# EDGAR Filing Document

**Accession Number:** 0001788399
**File Stem:** 0001193125-25-296900
**Filing Date:** 2025-11
**Character Count:** 214792
**Document Hash:** a5859a6fc7971233a9d583bccafb2866
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296900.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296900

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Yield Opportunities Fund
- **CENTRAL INDEX KEY:** 0001788399

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23476
- **FILM NUMBER:** 251520241

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## 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 Yield Opportunities Fund

- **b. Investment Company Act file number:** 811-23476

- **c. CIK number of Registrant:** 0001788399

- **d. LEI of Registrant:** 5493006BIH94Q4VHHG23

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

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

  - **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 Yield Opportunities Fund

- **c. LEI of Series:** 5493006BIH94Q4VHHG23

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $939466621.33

**Total Liabilities:** $165226423.20

**Net Assets:** $774240198.13

**Delayed Delivery Securities:** $8589289.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 148.000000000000 | **1-Year:** 15024.000000000000 | **5-Year:** 39111.000000000000 | **10-Year:** 35273.000000000000 | **30-Year:** 30237.000000000000

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

- **3-Month:** 450.000000000000 | **1-Year:** 33380.000000000000 | **5-Year:** 132478.000000000000 | **10-Year:** 45945.000000000000 | **30-Year:** 25858.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.53%               | 1.47%                | -1.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1907046.41             | $1254475.50                                |
| Month 2  | $-1164496.47             | $6073537.57                                |
| Month 3  | $-456307.84              | $5172141.76                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9261000 | PA      | $292017.85    | 0.04%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20061456 | PA      | $611453.12    | 0.08%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1016292.28   | 0.13%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005325.60   | 0.13%             | 2042-06-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   4235000 | PA      | $4135752.78   | 0.53%             | 2032-07-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   2795000 | PA      | $2800240.63   | 0.36%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ACI AIRPORT SUDAMERICA S                        | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    147825 | PA      | $148077.78    | 0.02%             | 2034-11-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2020-FL3 Ltd                                                                | CUSIP: 05608XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1189305.04   | 0.15%             | 2037-11-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $271807.20    | 0.04%             | 2036-03-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    690000 | PA      | $731639.43    | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-J12                                                  | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5225639 | PA      | $2666365.60   | 0.34%             | 2035-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876QAG1<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1840752.78   | 0.24%             | 2034-10-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502617.50   | 0.19%             | 2031-04-20      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                           | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    808000 | PA      | $464600.00    | 0.06%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3855594.36   | 0.50%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAE1<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1997328.00   | 0.26%             | 2029-10-19      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3000327.00   | 0.39%             | 2041-05-17      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002592.00   | 0.13%             | 2039-06-17      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765578 | PA      | $2484820.91   | 0.32%             | 2028-11-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9488601 | PA      | $781851.21    | 0.10%             | 2045-07-16      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21154095 | PA      | $112903.64    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    930000 | PA      | $1006335.47   | 0.13%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1253669.23   | 0.16%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6357168 | PA      | $6144729.57   | 0.79%             | 2029-10-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    905674 | PA      | $868113.47    | 0.11%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2375860.76   | 0.31%             | 2030-01-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2006-HE4                       | CUSIP: 00442BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8450007 | PA      | $3293428.98   | 0.43%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502215.50   | 0.19%             | 2036-09-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1649746.18   | 0.21%             | 2042-08-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL3 Ltd                                                         | CUSIP: 403950AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2007280.00   | 0.26%             | 2037-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    965000 | PA      | $952876.60    | 0.12%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                            | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    650000 | NS      | $6363500.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1107117.00   | 0.14%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1369326.84   | 0.18%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2007-A2                                         | CUSIP: 466278AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5907110 | PA      | $2175447.52   | 0.28%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $770902.44    | 0.10%             | 2036-07-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                       | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $378659.70    | 0.05%             | 2042-02-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2331824.88   | 0.30%             | 2038-02-19      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $909570.00    | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                          | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886772 | PA      | $896072.07    | 0.12%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $333375.00    | 0.04%             | 2036-05-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61765XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4731181.50   | 0.61%             | 2047-12-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1553749.92   | 0.20%             | 2035-06-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4375000 | PA      | $4384835.00   | 0.57%             | 2041-08-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1932420.22   | 0.25%             | 2037-01-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $741733.44    | 0.10%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1156000 | PA      | $1164955.53   | 0.15%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |   2555864 | PA      | $2547856.91   | 0.33%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464999 | PA      | $485265.65    | 0.06%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6978000 | PA      | $221753.86    | 0.03%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2022-BNK43                                                                  | CUSIP: 06541QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21359000 | PA      | $2682921.08   | 0.35%             | 2055-08-15      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3106000 | PA      | $3106177.04   | 0.40%             | 2037-08-19      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1251643.75   | 0.16%             | 2043-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limit                  | Kestrel Aircraft Funding Ltd                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AE        |    543035 | PA      | $543674.43    | 0.07%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   2872160 | PA      | $86164.80     | 0.01%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 219098767 | PA      | $1353373.08   | 0.17%             | 2056-04-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7464000 | PA      | $6114878.27   | 0.79%             | 2051-07-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    942731 | PA      | $7070.48      | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    830000 | PA      | $734112.34    | 0.09%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2629374.67   | 0.34%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2634186 | PA      | $2639799.89   | 0.34%             | 2039-09-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2110310.16   | 0.27%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-6 LLC                                                                  | CUSIP: 69395KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1419427.80   | 0.18%             | 2028-08-25      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4232000 | PA      | $398072.08    | 0.05%             | 2058-10-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5200000 | PA      | $3894800.00   | 0.50%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2022-3 Ltd                                               | CUSIP: 05684QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1249439.50   | 0.16%             | 2035-07-17      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1022333.33   | 0.13%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    438000 | PA      | $120450.00    | 0.02%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-5 LLC                                                                  | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5005424.00   | 0.65%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2412949.25   | 0.31%             | 2036-06-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12559DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002035.40   | 0.26%             | 2036-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8400000 | PA      | $8761747.68   | 1.13%             | 2041-11-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   2049378 | NS      | $19346130.74  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1250000 | PA      | $701000.00    | 0.09%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   3800000 | PA      | $3132194.08   | 0.40%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53379256 | PA      | $326782.47    | 0.04%             | 2050-09-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $954625.00    | 0.12%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18317000 | PA      | $589276.21    | 0.08%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1784278.13   | 0.23%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31245341 | PA      | $1811223.68   | 0.23%             | 2071-05-20      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30877366 | PA      | $1880169.14   | 0.24%             | 2071-02-01      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2365000 | PA      | $1810556.50   | 0.23%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1636408.80   | 0.21%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3700000 | PA      | $3009709.87   | 0.39%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   2800000 | PA      | $3016860.00   | 0.39%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |    530000 | PA      | $511511.00    | 0.07%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   3100000 | PA      | $2853963.20   | 0.37%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12324000 | PA      | $817363.42    | 0.11%             | 2054-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1636823.16   | 0.21%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    740000 | PA      | $743348.50    | 0.10%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1726886.87   | 0.22%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $427500.00    | 0.06%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4102000 | PA      | $3619393.14   | 0.47%             | 2060-05-24      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1232081 | PA      | $1160724.83   | 0.15%             | 2028-06-30      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BR7402000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3150000 | PA      | $2713331.25   | 0.35%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3150000 | PA      | $2335731.30   | 0.30%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2943000 | PA      | $1473324.66   | 0.19%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1070491.34   | 0.14%             | 2042-02-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                               | PRPM 2025-7 LLC                                                                  | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1150874.81   | 0.15%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2024-VIS2                                        | CUSIP: 46658DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2504258.00   | 0.32%             | 2064-11-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3220083.75   | 0.42%             | 2039-02-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264572.85   | 0.16%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3650000 | PA      | $3054593.75   | 0.39%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                        | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    800000 | PA      | $842552.00    | 0.11%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1556625.00   | 0.20%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   5700000 | PA      | $4219596.00   | 0.54%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    533812 | PA      | $531143.44    | 0.07%             | 2028-07-31      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                        | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    960000 | PA      | $104400.00    | 0.01%             | 2029-10-01      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    845000 | PA      | $659247.03    | 0.09%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1124646.70   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   1192651 | PA      | $1201321.40   | 0.16%             | 2031-02-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                            | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2443875 | PA      | $2446172.24   | 0.32%             | 2031-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                               | CUSIP: 31325UTE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5659320 | PA      | $559456.83    | 0.07%             | 2043-09-15      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B4YY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5341657 | PA      | $606012.08    | 0.08%             | 2049-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   4443540 | NS      | $4443540.35   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |  22000000 | PA      | $26466638.00  | 3.42%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   3995000 | PA      | $3992922.60   | 0.52%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   4100000 | PA      | $1485899.86   | 0.19%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640000 | PA      | $1645233.24   | 0.21%             | 2036-09-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1152015.29   | 0.15%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                         | Buttermilk Park CLO Ltd                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750430.50    | 0.10%             | 2031-10-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $859033.50    | 0.11%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2561082.30   | 0.33%             | 2043-03-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3747997.00   | 0.48%             | 2038-08-19      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6716003 | PA      | $34132.74     | 0.00%             | 2049-10-10      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1478468.25   | 0.19%             | 2060-09-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2377342.73   | 0.31%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1536945.44   | 0.20%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1512450.00   | 0.20%             | 2037-09-17      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2761434.50   | 0.36%             | 2042-05-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                            | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    430000 | NS      | $10904800.00  | 1.41%             | 2025-04-15      | Variable      | 6.12%                 | No            |                  1 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443135 | PA      | $460309.02    | 0.06%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918960 | PA      | $878697.94    | 0.11%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2035899.67   | 0.26%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                   | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3387235 | PA      | $3401315.31   | 0.44%             | 2038-09-19      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                        | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3527982.80   | 0.46%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1486675.62   | 0.19%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                    | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500878.50    | 0.06%             | 2034-07-20      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| HPS Investment Partners                         | Highbridge Loan Management 2013-2 Ltd                                            | CUSIP: 44330DAL4<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1557020.42   | 0.20%             | 2029-10-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                         | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4795000 | PA      | $5017684.40   | 0.65%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | CUSIP: 46652JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25460000 | PA      | $466918.58    | 0.06%             | 2053-05-13      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2472269.75   | 0.32%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2023-5C1 Mortgage Trust                                                      | CUSIP: 055986AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 134024426 | PA      | $1912555.36   | 0.25%             | 2056-08-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65071170 | PA      | $1738155.08   | 0.22%             | 2056-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   1126300 | PA      | $1189935.95   | 0.15%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2022-L8                                           | CUSIP: 61774LBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 454029888 | PA      | $1485767.41   | 0.19%             | 2055-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    915000 | PA      | $852844.01    | 0.11%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                           | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875NAE4<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003708.40   | 0.26%             | 2034-07-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2827531.98   | 0.37%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2693723 | PA      | $2637659.59   | 0.34%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1554129.36   | 0.20%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    105809 | NS      | $15871.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 53                  | Octagon 53 Ltd                                                                   | CUSIP: 67592UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3907866.40   | 0.50%             | 2034-04-15      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2431554 | PA      | $2377525.00   | 0.31%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2570000 | PA      | $2597306.25   | 0.34%             | 2032-07-02      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    790000 | PA      | $796652.31    | 0.10%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1808453.40   | 0.23%             | 2053-04-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    267978 | PA      | $267120.85    | 0.03%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2887000 | PA      | $2909273.21   | 0.38%             | 2039-10-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1249797.50   | 0.16%             | 2036-11-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                        | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4915207.00   | 0.63%             | 2036-04-15      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2325000 | PA      | $2333376.98   | 0.30%             | 2038-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $1626300.00   | 0.21%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    973000 | PA      | $987561.16    | 0.13%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5859799 | PA      | $5975746.43   | 0.77%             | 2039-07-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1755543.00   | 0.23%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2058265.60   | 0.27%             | 2036-07-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2518976.70   | 0.33%             | 2036-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1496571.25   | 0.19%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6277981.50   | 0.81%             | 2034-10-25      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    955000 | PA      | $949049.87    | 0.12%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2019491.75   | 0.26%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1770000 | PA      | $1763440.38   | 0.23%             | 2040-02-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $919263.54    | 0.12%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                | BSPDF 2021-FL1 Issuer Ltd                                                        | CUSIP: 055731AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2480997.50   | 0.32%             | 2036-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853835 | PA      | $1860622.53   | 0.24%             | 2040-06-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start II LTD                                                                     | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66710 | PA      | $66755.15     | 0.01%             | 2044-03-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2512301.67   | 0.32%             | 2038-03-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                        | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $873425.00    | 0.11%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    344998 | PA      | $63824.63     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8849000 | PA      | $728449.68    | 0.09%             | 2058-11-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4631000 | PA      | $143667.51    | 0.02%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1587600.00   | 0.21%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAF6<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    679000 | PA      | $675446.25    | 0.09%             | 2070-07-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2021-1                                                    | CUSIP: 57110N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8192 | PA      | $139393.05    | 0.02%             | 2031-06-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   4443540 | NS      | $4443540.36   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2020-2                                      | CUSIP: 24380NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10113454.00  | 1.31%             | 2065-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1127400.75   | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2429646.80   | 0.31%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3274576.50   | 0.42%             | 2039-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1704763.82   | 0.22%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2886000 | PA      | $2451293.36   | 0.32%             | 2060-05-24      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                 | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206640 | PA      | $198374.40    | 0.03%             | 2030-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | VOYA CLO 2017-2                                                                  | CUSIP: 92915XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1304391.06   | 0.17%             | 2030-06-07      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                     | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4944657 | PA      | $4490682.71   | 0.58%             | 2039-02-15      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAH1<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   1392000 | PA      | $1377041.57   | 0.18%             | 2065-08-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-3 Ltd                                                              | CUSIP: 92917VAA8<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2009758.40   | 0.26%             | 2031-10-18      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1402062.16   | 0.18%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2922879.90   | 0.38%             | 2034-07-20      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXX Ltd                                                          | CUSIP: 83615HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6548656.80   | 0.85%             | 2034-07-25      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1740589.51   | 0.22%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3555000 | PA      | $3575264.21   | 0.46%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                  | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67578LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $906121.60    | 0.12%             | 2036-07-15      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242961.48    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1425000 | PA      | $1367308.88   | 0.18%             | 2029-01-22      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    670000 | PA      | $687587.50    | 0.09%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1517878.20   | 0.20%             | 2038-01-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2890000 | PA      | $2644122.85   | 0.34%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      4893 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TMS INTERNATIONAL CORP                          | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    885000 | PA      | $858960.65    | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1371891 | PA      | $1247049.03   | 0.16%             | 2030-08-01      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19625 | PA      | $5789.38      | 0.00%             | 2028-04-28      | Floating      | 15.75%                | No            |                  3 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   2999039 | PA      | $2997329.92   | 0.39%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2440000 | PA      | $2446100.00   | 0.32%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2577173.50   | 0.33%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3200000 | PA      | $1902137.95   | 0.25%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1739501.00   | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7P22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6997133 | PA      | $758777.50    | 0.10%             | 2042-08-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   2343424 | PA      | $2328093.09   | 0.30%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                         | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: BQ9153637<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |   2400000 | PA      | $1915332.00   | 0.25%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18522000 | PA      | $588555.07    | 0.08%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6366937 | PA      | $188251.23    | 0.02%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| RIVERBED CLASS B-1 PARTNERSHIP UNITS            | RIVERBED CLASS B-1 PARTNERSHIP UNITS                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12858 | NS      | $649.34       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18014000 | PA      | $167886.88    | 0.02%             | 2049-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13238000 | PA      | $541841.93    | 0.07%             | 2053-03-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2479500 | PA      | $2477040.34   | 0.32%             | 2039-02-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                              | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    400000 | PA      | $420586.00    | 0.05%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2349178.27   | 0.30%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2585489.66   | 0.33%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117641.79    | 0.02%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2766580.50   | 0.36%             | 2046-03-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9V21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5718556 | PA      | $761158.05    | 0.10%             | 2042-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AMD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1869815 | PA      | $251931.39    | 0.03%             | 2042-02-15      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5250000 | PA      | $3933825.00   | 0.51%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $803020.93    | 0.10%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FVBF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14151849 | PA      | $2273616.31   | 0.29%             | 2050-08-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3281638.20   | 0.42%             | 2050-02-25      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $11966543.55  | 1.55%             | 2050-11-25      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8505454 | PA      | $782459.20    | 0.10%             | 2045-02-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2326371.09   | 0.30%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001490.50   | 0.13%             | 2030-07-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-5                                              | CUSIP: 91679JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3300 | PA      | $245395.77    | 0.03%             | 2031-11-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    840000 | PA      | $902561.49    | 0.12%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2023-BNK46                                                                  | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77932025 | PA      | $2699308.18   | 0.35%             | 2056-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                           | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500941.20    | 0.06%             | 2034-04-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166448 | PA      | $164979.33    | 0.02%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $1789643.02   | 0.23%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                  | CSWF 2018-TOP                                                                    | CUSIP: 12653BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754616 | PA      | $3552867.65   | 0.46%             | 2035-08-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2020-2 Ltd                                                        | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012077.70   | 0.13%             | 2035-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2013-III-R Ltd                                                      | CUSIP: 12552NAA4<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3328721.81   | 0.43%             | 2031-04-24      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $764063.72    | 0.10%             | 2041-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                   | Fresnillo PLC                                                                    | CUSIP: ZO7122948<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |   1250000 | PA      | $992460.25    | 0.13%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    305000 | PA      | $297756.25    | 0.04%             | 2028-02-03      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $2103859.38   | 0.27%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1483503 | PA      | $274448.06    | 0.04%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1871751.42   | 0.24%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                         | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2040355.22   | 0.26%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    770000 | PA      | $703110.10    | 0.09%             | 2026-10-19      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2695972 | PA      | $2604052.66   | 0.34%             | 2028-06-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2639943.25   | 0.34%             | 2039-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2120000 | PA      | $2129607.84   | 0.28%             | 2043-01-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    185977 | PA      | $141621.19    | 0.02%             | 2028-07-24      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    185512 | PA      | $141267.15    | 0.02%             | 2028-07-24      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3249219 | PA      | $12980.63     | 0.00%             | 2029-10-25      | Floating      | 17.12%                | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   3100726 | PA      | $3102663.92   | 0.40%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $770800.20    | 0.10%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    690000 | PA      | $713462.76    | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    224250 | PA      | $226037.27    | 0.03%             | 2029-06-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    543073 | PA      | $526780.86    | 0.07%             | 2028-08-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    301188 | PA      | $301940.47    | 0.04%             | 2031-02-03      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   1922974 | PA      | $1930444.54   | 0.25%             | 2029-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996899.00    | 0.13%             | 2034-04-15      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1148175.12   | 0.15%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577009 | PA      | $172260.28    | 0.02%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    836652 | PA      | $842579.61    | 0.11%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   3310000 | PA      | $3287657.50   | 0.42%             | 2032-06-17      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                           | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |   1461319 | PA      | $1463598.76   | 0.19%             | 2028-02-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    766490 | PA      | $725290.81    | 0.09%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    431750 | PA      | $342520.23    | 0.04%             | 2029-12-17      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1455000 | PA      | $1500243.23   | 0.19%             | 2033-05-31      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   2852850 | PA      | $2875729.86   | 0.37%             | 2029-02-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $771195.00    | 0.10%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1608506.80   | 0.21%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: ZP9563575<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |   3302000 | PA      | $908050.00    | 0.12%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    628333 | PA      | $639329.16    | 0.08%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5100000 | PA      | $3840300.00   | 0.50%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2019-R07                                     | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165176 | PA      | $3223176.40   | 0.42%             | 2039-10-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3073963.60   | 0.40%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                    | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1990266.39   | 0.26%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1764023.79   | 0.23%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1848671.70   | 0.24%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2182000 | PA      | $2178441.16   | 0.28%             | 2070-10-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                           | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $797352.10    | 0.10%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AXA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4025124 | PA      | $448174.65    | 0.06%             | 2047-09-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2525219.00   | 0.33%             | 2041-05-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2014-GC26                                           | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $525135.60    | 0.07%             | 2047-11-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1768697.00   | 0.23%             | 2036-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                           | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |    424661 | PA      | $403480.73    | 0.05%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                | CUSIP: YV7141778<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |    200000 | PA      | $155304.34    | 0.02%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006618.40   | 0.26%             | 2038-09-10      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1702000 | PA      | $1714841.59   | 0.22%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382DMR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4710943 | PA      | $561298.01    | 0.07%             | 2048-04-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382FBU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3695797 | PA      | $479486.47    | 0.06%             | 2047-09-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23967007 | PA      | $642.32       | 0.00%             | 2048-11-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792000 | PA      | $784266.12    | 0.10%             | 2066-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1931023 | PA      | $26.46        | 0.00%             | 2047-09-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $570780.00    | 0.07%             | 2048-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605267.38    | 0.08%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                               | CUSIP: 485861AA6<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1013444.70   | 0.13%             | 2037-04-20      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1221561.60   | 0.16%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2209486.40   | 0.29%             | 2038-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Mach I                                          | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    106902 | PA      | $103336.35    | 0.01%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2461997.65   | 0.32%             | 2041-08-18      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ATGK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2705756 | PA      | $217798.74    | 0.03%             | 2040-11-15      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AUW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4384578 | PA      | $502518.68    | 0.06%             | 2042-10-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1847817 | PA      | $1852150.46   | 0.24%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1002312 | PA      | $910430.51    | 0.12%             | 2029-03-29      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BUC48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2312972 | PA      | $280361.53    | 0.04%             | 2047-01-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FL3E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6116757 | PA      | $745194.71    | 0.10%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                  | Milos CLO Ltd                                                                    | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3996782.40   | 0.52%             | 2030-10-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                  | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $749842.28    | 0.10%             | 2032-10-25      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                   | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8001566.40   | 1.03%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3594534.80   | 0.46%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3333832.80   | 0.43%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   9250000 | PA      | $10309123.15  | 1.33%             | 2050-01-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1007984.64   | 0.13%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      1800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TKC HOLDINGS INC                                | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3504873.02   | 0.45%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                  | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    775000 | PA      | $774515.36    | 0.10%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1761902.91   | 0.23%             | 2069-03-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3422 | NS      | $21969.27     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6923482.80   | 0.89%             | 2050-12-25      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   2500000 | PA      | $1858375.58   | 0.24%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   2338121 | PA      | $2317825.66   | 0.30%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    901275 | PA      | $875931.15    | 0.11%             | 2027-12-23      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1523574.43   | 0.20%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    754000 | PA      | $753138.93    | 0.10%             | 2065-10-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2685790 | PA      | $2677961.00   | 0.35%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95110 | PA      | $94832.83     | 0.01%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    341341 | PA      | $259931.53    | 0.03%             | 2028-07-24      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    267137 | PA      | $203424.69    | 0.03%             | 2028-07-24      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2059847.60   | 0.27%             | 2036-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $41988.60     | 0.01%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1126790.97   | 0.15%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3553769.23   | 0.46%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1997193.28   | 0.26%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1725000 | PA      | $1792079.49   | 0.23%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3340000 | PA      | $3454855.92   | 0.45%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5541825 | PA      | $437069.33    | 0.06%             | 2044-07-20      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    298893 | PA      | $299079.70    | 0.04%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   3085000 | PA      | $3072829.68   | 0.40%             | 2028-01-18      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    304068 | PA      | $234132.36    | 0.03%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3296775.68   | 0.43%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2982600 | PA      | $2991457.82   | 0.39%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   1922974 | PA      | $1930444.54   | 0.25%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8697 | PA      | $2596.31      | 0.00%             | 2028-05-05      | Floating      | 16.00%                | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23686 | PA      | $680.98       | 0.00%             | 2028-05-05      | Floating      | 16.00%                | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1926213 | PA      | $1914174.45   | 0.25%             | 2030-03-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    438485 | PA      | $5388.99      | 0.00%             | 2028-10-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   4499999 | PA      | $4560861.05   | 0.59%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   2920000 | PA      | $2922963.80   | 0.38%             | 2032-09-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   2503027 | PA      | $2511249.37   | 0.32%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                             | Alfa Desarrollo SpA                                                              | CUSIP: BR3836136<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    839839 | PA      | $672815.89    | 0.09%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    845000 | PA      | $887820.64    | 0.11%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3840000 | PA      | $4031531.52   | 0.52%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   2356827 | PA      | $17676.20     | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                        | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $287262.50    | 0.04%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |   3100000 | PA      | $2626238.38   | 0.34%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   3025000 | PA      | $3035390.88   | 0.39%             | 2028-10-06      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1726325 | PA      | $1494712.61   | 0.19%             | 2031-10-07      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                          | Golden State Foods LLC, Senior Secured First Lien Term Loan                      | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1345955 | PA      | $1350955.32   | 0.17%             | 2031-12-04      | Floating      | 8.00%                 | 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        |   2707593 | PA      | $2663879.33   | 0.34%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    620000 | PA      | $636014.60    | 0.08%             | 2032-11-22      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     78500 | PA      | $67755.31     | 0.01%             | 2028-12-18      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg                  | Wachovia Bank Commercial Mortgage Trust Series 2005-C21                          | CUSIP: 92976BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712532 | PA      | $701765.60    | 0.09%             | 2044-10-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1530486.60   | 0.20%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |         1 | PA      | $1.45         | 0.00%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   4619825 | PA      | $4616082.94   | 0.60%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1682762.62   | 0.22%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $859596.90    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                | Finastra USA Inc                                                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    595000 | PA      | $593194.18    | 0.08%             | 2032-09-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1374880.96   | 0.18%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   3150000 | PA      | $2535356.25   | 0.33%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010018.90   | 0.13%             | 2039-03-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | CUSIP: 46652JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10244000 | PA      | $755005.34    | 0.10%             | 2053-05-13      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   4443540 | NS      | $4443540.35   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1165017.07   | 0.15%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   3218000 | PA      | $3232641.16   | 0.42%             | 2025-11-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   4344000 | PA      | $3951172.08   | 0.51%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: YN3863779<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   1250000 | PA      | $1297187.50   | 0.17%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                            | Constant Contact Inc                                                             | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   4500000 | PA      | $3899992.50   | 0.50%             | 2029-02-12      | Floating      | 12.08%                | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1110577 | PA      | $1054770.41   | 0.14%             | 2027-12-23      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    689654 | PA      | $681112.49    | 0.09%             | 2028-10-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    298893 | PA      | $299079.70    | 0.04%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3341703 | PA      | $3036772.72   | 0.39%             | 2030-02-19      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3258747.90   | 0.42%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4983575.00   | 0.64%             | 2036-07-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    778150 | PA      | $773286.56    | 0.10%             | 2028-10-04      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    948112 | PA      | $949297.64    | 0.12%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105415 | PA      | $3030.69      | 0.00%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    521062 | PA      | $477097.85    | 0.06%             | 2031-05-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1508665.50   | 0.19%             | 2039-03-19      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $3722153.53   | 0.48%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2035728.66   | 0.26%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   1332658 | PA      | $879554.28    | 0.11%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                  | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $1520447.00   | 0.20%             | 2032-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1467256.65   | 0.19%             | 2035-01-20      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    698979 | PA      | $606395.78    | 0.08%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                        | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |   3100020 | PA      | $3107971.81   | 0.40%             | 2029-06-27      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1471327.00   | 0.19%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3004680.00   | 0.39%             | 2042-12-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425852 | PA      | $19045.36     | 0.00%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   2430000 | PA      | $2587655.97   | 0.33%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   2898362 | PA      | $2897855.07   | 0.37%             | 2029-03-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    810307 | PA      | $808496.29    | 0.10%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2450000 | PA      | $2420134.50   | 0.31%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1995000.00   | 0.26%             | 2033-07-29      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: YU4155195<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $74850.00     | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   4100000 | PA      | $3373179.06   | 0.44%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   4200000 | PA      | $3173910.18   | 0.41%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $426850.00    | 0.06%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   2675000 | PA      | $20062.50     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                          | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |   2400000 | PA      | $1840716.00   | 0.24%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: YV4363920<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $832576.00    | 0.11%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   1546667 | PA      | $1573733.34   | 0.20%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $912175.67    | 0.12%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL12 LLC                                   | CUSIP: 75575AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2014120.00   | 0.26%             | 2038-05-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $256686.32    | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1828965.53   | 0.24%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1797984.20   | 0.23%             | 2034-10-25      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust 2007-2                                                 | CUSIP: 872227AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100444 | PA      | $1188101.95   | 0.15%             | 2037-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2312449.45   | 0.30%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $948531.02    | 0.12%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAF9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $538130.18    | 0.07%             | 2069-07-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    588000 | PA      | $596840.82    | 0.08%             | 2069-08-26      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $299295.35    | 0.04%             | 2070-05-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $5246758.68   | 0.68%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                  | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3396000 | PA      | $3289457.97   | 0.42%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                  | Vista Point Securitization Trust 2020-1                                          | CUSIP: 92838WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9222000 | PA      | $8916053.69   | 1.15%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2602027.80   | 0.34%             | 2031-04-19      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1845262.40   | 0.24%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1814000 | PA      | $1506529.36   | 0.19%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2479998.50   | 0.32%             | 2035-04-15      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                         | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1190422.45   | 0.15%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                           | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |   1600000 | PA      | $1623774.08   | 0.21%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   1700000 | PA      | $1446627.07   | 0.19%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    427053 | PA      | $328830.81    | 0.04%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4424193 | PA      | $4362254.00   | 0.56%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    533812 | PA      | $531143.44    | 0.07%             | 2028-07-31      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    369160 | PA      | $331987.27    | 0.04%             | 2028-08-07      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    864444 | PA      | $700636.56    | 0.09%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1915343 | PA      | $1914748.86   | 0.25%             | 2029-01-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1696632 | PA      | $1702231.27   | 0.22%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| X CORP                                          | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2300000 | PA      | $2259428.00   | 0.29%             | 2029-10-29      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   2259062 | PA      | $2209644.55   | 0.29%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53732 | PA      | $16041.09     | 0.00%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1346354 | PA      | $38707.68     | 0.00%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    992180 | PA      | $992284.47    | 0.13%             | 2030-02-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274452 | PA      | $63381.88     | 0.01%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   2988825 | PA      | $2991066.78   | 0.39%             | 2031-07-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1812506 | PA      | $1672037.03   | 0.22%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    886562 | PA      | $860798.31    | 0.11%             | 2030-08-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   2951438 | PA      | $2623090.08   | 0.34%             | 2030-02-19      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   1517625 | PA      | $1539759.56   | 0.20%             | 2030-03-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   2764251 | PA      | $2773248.15   | 0.36%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    450749 | PA      | $452216.68    | 0.06%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |    611910 | PA      | $616306.11    | 0.08%             | 2030-12-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   2111365 | PA      | $2126250.25   | 0.27%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   2170000 | PA      | $2168643.75   | 0.28%             | 2028-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |   1806789 | PA      | $54203.67     | 0.01%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                           | Autopistas del Sol SA/Costa Rica                                                 | CUSIP: AN7506248<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |    244936 | PA      | $243206.75    | 0.03%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    470827 | PA      | $3531.21      | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: ZQ7727766<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $428258.71    | 0.06%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: AZ6529160<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    320000 | PA      | $275238.40    | 0.04%             | 2049-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2750000 | PA      | $1784105.13   | 0.23%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   4600000 | PA      | $6210.00      | 0.00%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                | ENA Master Trust                                                                 | CUSIP: BM4694253<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |   1700000 | PA      | $1295995.00   | 0.17%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   1450000 | PA      | $1077857.83   | 0.14%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                          | Mexico City Airport Trust                                                        | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1303537.56   | 0.17%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 2YR NOTE (CBT) Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       200 | NC      | $-8226.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |   4300000 | PA      | $1488875.00   | 0.19%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                | CUSIP: BS0630753<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   1100000 | PA      | $1070613.50   | 0.14%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   2300000 | PA      | $1693016.04   | 0.22%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                           | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00900UAG9<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507618.10    | 0.07%             | 2037-07-22      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $116772.74    | 0.02%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |   2300000 | PA      | $2026556.91   | 0.26%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3697862.40   | 0.48%             | 2034-10-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4200000 | PA      | $3382749.85   | 0.44%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |   1851459 | PA      | $1855676.72   | 0.24%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1034083.40   | 0.13%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4408770.87   | 0.57%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $215490.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   2475746 | PA      | $2514669.59   | 0.32%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |   4400000 | PA      | $3670480.00   | 0.47%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    623700 | PA      | $593035.79    | 0.08%             | 2029-09-10      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BQ6517206<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   3800000 | PA      | $3216384.22   | 0.42%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                        | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   3841000 | PA      | $3273866.75   | 0.42%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** DoubleLine Yield Opportunities Fund

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Yield Opportunities Fund

**Title:** Vice President