     | 0.08%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                            | MF1 LLC, Series 2026-FL21, Class C                                               | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $170625.09    | 0.21%             | 2041-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-2, Class B1                              | CUSIP: 92540VAG0<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $627783.50    | 0.77%             | 2070-03-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                           | AthenaHealth Group, Inc.                                                         | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    186000 | PA      | $174783.03    | 0.21%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                          | Michaels Cos., Inc. (The), Senior Secured First Lien Term Loan                   | CUSIP: 59408UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29176.80     | 0.04%             | 2033-03-15      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                            | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137248.70    | 0.17%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                | Verde Purchaser LLC, Senior Secured First Lien Term Loan                         | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     54473 | PA      | $53072.03     | 0.06%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |       837 | NS      | $14148.91     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97852.59     | 0.12%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                           | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102159.60    | 0.12%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                         | Genmab A/S, Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | LON              | CORP              | DK        |     65000 | PA      | $65319.80     | 0.08%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                  | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92276.37     | 0.11%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc.                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100089.50    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC, Senior Secured First Lien Term Loan                                | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    243766 | PA      | $236635.60    | 0.29%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                  | Solstice Advanced Materials, Inc.                                                | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276369.02    | 0.34%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                           | CACI International, Inc.                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50930.80     | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc.                                                              | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211727.04    | 0.26%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                     | Watco Cos. LLC                                                                   | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $349518.30    | 0.43%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                  | Standard Building Solutions, Inc.                                                | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72392.93     | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                      | Hologic, Inc., Senior Secured First Lien Term Loan                               | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $232489.03    | 0.28%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73972.03     | 0.09%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-RISE, Class D                                              | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84533 | PA      | $84541.99     | 0.10%             | 2036-11-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                 | United Rentals North America, Inc.                                               | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238490.25    | 0.29%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                 | INV Mortgage Trust, Series 2024-IND, Class A                                     | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98858.75     | 0.12%             | 2041-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134884.57    | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                    | Life Time, Inc.                                                                  | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504229.00    | 0.62%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                          | APA Corp.                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51368.53     | 0.06%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                       | Performance Food Group, Inc.                                                     | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101387.73    | 0.12%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc.                                                       | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142396.75    | 0.17%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Curium BidCo Sarl                                  | Curium BidCo Sarl, Senior Secured First Lien Term Loan                           | CUSIP: L2210TAM7<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |     48865 | PA      | $48834.24     | 0.06%             | 2031-08-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                              | Veritiv Operating Co.                                                            | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202897.11    | 0.25%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust        | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA           | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3718190 | PA      | $112284.51    | 0.14%             | 2053-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                | Viking Cruises Ltd.                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    660000 | PA      | $652097.71    | 0.80%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                               | Boots Group Finco LP, Senior Secured First Lien Term Loan                        | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |     80000 | PA      | $80383.20     | 0.10%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                 | Getty Images, Inc.                                                               | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152622.50    | 0.19%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                  | Alera Group, Inc., Senior Secured First Lien Term Loan                           | CUSIP: 01451PAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89551 | PA      | $87041.80     | 0.11%             | 2032-05-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                  | Store Capital LLC                                                                | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54547.73     | 0.07%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                     | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237830.58    | 0.29%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                            | Columbus McKinnon Corp., Senior Secured First Lien Term Loan                     | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123623 | PA      | $123314.35    | 0.15%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-LGCY, Class D                                              | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99927.28     | 0.12%             | 2036-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                              | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     95000 | PA      | $91971.88     | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                             | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83440.75     | 0.10%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc., Senior Secured First Lien Term Loan                         | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $143550.00    | 0.18%             | 2033-03-18      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                        | Kaman Corp., Senior Secured First Lien Term Loan                                 | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      1940 | PA      | $1943.31      | 0.00%             | 2032-02-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                         | United Natural Foods, Inc.                                                       | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    223000 | PA      | $223382.00    | 0.27%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2024-5C29, Class D                                  | CUSIP: 05555PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $150828.05    | 0.18%             | 2057-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-6, Class B1                              | CUSIP: 92540YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $752007.00    | 0.92%             | 2070-07-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                           | Spirit AeroSystems, Inc.                                                         | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20019.66     | 0.02%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                     | Univision Communications, Inc., Senior Secured First Lien Term Loan              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    169139 | PA      | $167765.83    | 0.20%             | 2029-01-23      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                     | NCL Corp. Ltd.                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $48608.29     | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MHP                                                | MHP Commercial Mortgage Trust, Series 2021-STOR, Class D                         | CUSIP: 55293BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99984.27     | 0.12%             | 2038-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                     | Park Intermediate Holdings LLC                                                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167128.34    | 0.20%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62230.86     | 0.08%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                          | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $143717.43    | 0.18%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| 1345T                                              | 1345T, Series 2025-AOA, Class D                                                  | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99901.78     | 0.12%             | 2042-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                          | UKG, Inc., Senior Secured First Lien Term Loan                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    129674 | PA      | $124090.42    | 0.15%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129409.58    | 0.16%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2024-V6, Class D                                | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90170.06     | 0.11%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V16, Class C                               | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101067.18    | 0.12%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc.                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106337.94    | 0.13%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                            | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197240.94    | 0.24%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VSE Corp.                                          | VSE Corp., Senior Secured First Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45000 | PA      | $45009.45     | 0.05%             | 2033-03-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2026-V21, Class XD                              | CUSIP: 08164HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143000 | PA      | $108056.93    | 0.13%             | 2030-12-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

**Name of Signer:** Henry V. Chase

**Title:** Treasurer and Principal Financial and Accounting Officer