# EDGAR Filing Document

**Accession Number:** 0001525201
**File Stem:** 0001145549-25-052678
**Filing Date:** 2025-8
**Character Count:** 333609
**Document Hash:** 7595942bea1a903a2a24fce01f18dc28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052678.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001145549-25-052678

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Opportunistic Credit Fund
- **CENTRAL INDEX KEY:** 0001525201

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22592
- **FILM NUMBER:** 251245522

**BUSINESS ADDRESS:**
- **STREET 1:** C/O DOUBLELINE CAPITAL LP
- **STREET 2:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** C/O DOUBLELINE CAPITAL LP
- **STREET 2:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DoubleLine Strategic Income Fund
- **DATE OF NAME CHANGE:** 20110708

## Nport-Ex

---

| | |
|:---|:---|
| **DoubleLine Opportunistic Credit Fund** | (Unaudited) |
| **Schedule of Investments** | June 30, 2025 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| **ASSET BACKED OBLIGATIONS - 1.2%** | **ASSET BACKED OBLIGATIONS - 1.2%** |  |  |  |
|  | Blue Stream Communications LLC |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2023-1A-C | 8.90 %<sup>(a)</sup> | 05/20/2053 | 516470 |
|  | Compass Datacenters LLC |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2024-1A-B | 7.00 %<sup>(a)</sup> | 02/25/2049 | 514373 |
|  | Jimmy Johns LLC |  |  |  |
| 1106750 | &nbsp;&nbsp;Series 2017-1A-A2II | 4.85 %<sup>(a)</sup> | 07/30/2047 | 1097576 |
|  | Lendingpoint Asset Securitization Trust |  |  |  |
| 800705 | &nbsp;&nbsp;Series 2022-B-B | 5.99 %<sup>(a)</sup> | 10/15/2029 | 776621 |
|  | Sierra Timeshare Conduit Receivables Funding LLC |  |  |  |
| 185234 | &nbsp;&nbsp;Series 2023-2A-D | 9.72 %<sup>(a)</sup> | 04/20/2040 | 192869 |
|  | Upstart Pass-Through Trust Series |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-ST5-CERT | 0.00 %<sup>(a)(b)(c)</sup> | 07/20/2027 | 104112 |
|  | Willis Lease Finance Corp. |  |  |  |
| 468050 | &nbsp;&nbsp;Series 2021-A-C | 7.39 %<sup>(a)</sup> | 05/15/2046 | 457945 |
|  | Total Asset Backed Obligations (Cost $3,564,725) | Total Asset Backed Obligations (Cost $3,564,725) |  | **3659966** |
| **BANK LOANS - 17.7%** | **BANK LOANS - 17.7%** |  |  |  |
|  | 1261229 BC Ltd. |  |  |  |
| 670000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.25%, 0.00% Floor) | 10.56% | 10/08/2030 | 647649 |
|  | Access CIG LLC |  |  |  |
| 480511 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.38% | 08/18/2028 | 483327 |
|  | Acrisure LLC |  |  |  |
| 403356 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.00%, 0.00% Floor) | 7.33% | 11/06/2030 | 402882 |
|  | Acuris Finance US, Inc. |  |  |  |
| 846224 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.05% | 02/16/2028 | 848077 |
|  | ADMI Corp. |  |  |  |
| 640250 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.75%, 0.00% Floor) | 10.08% | 12/23/2027 | 622323 |
|  | Alera Group 2nd Lien T/L |  |  |  |
| 460000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. SOFR US + 5.50%, 0.50% Floor) | 9.83% | 05/30/2033 | 469488 |
|  | Allied Universal Holdco LLC |  |  |  |
| 498526 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.85%, 0.50% Floor) | 8.18% | 05/15/2028 | 501464 |
|  | Altice France SA |  |  |  |
| 138237 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.76% | 08/31/2028 | 125603 |
|  | Alvaria Holdco (Aspect Software) Second-Out T/L |  |  |  |
| 122411 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 1.11%, 0.75% Floor) | 5.54% | 05/05/2028 | 34459 |
| 9236 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 1.11% Cash or 6.50% PIK, 0.75% Floor) | 5.54% | 05/05/2028 | 2600 |
|  | Alvaria Holdco (Aspect Software) Third-Out T/L A |  |  |  |
| 18140 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 2.11% Cash or 5.50% PIK, 0.75% Floor) | 6.54% | 05/05/2028 | 522 |
| 285626 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 2.11%, 0.00% Floor) | 6.54% | 05/05/2028 | 8212 |
|  | Applied Systems, Inc. |  |  |  |
| 170000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.80% | 02/23/2032 | 174739 |
|  | Apro LLC |  |  |  |
| 946654 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.06% | 07/09/2031 | 945471 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Ascend Learning LLC |  |  |  |
| 1022479 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.85%, 0.50% Floor) | 10.18% | 12/10/2029 | 1026314 |
|  | Aspire Bakeries T/L B |  |  |  |
| 164171 | &nbsp;&nbsp;Senior Secured Term Loan | 7.82 %<sup>(d)</sup> | 12/23/2030 | 163350 |
|  | Astra Acquisition Corp. |  |  |  |
| 90390 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 6.75%, 2.00% Floor) | 11.05 %<sup>(e)</sup> | 02/25/2028 | 25733 |
| 144415 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.55 %<sup>(e)</sup> | 10/25/2028 | 3249 |
|  | Asurion LLC |  |  |  |
| 110000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.36%, 0.00% Floor) | 9.69% | 02/03/2028 | 105497 |
| 450000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.36%, 0.00% Floor) | 9.69% | 01/22/2029 | 418675 |
|  | Aveanna Healthcare LLC |  |  |  |
| 423900 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.85%, 0.50% Floor) | 8.18% | 07/17/2028 | 415820 |
| 825000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.15%, 0.50% Floor) | 11.48% | 12/10/2029 | 812006 |
|  | Bausch + Lomb Corp. |  |  |  |
| 516428 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.33% | 09/29/2028 | 517505 |
| 880000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.57% | 01/15/2031 | 882754 |
|  | Boxer Parent Co., Inc. |  |  |  |
| 543638 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.00%, 0.00% Floor) | 7.33% | 07/30/2031 | 540884 |
| 1360000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.00% Floor) | 10.08% | 07/30/2032 | 1326857 |
|  | Brand Industrial Services, Inc. |  |  |  |
| 295619 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.78% | 08/01/2030 | 248635 |
|  | Cengage Learning, Inc. |  |  |  |
| 71125 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50%, 1.00% Floor) | 7.82% | 03/22/2031 | 71378 |
| 121930 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50%, 1.00% Floor) | 7.83% | 03/24/2031 | 122364 |
|  | Central Parent LLC |  |  |  |
| 199246 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.55% | 07/06/2029 | 166878 |
|  | Cloud Software Group, Inc. |  |  |  |
| 423935 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%) | 8.05% | 03/24/2031 | 425126 |
|  | ClubCorp Holdings, Inc. |  |  |  |
| 1072463 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.00% Floor) | 9.56% | 09/18/2026 | 1075144 |
| 621 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.26%, 0.00% Floor) | 9.56% | 09/18/2026 | 623 |
|  | CommScope LLC |  |  |  |
| 1440000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.58% | 12/17/2029 | 1459648 |
|  | Cornerstone Building Brands, Inc. |  |  |  |
| 134325 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.81% | 05/15/2031 | 114848 |
|  | Crown Finance US, Inc. |  |  |  |
| 1104450 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.57% | 12/02/2031 | 1105555 |
|  | Dexko Global, Inc. |  |  |  |
| 406846 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.01%, 0.50% Floor) | 8.19% | 10/04/2028 | 390324 |
|  | DG Investment Intermediate Holdings 2, Inc. |  |  |  |
| 595000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 6.86%, 0.75% Floor) | 11.19% | 03/29/2029 | 592953 |
|  | Directv Financing LLC |  |  |  |
| 889803 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.51%, 0.75% Floor) | 9.79% | 08/02/2029 | 884544 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Eagle Parent Corp. |  |  |  |
| 85692 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 85121 |
| 891722 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 885779 |
| 85692 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 85121 |
|  | Edelman Financial Engines Center LLC |  |  |  |
| 870000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.58% | 10/06/2028 | 874676 |
|  | EG America LLC |  |  |  |
| 605246 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 02/07/2028 | 608756 |
|  | Eisner Advisory Group LLC |  |  |  |
| 305569 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.33% | 02/28/2031 | 307288 |
|  | Ellucian Holdings, Inc. |  |  |  |
| 180000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 11/22/2032 | 184050 |
|  | Fertitta Entertainment LLC/NV |  |  |  |
| 487443 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50%, 0.50% Floor) | 7.83% | 01/29/2029 | 487462 |
|  | FinThrive Software Intermediate Holdings, Inc. |  |  |  |
| 23500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.11%, 0.50% Floor) | 8.44% | 12/18/2028 | 21268 |
| 129250 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.86%, 0.50% Floor) | 11.19% | 12/17/2029 | 105420 |
|  | Flynn America LP |  |  |  |
| 168813 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.61%, 0.50% Floor) | 8.94% | 07/31/2028 | 167969 |
| 168813 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.61%, 0.50% Floor) | 8.94% | 07/31/2028 | 167968 |
|  | Gainwell Acquisition Corp. |  |  |  |
| 1407923 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 0.10%, 0.75% Floor) | 8.40% | 10/01/2027 | 1359701 |
|  | Golden State Foods LLC |  |  |  |
| 342421 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.56% | 12/04/2031 | 344493 |
|  | Groupe Solmax, Inc. |  |  |  |
| 85169 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.86%, 0.75% Floor) | 9.19% | 07/24/2028 | 72002 |
| 59294 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.86%, 0.75% Floor) | 9.19% | 07/24/2028 | 50126 |
| 59145 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.01%, 0.75% Floor) | 9.31% | 07/24/2028 | 50001 |
| 108828 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.01%, 0.75% Floor) | 9.31% | 07/24/2028 | 92002 |
|  | Hexion Holdings Corp. |  |  |  |
| 1294086 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.31% | 03/15/2029 | 1292870 |
|  | Husky Injection Molding Systems Ltd. |  |  |  |
| 601175 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.67% | 02/15/2029 | 603534 |
| 601175 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.80% | 02/15/2029 | 603535 |
|  | INEOS US Finance LLC |  |  |  |
| 950421 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.58% | 02/19/2030 | 913340 |
|  | INEOS US Petrochem LLC |  |  |  |
| 256750 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.35%, 0.00% Floor) | 8.68% | 03/29/2029 | 239740 |
| 788025 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 10/07/2031 | 722028 |
|  | Kenan Advantage Group, Inc. |  |  |  |
| 276507 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.58% | 01/25/2029 | 273051 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Klockner Pentaplast of America, Inc. |  |  |  |
| 306796 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.98%, 0.50% Floor) | 9.23% | 02/09/2026 | 284662 |
|  | Kronos Acquisition Holdings, Inc. |  |  |  |
| 496250 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.30% | 07/08/2031 | 446129 |
|  | LBM Acquisition LLC |  |  |  |
| 700273 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.75% Floor) | 8.16% | 06/06/2031 | 656506 |
|  | Lereta LLC |  |  |  |
| 115040 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.36%, 0.75% Floor) | 9.69% | 08/07/2028 | 102263 |
|  | LifePoint Health, Inc. |  |  |  |
| 69476 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.50%, 1.00% Floor) | 7.82% | 05/19/2031 | 68527 |
| 1189207 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.01% | 05/19/2031 | 1178426 |
|  | MH Sub I LLC |  |  |  |
| 320000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.58% | 12/31/2031 | 278901 |
|  | Mitchell International, Inc. |  |  |  |
| 985000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.58% | 06/17/2032 | 972934 |
|  | MLN US Holdco LLC |  |  |  |
| 155000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 8.75%, 0.00% Floor) | 15.25 %<sup>(e)</sup> | 11/30/2026 | 1167 |
|  | Natgasoline LLC |  |  |  |
| 322969 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.83% | 03/29/2030 | 321758 |
|  | Needle Holdings LLC |  |  |  |
| 6720 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 8.50%, 0.00% Floor) | 16.00 %<sup>(e)</sup> | 04/28/2028 | 1781 |
|  | NEP Group, Inc. |  |  |  |
| 800373 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25% + 1.50% PIK, 0.00% Floor) | 7.84% | 08/19/2026 | 739596 |
| 27406 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25% + 1.50% PIK, 0.00% Floor) | 7.84% | 08/19/2026 | 25325 |
| 230000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.26%, 0.00% Floor) | 11.59% | 10/19/2026 | 124200 |
|  | NGL Energy Operating LLC |  |  |  |
| 79000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.08% | 02/03/2031 | 78541 |
|  | OneDigital Borrower LLC |  |  |  |
| 675000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.50% Floor) | 9.58% | 07/02/2032 | 677531 |
|  | Ontario Gaming GTA LP |  |  |  |
| 937859 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 08/01/2030 | 930094 |
|  | Par Petroleum LLC |  |  |  |
| 361681 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.01% | 02/28/2030 | 359197 |
|  | PetSmart LLC |  |  |  |
| 1271697 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.85%, 0.75% Floor) | 8.18% | 02/14/2028 | 1261364 |
|  | Polaris Newco LLC |  |  |  |
| 529493 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.86%, 0.50% Floor) | 8.29% | 06/05/2028 | 516732 |
|  | Pregis TopCo LLC |  |  |  |
| 1261838 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.33% | 02/01/2029 | 1267043 |
|  | Pretium PKG Holdings, Inc. |  |  |  |
| 310000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.01%, 0.50% Floor) | 11.31% | 10/01/2029 | 53785 |
|  | Pretzel Parent T/L B |  |  |  |
| 1028603 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. SOFR US + 4.50%, 0.00% Floor) | 8.83% | 10/01/2031 | 1022688 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Radiology Partners, Inc. |  |  |  |
| 1280000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.50%) | 8.82% | 06/30/2032 | 1271200 |
|  | Sabre GLBL, Inc. |  |  |  |
| 1965063 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.00%) | 10.43% | 11/15/2029 | 1965063 |
|  | Sound Inpatient Physicians Holdings LLC |  |  |  |
| 190000 | &nbsp;&nbsp;Senior Secured Term Loan (3 mo. Term SOFR + 6.75%, 0.00% Floor) | 11.08% | 06/29/2026 | 28591 |
|  | Staples, Inc. |  |  |  |
| 173688 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.50% Floor) | 10.03% | 09/10/2029 | 160723 |
|  | StubHub Holdco Sub LLC |  |  |  |
| 861178 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 03/15/2030 | 838210 |
|  | Team Health Holdings, Inc. |  |  |  |
| 646116 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 1.00% Floor) | 9.53% | 03/02/2027 | 643893 |
|  | Townsquare Media, Inc. |  |  |  |
| 804938 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.00% Floor) | 9.32% | 02/19/2030 | 728469 |
|  | Travelport Finance Luxembourg Sarl |  |  |  |
| 142384 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.69%, 1.00% Floor) | 11.30% | 09/29/2028 | 110660 |
| 393244 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.69%, 1.00% Floor) | 11.30% | 09/29/2028 | 305625 |
|  | Trident TPI Holdings, Inc. |  |  |  |
| 1285270 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.05% | 09/18/2028 | 1264551 |
|  | United Natural Foods, Inc. |  |  |  |
| 215600 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 05/01/2031 | 217756 |
|  | Univision Communications, Inc. |  |  |  |
| 530123 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 06/25/2029 | 529240 |
|  | Vantage Specialty Chemicals, Inc. |  |  |  |
| 673420 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.50% Floor) | 9.03% | 10/26/2026 | 653695 |
|  | Veritiv Operating Co. |  |  |  |
| 767765 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.30% | 11/30/2030 | 771412 |
|  | Vibrantz Technologies, Inc. |  |  |  |
| 243764 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.40%, 0.50% Floor) | 8.64% | 04/23/2029 | 213512 |
|  | Victra Holdings LLC |  |  |  |
| 985487 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.75% Floor) | 8.55% | 03/29/2029 | 987029 |
|  | Voyager Parent LLC |  |  |  |
| 1020000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.75%) | 9.07% | 05/10/2032 | 1010932 |
|  | Wand NewCo 3, Inc. |  |  |  |
| 211745 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 2.50%, 0.00% Floor) | 6.83% | 01/30/2031 | 211044 |
|  | WaterBridge Midstream Operating LLC |  |  |  |
| 919145 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.01%, 0.00% Floor) | 9.31% | 06/27/2029 | 916681 |
|  | Zayo Group Holdings, Inc. |  |  |  |
| 179537 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.58% | 03/09/2027 | 172898 |
|  | **Total Bank Loans (Cost $54,841,406)** |  |  | **53131115** |
| **COLLATERALIZED LOAN OBLIGATIONS - 21.2%** | **COLLATERALIZED LOAN OBLIGATIONS - 21.2%** |  |  |  |
|  | Allegany Park CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2019-1A-ER (3 mo. Term SOFR + 6.40%, 6.40% Floor) | 10.67 %<sup>(a)</sup> | 01/20/2035 | 992981 |
|  | Atlas Senior Loan Fund Ltd. |  |  |  |
| 1700000 | &nbsp;&nbsp;Series 2019-14A-D (3 mo. Term SOFR + 4.16%, 3.90% Floor) | 8.43 %<sup>(a)</sup> | 07/20/2032 | 1704764 |
|  | Babson CLO Ltd./Cayman Islands |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2019-1A-DR (3 mo. Term SOFR + 3.91%, 3.65% Floor) | 8.17 %<sup>(a)</sup> | 04/15/2035 | 2478351 |
| 1500000 | &nbsp;&nbsp;Series 2019-1A-ER (3 mo. Term SOFR + 7.12%, 6.86% Floor) | 11.38 %<sup>(a)</sup> | 04/15/2035 | 1508778 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 1000000 | &nbsp;&nbsp;Series 2019-2A-D1RR (3 mo. Term SOFR + 2.90%, 2.90% Floor) | 7.16 %<sup>(a)</sup> | 01/15/2038 | 1005560 |
|  | Bain Capital Credit CLO |  |  |  |
| 4000000 | &nbsp;&nbsp;Series 2022-5A-DR (3 mo. Term SOFR + 4.25%, 4.25% Floor) | 8.53 %<sup>(a)</sup> | 01/24/2037 | 4047446 |
|  | Beechwood Park CLO Ltd. |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2019-1A-DR (3 mo. Term SOFR + 3.10%, 3.10% Floor) | 7.38 %<sup>(a)</sup> | 01/17/2035 | 5001683 |
|  | Blackstone, Inc. |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2017-1A-DR (3 mo. Term SOFR + 3.11%, 2.85% Floor) | 7.37 %<sup>(a)</sup> | 10/15/2030 | 500547 |
| 1000000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 5.21%, 0.00% Floor) | 9.47 %<sup>(a)</sup> | 04/15/2031 | 1000860 |
|  | BlueMountain CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2013-2A-DR (3 mo. Term SOFR + 3.16%, 0.00% Floor) | 7.43 %<sup>(a)</sup> | 10/22/2030 | 991631 |
|  | Canyon Capital CLO Ltd. |  |  |  |
| 1700000 | &nbsp;&nbsp;Series 2014-1A-CR (3 mo. Term SOFR + 3.01%, 2.75% Floor) | 7.29 %<sup>(a)</sup> | 01/30/2031 | 1705307 |
| 1000000 | &nbsp;&nbsp;Series 2017-1A-DR (3 mo. Term SOFR + 3.26%, 3.00% Floor) | 7.52 %<sup>(a)</sup> | 07/15/2030 | 998480 |
| 1000000 | &nbsp;&nbsp;Series 2017-1A-E (3 mo. Term SOFR + 6.51%, 0.00% Floor) | 10.77 %<sup>(a)</sup> | 07/15/2030 | 1002126 |
| 2250000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.67%, 6.41% Floor) | 10.93 %<sup>(a)</sup> | 04/15/2034 | 2267614 |
|  | Canyon CLO |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.27 %<sup>(a)</sup> | 07/15/2031 | 1501334 |
|  | Carlyle Group, Inc. |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2015-5A-DR (3 mo. Term SOFR + 6.96%, 6.70% Floor) | 11.23 %<sup>(a)</sup> | 01/20/2032 | 1481693 |
|  | Cathedral Lake CLO Ltd. |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2021-8A-C (3 mo. Term SOFR + 2.88%, 2.62% Floor) | 7.15 %<sup>(a)</sup> | 01/20/2035 | 502370 |
|  | Dryden Senior Loan Fund |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2015-37A-ER (3 mo. Term SOFR + 5.41%, 5.15% Floor) | 9.67 %<sup>(a)</sup> | 01/15/2031 | 1445442 |
| 2000000 | &nbsp;&nbsp;Series 2015-40A-ER (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.34 %<sup>(a)</sup> | 08/15/2031 | 1877400 |
| 500000 | &nbsp;&nbsp;Series 2017-50A-D (3 mo. Term SOFR + 3.51%, 3.25% Floor) | 7.77 %<sup>(a)</sup> | 07/15/2030 | 499707 |
|  | Highbridge Loan Management Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 11A-17-E (3 mo. Term SOFR + 6.36%, 0.00% Floor) | 10.62 %<sup>(a)</sup> | 05/06/2030 | 859428 |
| 1000000 | &nbsp;&nbsp;Series 2013-2A-CR (3 mo. Term SOFR + 3.16%, 2.90% Floor) | 7.43 %<sup>(a)</sup> | 10/20/2029 | 1003907 |
|  | Katayma CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2024-2A-D (3 mo. Term SOFR + 4.50%, 4.50% Floor) | 8.77 %<sup>(a)</sup> | 04/20/2037 | 1016801 |
|  | LCM LP |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 26A-E (3 mo. Term SOFR + 5.56%, 5.30% Floor) | 9.83 %<sup>(a)</sup> | 01/20/2031 | 1875245 |
|  | Madison Park Funding Ltd. |  |  |  |
| 850000 | &nbsp;&nbsp;Series 2014-14A-ER (3 mo. Term SOFR + 6.06%, 5.80% Floor) | 10.33 %<sup>(a)</sup> | 10/22/2030 | 842596 |
| 1000000 | &nbsp;&nbsp;Series 9A-DR (3 mo. Term SOFR + 3.86%, 0.00% Floor) | 8.19 %<sup>(a)</sup> | 05/28/2030 | 1013305 |
|  | Magnetite CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2019-24A-ER (3 mo. Term SOFR + 6.40%, 6.40% Floor) | 10.66 %<sup>(a)</sup> | 04/15/2035 | 1003142 |
| 500000 | &nbsp;&nbsp;Series 2022-33A-DR (3 mo. Term SOFR + 3.00%, 3.00% Floor) | 7.27 %<sup>(a)</sup> | 10/20/2037 | 501526 |
|  | Marble Point CLO |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2021-3A-D1 (3 mo. Term SOFR + 3.76%, 3.50% Floor) | 8.04 %<sup>(a)</sup> | 10/17/2034 | 498753 |
|  | Neuberger Berman CLO Ltd. |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2019-32A-DR (3 mo. Term SOFR + 2.96%, 2.70% Floor) | 7.23 %<sup>(a)</sup> | 01/20/2032 | 2023245 |
|  | Ocean Trails CLO |  |  |  |
| 920000 | &nbsp;&nbsp;Series 2014-5A-DRR (3 mo. Term SOFR + 3.71%, 3.45% Floor) | 7.95 %<sup>(a)</sup> | 10/13/2031 | 925294 |
|  | Octagon Investment Partners Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2016-1A-DR (3 mo. Term SOFR + 3.11%, 3.11% Floor) | 7.37 %<sup>(a)</sup> | 07/15/2030 | 1010792 |
| 1000000 | &nbsp;&nbsp;Series 2016-1A-FR (3 mo. Term SOFR + 8.35%, 8.35% Floor) | 12.61 %<sup>(a)</sup> | 07/15/2030 | 236228 |
| 2000000 | &nbsp;&nbsp;Series 2017-1A-SUB | 0.00 %<sup>(a)(b)(c)(f)</sup> | 03/17/2030 | 61240 |
| 1500000 | &nbsp;&nbsp;Series 2018-1A-D (3 mo. Term SOFR + 5.46%, 5.20% Floor) | 9.73 %<sup>(a)</sup> | 01/20/2031 | 1437880 |
| 900000 | &nbsp;&nbsp;Series 2018-3A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.28 %<sup>(a)</sup> | 10/20/2030 | 901680 |
| 1000000 | &nbsp;&nbsp;Series 2019-1A-DR (3 mo. Term SOFR + 3.51%, 3.25% Floor) | 7.77 %<sup>(a)</sup> | 10/15/2034 | 978762 |
|  | RR Ltd./Cayman Islands |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2017-2A-DR (3 mo. Term SOFR + 6.06%, 5.80% Floor) | 10.32 %<sup>(a)</sup> | 04/15/2036 | 485785 |
|  | Sound Point CLO Ltd. |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2019-2A-DR (3 mo. Term SOFR + 3.56%, 3.30% Floor) | 7.82 %<sup>(a)</sup> | 07/15/2034 | 2428193 |
| 2000000 | &nbsp;&nbsp;Series 2020-1A-DR (3 mo. Term SOFR + 3.61%, 3.61% Floor) | 7.88 %<sup>(a)</sup> | 07/20/2034 | 2005965 |
| 2000000 | &nbsp;&nbsp;Series 2021-1A-D (3 mo. Term SOFR + 3.76%, 3.76% Floor) | 8.04 %<sup>(a)</sup> | 04/25/2034 | 2004897 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Trimaran CAVU LLC |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2019-2A-C (3 mo. Term SOFR + 4.98%, 4.72% Floor) | 9.25 %<sup>(a)</sup> | 11/26/2032 | 501169 |
|  | Venture CDO Ltd. |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2017-30A-C (3 mo. Term SOFR + 2.21%, 0.00% Floor) | 6.47 %<sup>(a)</sup> | 01/15/2031 | 501378 |
|  | Vibrant CLO Ltd. |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2024-4RA-D1 (3 mo. Term SOFR + 3.75%, 3.75% Floor) | 8.02 %<sup>(a)</sup> | 10/20/2037 | 505685 |
|  | Vibrant Clo X Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2018-10RA-C1 (3 mo. Term SOFR + 5.00%, 5.00% Floor) | 9.27 %<sup>(a)</sup> | 04/20/2036 | 1003185 |
|  | Voya CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2020-1A-DR (3 mo. Term SOFR + 3.36%, 3.10% Floor) | 7.62 %<sup>(a)</sup> | 07/16/2034 | 998495 |
|  | Wind River CLO Ltd. |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2014-2A-ER (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.27 %<sup>(a)</sup> | 01/15/2031 | 2275109 |
| 1000000 | &nbsp;&nbsp;Series 2014-3A-DR2 (3 mo. Term SOFR + 3.66%, 3.40% Floor) | 7.93 %<sup>(a)</sup> | 10/22/2031 | 1015622 |
|  | Wind River Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-3A-D1AR (3 mo. Term SOFR + 3.00%, 3.00% Floor) | 7.27 %<sup>(a)</sup> | 04/20/2038 | 1004337 |
|  | **Total Collateralized Loan Obligations (Cost $64,699,217)** | **Total Collateralized Loan Obligations (Cost $64,699,217)** |  | **63433718** |
| **FOREIGN CORPORATE BONDS - 2.8%** | **FOREIGN CORPORATE BONDS - 2.8%** |  |  |  |
| 400000 | Adani Ports & Special Economic Zone Ltd. | 5.00% | 08/02/2041 | 315591 |
| 167000 | Adani Renewable Energy RJ Ltd./Kodangal Solar Parks Pvt Ltd./Wardha Solar Maharash | 4.63% | 10/15/2039 | 134712 |
| 208500 | Adani Transmission Step-One Ltd. | 4.25% | 05/21/2036 | 177660 |
| 350000 | AL Candelaria Spain SA | 5.75% | 06/15/2033 | 297272 |
| 122468 | Autopistas del Sol SA/Costa Rica | 7.38% | 12/30/2030 | 121854 |
| 200000 | Banco Davivienda SA<br> (10 yr. CMT Rate + 5.10%) | 6.65 %<sup>(g)</sup> | 04/22/2031 | 178181 |
| 200000 | Banco Davivienda SA<br> (5 yr. CMT Rate + 4.59%) | 8.13 %<sup>(a)</sup> | 07/02/2035 | 201160 |
| 200000 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX<br> (5 yr. CMT Rate + 4.21%) | 8.13% | 01/08/2039 | 206864 |
| 250000 | Braskem Idesa SAPI | 6.99 %<sup>(a)</sup> | 02/20/2032 | 173745 |
| 450000 | Braskem Netherlands Finance BV | 5.88% | 01/31/2050 | 283395 |
| 400000 | Canacol Energy Ltd. | 5.75% | 11/24/2028 | 138426 |
| 400000 | CAP SA | 3.90% | 04/27/2031 | 321761 |
| 250000 | Comision Federal de Electricidad | 5.00% | 07/30/2049 | 209167 |
| 100000 | Cosan Overseas Ltd. | 8.25 %<sup>(g)</sup> | 08/05/2025 | 100988 |
| 400000 | CSN Resources SA | 5.88% | 04/08/2032 | 329296 |
| 400000 | ENA Master Trust | 4.00% | 05/19/2048 | 290060 |
| 202000 | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323<br> (11.00% Cash + 2.00% PIK) | 11.00 %<sup>(a)</sup> | 09/12/2030 | 163872 |
| 160900 | Fideicomiso PA Pacifico Tres | 8.25% | 01/15/2035 | 162670 |
| 450000 | Fresnillo PLC | 4.25% | 10/02/2050 | 328415 |
| 300000 | Frigorifico Concepcion SA | 7.70 %<sup>(a)</sup> | 07/21/2028 | 233348 |
| 200000 | FS Luxembourg Sarl | 8.63 %<sup>(a)</sup> | 06/25/2033 | 197600 |
| 235000 | Garda World Security Corp. | 8.25 %<sup>(a)</sup> | 08/01/2032 | 241360 |
| 235000 | Global Aircraft Leasing Co. Ltd. | 8.75 %<sup>(a)</sup> | 09/01/2027 | 241195 |
| 230000 | Husky Injection Molding Systems Ltd. / Titan Co.-Borrower LLC | 9.00 %<sup>(a)</sup> | 02/15/2029 | 240763 |
| 200000 | Infraestructura Energetica Nova SAPI de CV | 4.88% | 01/14/2048 | 147870 |
| 200000 | Infraestructura Energetica Nova SAPI de CV | 4.75% | 01/15/2051 | 141334 |
| 140000 | Kronos Acquisition Holdings, Inc. | 8.25 %<sup>(a)</sup> | 06/30/2031 | 127293 |
| 200000 | Motion Finco Sarl | 8.38 %<sup>(a)</sup> | 02/15/2032 | 183345 |
| 200000 | Movida Europe SA | 7.85 %<sup>(a)</sup> | 04/11/2029 | 184782 |
| 100000 | Ontario Gaming GTA LP/OTG Co.-Issuer, Inc. | 8.00 %<sup>(a)</sup> | 08/01/2030 | 100402 |
| 200000 | Orbia Advance Corp. SAB de CV | 5.50% | 01/15/2048 | 157551 |
| 75000 | Phoenix Aviation Capital Ltd. | 9.25 %<sup>(a)</sup> | 07/15/2030 | 77738 |
| 143944 | Prumo Participacoes e Investimentos S/A | 7.50% | 12/31/2031 | 145928 |
| 400000 | Raizen Fuels Finance SA | 6.95% | 03/05/2054 | 371391 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 200000 | Saavi Energia Sarl | 8.88% | 02/10/2035 | 208950 |
| 200000 | Saavi Energia Sarl | 8.88 %<sup>(a)</sup> | 02/10/2035 | 208950 |
| 200000 | Sasol Financing USA LLC | 5.50% | 03/18/2031 | 164539 |
| 450000 | Simpar Europe SA | 5.20% | 01/26/2031 | 369000 |
| 171637 | TransJamaican Highway Ltd. | 5.75% | 10/10/2036 | 159537 |
| 44228 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50 %<sup>(a)</sup> | 12/31/2027 | 35604 |
| 62117 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50% | 12/31/2027 | 50004 |
| 215781 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00% | 12/31/2028 | 60418 |
| 50180 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00 %<sup>(a)</sup> | 12/31/2028 | 14050 |
| 262806 | Unigel Netherlands Holding Corp. BV<br> (15.00% Cash or 15.00% PIK) | 15.00% | 12/31/2044 | 8541 |
| 100000 | Volcan Cia Minera SAA | 8.75% | 01/24/2030 | 99420 |
| 200000 | Yinson Bergenia Production BV | 8.50 %<sup>(a)</sup> | 01/31/2045 | 202966 |
|  | **Total Foreign Corporate Bonds (Cost $8,948,071)** | **Total Foreign Corporate Bonds (Cost $8,948,071)** |  | **8508968** |
| **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 1.7%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 1.7%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 1.7%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 1.7%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 1.7%** |
| 400000 | Aeropuerto Internacional de Tocumen SA | 5.13% | 08/11/2061 | 282012 |
| 200000 | Banco do Brasil SA/Cayman (10 yr. CMT Rate + 4.40%) | 8.75 %<sup>(g)</sup> | 10/15/2025 | 202004 |
| 450000 | Brazilian Government International Bond | 4.75% | 01/14/2050 | 318351 |
| 500000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 338502 |
| 200000 | Comision Federal de Electricidad | 4.68% | 02/09/2051 | 139524 |
| 350000 | Corp. Nacional del Cobre de Chile | 3.15% | 01/15/2051 | 215100 |
| 250000 | Ecopetrol SA | 5.88% | 05/28/2045 | 172751 |
| 250000 | Ecopetrol SA | 5.88% | 11/02/2051 | 164807 |
| 200000 | Empresa de Transmision Electrica SA | 5.13% | 05/02/2049 | 144425 |
| 198850 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | 7.25 %<sup>(a)</sup> | 01/31/2041 | 202012 |
| 200000 | Guatemala Government Bond | 4.65% | 10/07/2041 | 159375 |
| 200000 | Mexico City Airport Trust | 5.50% | 07/31/2047 | 165285 |
| 500000 | Mexico Government International Bond | 3.77% | 05/24/2061 | 296563 |
| 200000 | Morocco Government International Bond | 4.00% | 12/15/2050 | 136470 |
| 200000 | OCP SA | 5.13% | 06/23/2051 | 152103 |
| 150000 | Peruvian Government International Bond | 2.78% | 12/01/2060 | 80959 |
| 350000 | Petrobras Global Finance BV | 5.50% | 06/10/2051 | 271153 |
| 600000 | Petroleos del Peru SA | 5.63% | 06/19/2047 | 380030 |
| 700000 | Petroleos Mexicanos | 6.38% | 01/23/2045 | 496299 |
| 200000 | Port Of Spain Waterfront Development | 7.88% | 02/19/2040 | 199240 |
| 200000 | Port Of Spain Waterfront Development | 7.88 %<sup>(a)</sup> | 02/19/2040 | 199240 |
| 350000 | Republic of South Africa Government International Bond | 5.65% | 09/27/2047 | 262274 |
| 200000 | Trinidad Generation Unlimited | 7.75 %<sup>(a)</sup> | 06/16/2033 | 207325 |
|  | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $5,800,659)** | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $5,800,659)** | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $5,800,659)** | **5185804** |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 25.3%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 25.3%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 25.3%** |  |  |
|  | 1345 Trust |  |  |  |
| 620000 | &nbsp;&nbsp;Series 2025-AOA-D (1 mo. Term SOFR + 3.00%, 3.00% Floor) | 7.30 %<sup>(a)</sup> | 06/15/2030 | 622616 |
|  | ACREC Trust |  |  |  |
| 690000 | &nbsp;&nbsp;Series 2023-FL2-B (1 mo. Term SOFR + 3.48%, 3.48% Floor) | 7.79 %<sup>(a)</sup> | 02/19/2038 | 694500 |
|  | Arbor Realty Trust, Inc. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2022-FL1-C (30 day avg SOFR US + 2.30%, 2.30% Floor) | 6.60 %<sup>(a)</sup> | 01/15/2037 | 1002451 |
|  | ARDN Mortgage Trust |  |  |  |
| 650000 | &nbsp;&nbsp;Series 2025-ARCP-E (1 mo. Term SOFR + 4.50%, 4.50% Floor) | 8.80 %<sup>(a)</sup> | 06/15/2035 | 652959 |
|  | AREIT Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2024-CRE9-B (1 mo. Term SOFR + 2.54%, 2.54% Floor) | 6.85 %<sup>(a)</sup> | 05/17/2041 | 993340 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | AREIT Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2023-CRE8-B (1 mo. Term SOFR + 3.32%, 3.32% Floor) | 7.64 %<sup>(a)</sup> | 08/17/2041 | 1003436 |
| 200000 | &nbsp;&nbsp;Series 2023-CRE8-D (1 mo. Term SOFR + 5.37%, 5.37% Floor) | 9.68 %<sup>(a)</sup> | 08/17/2041 | 201160 |
| 930000 | &nbsp;&nbsp;Series 2025-CRE10-D (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 7.10 %<sup>(a)</sup> | 01/17/2030 | 887844 |
|  | BANK |  |  |  |
| 5843520 | &nbsp;&nbsp;Series 2020-BN26-XF | 1.50 %<sup>(a)(h)</sup> | 03/15/2063 | 327007 |
|  | BANK5 Trust |  |  |  |
| 72348973 | &nbsp;&nbsp;Series 2023-5YR1-XA | 0.48 %<sup>(f)(h)</sup> | 04/15/2056 | 511290 |
| 18014884 | &nbsp;&nbsp;Series 2023-5YR4-XA | 1.26 %<sup>(f)(h)</sup> | 12/15/2056 | 527881 |
|  | BBCMS Trust |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2025-5C34-D | 4.25 %<sup>(a)</sup> | 05/15/2058 | 434420 |
|  | BDS Ltd. |  |  |  |
| 1200000 | &nbsp;&nbsp;Series 2021-FL9-D (1 mo. Term SOFR + 2.36%, 2.25% Floor) | 6.68 %<sup>(a)</sup> | 11/16/2038 | 1195199 |
| 1000000 | &nbsp;&nbsp;Series 2024-FL13-C (1 mo. Term SOFR + 2.59%, 2.59% Floor) | 6.91 %<sup>(a)</sup> | 09/19/2039 | 1003112 |
|  | Beast Mortgage Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-1818-G (1 mo. Term SOFR + 6.11%, 6.25% Floor) | 10.43 %<sup>(a)</sup> | 03/15/2036 | 135252 |
|  | Benchmark Mortgage Trust |  |  |  |
| 11678644 | &nbsp;&nbsp;Series 2018-B1-XA | 0.67 %<sup>(f)(h)</sup> | 01/15/2051 | 126392 |
| 1398000 | &nbsp;&nbsp;Series 2018-B4-D | 2.92 %<sup>(a)(f)</sup> | 07/15/2051 | 1138425 |
| 1000000 | &nbsp;&nbsp;Series 2024-V10-D | 4.50 %<sup>(a)</sup> | 09/15/2057 | 889833 |
|  | Blackstone Mortgage Trust, Inc. |  |  |  |
| 314618 | &nbsp;&nbsp;Series 2021-FL4-A (1 mo. Term SOFR + 1.16%, 1.05% Floor) | 5.48 %<sup>(a)</sup> | 05/15/2038 | 313624 |
|  | BMO Mortgage Trust |  |  |  |
| 1089000 | &nbsp;&nbsp;Series 2025-C11-D | 4.50 %<sup>(a)</sup> | 02/15/2058 | 844729 |
|  | BrightSpire Capital, Inc. |  |  |  |
| 1200000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.81%, 2.70% Floor) | 7.13 %<sup>(a)</sup> | 08/19/2038 | 1165388 |
| 1064000 | &nbsp;&nbsp;Series 2024-FL2-C (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.86 %<sup>(a)</sup> | 08/19/2037 | 1060590 |
|  | BSPRT Co.-Issuer LLC |  |  |  |
| 1400000 | &nbsp;&nbsp;Series 2023-FL10-AS (1 mo. Term SOFR + 2.86%, 2.86% Floor) | 7.17 %<sup>(a)</sup> | 09/15/2035 | 1407799 |
|  | BX Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2019-OC11-E | 4.08 %<sup>(a)(f)</sup> | 12/09/2041 | 918918 |
| 700000 | &nbsp;&nbsp;Series 2021-ARIA-F (1 mo. Term SOFR + 2.71%, 2.59% Floor) | 7.02 %<sup>(a)</sup> | 10/15/2036 | 697144 |
| 903000 | &nbsp;&nbsp;Series 2022-PSB-C (1 mo. Term SOFR + 3.70%, 3.70% Floor) | 8.01 %<sup>(a)</sup> | 08/15/2039 | 904129 |
| 514481 | &nbsp;&nbsp;Series 2024-AIRC-C (1 mo. Term SOFR + 2.59%, 2.59% Floor) | 6.90 %<sup>(a)</sup> | 08/15/2039 | 517485 |
| 810000 | &nbsp;&nbsp;Series 2025-LUNR-E (1 mo. Term SOFR + 3.95%, 3.95% Floor) | 8.26 %<sup>(a)</sup> | 06/15/2040 | 814072 |
| 940000 | &nbsp;&nbsp;Series 2025-ROIC-E (1 mo. Term SOFR + 2.94%, 2.94% Floor) | 7.25 %<sup>(a)</sup> | 03/15/2030 | 924260 |
|  | CALI Mortgage Trust |  |  |  |
| 530000 | &nbsp;&nbsp;Series 2024-SUN-C (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 7.10 %<sup>(a)</sup> | 07/15/2041 | 531929 |
|  | Citigroup/Deutsche Bank Commercial Mortgage Trust |  |  |  |
| 13647016 | &nbsp;&nbsp;Series 2017-CD6-XA | 1.03 %<sup>(f)(h)</sup> | 11/13/2050 | 202044 |
|  | Commercial Mortgage Pass Through Certificates |  |  |  |
| 26400000 | &nbsp;&nbsp;Series 2014-UBS3-XC | 1.25 %<sup>(a)(f)(h)</sup> | 06/10/2047 | 752 |
| 1288300 | &nbsp;&nbsp;Series 2014-UBS4-F | 3.75 %<sup>(a)(c)</sup> | 08/10/2047 | 580 |
| 1047724 | &nbsp;&nbsp;Series 2014-UBS4-G | 3.75 %<sup>(a)(c)</sup> | 08/10/2047 | 305 |
| 5000 | &nbsp;&nbsp;Series 2014-UBS4-V | 0.00 %<sup>(a)(c)(f)</sup> | 08/10/2047 | 1 |
| 27394000 | &nbsp;&nbsp;Series 2015-CR23-XD | 1.13 %<sup>(a)(f)(h)</sup> | 05/10/2048 | 712 |
| 5297000 | &nbsp;&nbsp;Series 2015-CR26-XD | 1.42 %<sup>(a)(f)(h)</sup> | 10/10/2048 | 178 |
|  | Computershare Corporate Trust |  |  |  |
| 23293000 | &nbsp;&nbsp;Series 2015-C28-XF | 1.25 %<sup>(a)(f)(h)</sup> | 05/15/2048 | 23337 |
| 747000 | &nbsp;&nbsp;Series 2015-NXS4-D | 3.83 %<sup>(f)</sup> | 12/15/2048 | 720977 |
| 1000000 | &nbsp;&nbsp;Series 2016-LC24-C | 4.57 %<sup>(f)</sup> | 10/15/2049 | 899808 |
| 43707234 | &nbsp;&nbsp;Series 2018-C43-XA | 0.72 %<sup>(f)(h)</sup> | 03/15/2051 | 574151 |
| 1569000 | &nbsp;&nbsp;Series 2019-C50-D | 3.00 %<sup>(a)</sup> | 05/15/2052 | 1287119 |
|  | CSAIL Commercial Mortgage Trust |  |  |  |
| 885000 | &nbsp;&nbsp;Series 2016-C5-C | 4.78 %<sup>(f)</sup> | 11/15/2048 | 867519 |
| 4003913 | &nbsp;&nbsp;Series 2016-C6-XA | 2.01 %<sup>(f)(h)</sup> | 01/15/2049 | 18921 |
| 2000000 | &nbsp;&nbsp;Series 2018-CX12-C | 4.88 %<sup>(f)</sup> | 08/15/2051 | 1839667 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | DOLP Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-NYC-F | 3.70 %<sup>(a)(f)</sup> | 05/10/2041 | 734420 |
|  | FIVE Mortgage Trust |  |  |  |
| 583000 | &nbsp;&nbsp;Series 2023-V1-E | 6.51 %<sup>(a)(f)</sup> | 02/10/2056 | 537578 |
|  | FS Rialto Issuer LLC |  |  |  |
| 1199000 | &nbsp;&nbsp;Series 2021-FL3-D (1 mo. Term SOFR + 2.61%, 2.61% Floor) | 6.93 %<sup>(a)</sup> | 11/16/2036 | 1179322 |
| 1200000 | &nbsp;&nbsp;Series 2024-FL9-D (1 mo. Term SOFR + 3.94%, 3.94% Floor) | 8.26 %<sup>(a)</sup> | 10/19/2039 | 1194738 |
| 1140000 | &nbsp;&nbsp;Series 2025-FL10-D (1 mo. Term SOFR + 2.70%, 2.70% Floor) | 7.01 %<sup>(a)</sup> | 08/19/2042 | 1123790 |
|  | Granite Point Mortgage Trust, Inc. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-FL4-B (1 mo. Term SOFR + 2.06%, 1.95% Floor) | 6.38 %<sup>(a)</sup> | 12/15/2036 | 975662 |
|  | Great Wolf Trust |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2024-WLF2-E (1 mo. Term SOFR + 3.64%) | 7.95 %<sup>(a)</sup> | 05/15/2041 | 1503840 |
|  | Greystone Commercial Real Estate Notes |  |  |  |
| 800000 | &nbsp;&nbsp;Series 2021-FL3-C (1 mo. Term SOFR + 2.11%, 2.00% Floor) | 6.43 %<sup>(a)</sup> | 07/15/2039 | 794581 |
| 1000000 | &nbsp;&nbsp;Series 2021-FL3-D (1 mo. Term SOFR + 2.31%, 2.20% Floor) | 6.63 %<sup>(a)</sup> | 07/15/2039 | 994491 |
| 1100000 | &nbsp;&nbsp;Series 2021-FL3-E (1 mo. Term SOFR + 2.86%, 2.75% Floor) | 7.18 %<sup>(a)</sup> | 07/15/2039 | 1083765 |
| 880000 | &nbsp;&nbsp;Series 2025-FL4-C (1 mo. Term SOFR + 2.89%, 2.89% Floor) | 7.20 %<sup>(a)</sup> | 01/15/2043 | 880940 |
|  | GS Mortgage Securities Corp. II |  |  |  |
| 905459 | &nbsp;&nbsp;Series 2010-C1-C | 5.64 %<sup>(a)(f)</sup> | 08/10/2043 | 899847 |
| 620000 | &nbsp;&nbsp;Series 2014-GC26-D | 4.55 %<sup>(a)(f)</sup> | 11/10/2047 | 361156 |
| 734722 | &nbsp;&nbsp;Series 2015-GC28-D | 4.56 %<sup>(a)(f)</sup> | 02/10/2048 | 704322 |
| 74070666 | &nbsp;&nbsp;Series 2018-GS9-XA | 0.55 %<sup>(f)(h)</sup> | 03/10/2051 | 691902 |
|  | HGI CRE CLO Ltd. |  |  |  |
| 1100000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.46%, 2.46% Floor) | 6.78 %<sup>(a)</sup> | 06/16/2036 | 1098296 |
| 910000 | &nbsp;&nbsp;Series 2021-FL2-D (1 mo. Term SOFR + 2.26%, 2.26% Floor) | 6.58 %<sup>(a)</sup> | 09/17/2036 | 908926 |
| 1000000 | &nbsp;&nbsp;Series 2022-FL3-B (30 day avg SOFR US + 2.60%, 2.60% Floor) | 6.90 %<sup>(a)</sup> | 04/20/2037 | 1004383 |
|  | HIG RCP LLC |  |  |  |
| 1400000 | &nbsp;&nbsp;Series 2023-FL1-B (1 mo. Term SOFR + 3.61%, 3.61% Floor) | 7.93 %<sup>(a)</sup> | 09/19/2038 | 1410125 |
|  | JP Morgan Chase Commercial Mortgage Securities |  |  |  |
| 1153000 | &nbsp;&nbsp;Series 2019-MFP-G (1 mo. Term SOFR + 4.10%, 4.05% Floor) | 8.41 %<sup>(a)</sup> | 07/15/2036 | 841291 |
| 1153000 | &nbsp;&nbsp;Series 2019-MFP-XG | 0.50 %<sup>(a)(f)(h)</sup> | 07/15/2036 | 10731 |
| 1040000 | &nbsp;&nbsp;Series 2019-UES-B | 4.14 %<sup>(a)</sup> | 05/05/2032 | 1014503 |
|  | JPMBB Commercial Mortgage Securities Trust |  |  |  |
| 8216862 | &nbsp;&nbsp;Series 2013-C14-XC | 0.57 %<sup>(a)(f)(h)</sup> | 08/15/2046 | 22262 |
| 1644636 | &nbsp;&nbsp;Series 2014-C19-NR | 3.75 %<sup>(a)(c)(f)</sup> | 04/15/2047 | 1091118 |
| 24195 | &nbsp;&nbsp;Series 2014-C26-XA | 0.51 %<sup>(f)(h)</sup> | 01/15/2048 |  |
| 500000 | &nbsp;&nbsp;Series 2015-C27-D | 3.95 %<sup>(a)(f)</sup> | 02/15/2048 | 130725 |
| 10827635 | &nbsp;&nbsp;Series 2015-C29-XE | 0.51 %<sup>(a)(f)(h)</sup> | 05/15/2048 | 154 |
| 16358000 | &nbsp;&nbsp;Series 2015-C32-XD | 0.50 %<sup>(a)(f)(h)</sup> | 11/15/2048 | 355 |
|  | KKR Industrial Portfolio Trust |  |  |  |
| 600000 | &nbsp;&nbsp;Series 2024-1-C (1 mo. Term SOFR + 2.84%, 2.84% Floor) | 7.15 %<sup>(a)</sup> | 08/15/2041 | 601314 |
|  | KREF |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-FL2-C (1 mo. Term SOFR + 2.11%, 2.00% Floor) | 6.43 %<sup>(a)</sup> | 02/15/2039 | 991006 |
|  | LoanCore |  |  |  |
| 650000 | &nbsp;&nbsp;Series 2025-CRE8-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 7.05 %<sup>(a)</sup> | 08/17/2042 | 632822 |
|  | LSTAR Commercial Mortgage Trust |  |  |  |
| 1154836 | &nbsp;&nbsp;Series 2016-4-XA | 1.68 %<sup>(a)(f)(h)</sup> | 03/10/2049 | 4837 |
| 1000000 | &nbsp;&nbsp;Series 2017-5-C | 4.82 %<sup>(a)(f)</sup> | 03/10/2050 | 931259 |
|  | MF1 Multifamily Housing Mortgage Loan Trust |  |  |  |
| 1352581 | &nbsp;&nbsp;Series 2021-FL6-C (1 mo. Term SOFR + 1.96%, 1.85% Floor) | 6.28 %<sup>(a)</sup> | 07/16/2036 | 1347695 |
| 780000 | &nbsp;&nbsp;Series 2021-FL6-E (1 mo. Term SOFR + 3.06%, 2.95% Floor) | 7.38 %<sup>(a)</sup> | 07/16/2036 | 771789 |
| 1000000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 2.91%, 2.80% Floor) | 7.23 %<sup>(a)</sup> | 10/16/2036 | 970302 |
| 1000000 | &nbsp;&nbsp;Series 2024-FL14-C (1 mo. Term SOFR + 3.29%, 3.29% Floor) | 7.61 %<sup>(a)</sup> | 03/19/2039 | 1007503 |
| 1000000 | &nbsp;&nbsp;Series 2024-FL15-C (1 mo. Term SOFR + 2.94%, 2.94% Floor) | 7.25 %<sup>(a)</sup> | 08/18/2041 | 1005023 |
| 1240000 | &nbsp;&nbsp;Series 2024-FL16-D (1 mo. Term SOFR + 3.59%, 3.59% Floor) | 7.90 %<sup>(a)</sup> | 11/18/2039 | 1226728 |
| 690000 | &nbsp;&nbsp;Series 2025-FL17-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 7.06 %<sup>(a)</sup> | 02/18/2040 | 682282 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 1250000 | &nbsp;&nbsp;Series 2025-FL19-C (1 mo. Term SOFR + 2.84%, 2.84% Floor) | 7.16 %<sup>(a)</sup> | 05/18/2042 | 1250379 |
|  | Morgan Stanley Bank of America Merrill Lynch Trust |  |  |  |
| 197017 | &nbsp;&nbsp;Series 2014-C19-C | 4.00% | 12/15/2047 | 191061 |
|  | PFP III Ltd. |  |  |  |
| 995530 | &nbsp;&nbsp;Series 2024-11-B (1 mo. Term SOFR + 2.49%, 2.49% Floor) | 6.80 %<sup>(a)</sup> | 09/17/2039 | 997661 |
| 1250000 | &nbsp;&nbsp;Series 2025-12-C (1 mo. Term SOFR + 2.54%, 2.54% Floor) | 6.86 %<sup>(a)</sup> | 12/18/2042 | 1251754 |
|  | Ready Capital Corp. |  |  |  |
| 1250000 | &nbsp;&nbsp;Series 2023-FL11-B (1 mo. Term SOFR + 3.53%, 3.53% Floor) | 7.85 %<sup>(a)</sup> | 10/25/2039 | 1254500 |
| 1000000 | &nbsp;&nbsp;Series 2023-FL12-C (1 mo. Term SOFR + 4.55%, 4.55% Floor) | 8.87 %<sup>(a)</sup> | 05/25/2038 | 1012332 |
|  | ROCK Trust |  |  |  |
| 319000 | &nbsp;&nbsp;Series 2024-CNTR-D | 7.11 %<sup>(a)</sup> | 11/13/2041 | 333824 |
|  | Starwood Property Trust, Inc. |  |  |  |
| 1200000 | &nbsp;&nbsp;Series 2021-FL2-C (1 mo. Term SOFR + 2.21%, 2.10% Floor) | 6.53 %<sup>(a)</sup> | 04/18/2038 | 1185037 |
| 2500000 | &nbsp;&nbsp;Series 2022-FL3-B (30 day avg SOFR US + 1.95%, 1.95% Floor) | 6.25 %<sup>(a)</sup> | 11/15/2038 | 2459183 |
|  | TPG Real Estate Finance Issuer Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-FL4-B (1 mo. Term SOFR + 1.96%, 1.85% Floor) | 6.28 %<sup>(a)</sup> | 03/15/2038 | 999406 |
| 758000 | &nbsp;&nbsp;Series 2022-FL5-AS (1 mo. Term SOFR + 2.15%, 2.15% Floor) | 6.46 %<sup>(a)</sup> | 02/15/2039 | 757121 |
| 1100000 | &nbsp;&nbsp;Series 2022-FL5-B (1 mo. Term SOFR + 2.45%, 2.45% Floor) | 6.76 %<sup>(a)</sup> | 02/15/2039 | 1098299 |
|  | UBS Commercial Mortgage Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2018-C12-C | 5.19 %<sup>(f)</sup> | 08/15/2051 | 903261 |
|  | UBS-Barclays Commercial Mortgage Trust |  |  |  |
| 1350000 | &nbsp;&nbsp;Series 2013-C5-C | 3.84 %<sup>(a)(f)</sup> | 03/10/2046 | 1226029 |
|  | WHARF Trust |  |  |  |
| 630000 | &nbsp;&nbsp;Series 2025-DC-E | 7.72 %<sup>(a)(f)</sup> | 07/15/2040 | 647611 |
|  | Total Non-Agency Commercial Mortgage Backed Obligations (Cost $86,782,865) | Total Non-Agency Commercial Mortgage Backed Obligations (Cost $86,782,865) | Total Non-Agency Commercial Mortgage Backed Obligations (Cost $86,782,865) | **75816496** |
| **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 14.3%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 14.3%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 14.3%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 14.3%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 14.3%** |
|  | Barclays PLC |  |  |  |
| 8241493 | &nbsp;&nbsp;Series 2007-AB1-A5 | 4.47 %<sup>(i)</sup> | 03/25/2037 | 3120847 |
| 471462 | &nbsp;&nbsp;Series 2010-RR6-6A2 | 9.30 %<sup>(a)(f)</sup> | 07/26/2037 | 222938 |
|  | Chase Mortgage Finance Corp. |  |  |  |
| 1276365 | &nbsp;&nbsp;Series 2007-S1-A7 | 6.00% | 02/25/2037 | 490204 |
| 1353546 | &nbsp;&nbsp;Series 2007-S3-1A5 | 6.00% | 05/25/2037 | 576580 |
|  | Citigroup Financial Products, Inc. |  |  |  |
| 249206 | &nbsp;&nbsp;Series 2006-8-A4 (-3 x 1 mo. Term SOFR + 19.35%, 0.00% Floor, 19.66% Cap) | 7.47 %<sup>(a)(j)</sup> | 10/25/2035 | 182855 |
|  | Countrywide Alternative Loan Trust |  |  |  |
| 528803 | &nbsp;&nbsp;Series 2005-85CB-2A5 (1 mo. Term SOFR + 1.21%, 1.10% Floor, 7.00% Cap) | 5.53% | 02/25/2036 | 412366 |
| 111675 | &nbsp;&nbsp;Series 2005-85CB-2A6 (-4 x 1 mo. Term SOFR + 21.21%, 0.00% Floor, 21.63% Cap) | 5.38 %<sup>(j)</sup> | 02/25/2036 | 86490 |
|  | Countrywide Home Loan Mortgage Pass Through Trust |  |  |  |
| 1275478 | &nbsp;&nbsp;Series 2007-4-1A35 (-1 x 1 mo. Term SOFR + 6.59%, 0.00% Floor, 6.70% Cap) | 2.27 %<sup>(h)(j)</sup> | 05/25/2037 | 195615 |
|  | Credit Suisse Management LLC |  |  |  |
| 1617143 | &nbsp;&nbsp;Series 2005-11-7A1 | 6.00% | 12/25/2035 | 818058 |
|  | Credit Suisse Mortgage Capital Certificates |  |  |  |
| 3109404 | &nbsp;&nbsp;Series 2006-5-3A3 | 6.50% | 06/25/2036 | 502259 |
| 235970 | &nbsp;&nbsp;Series 2006-9-2A1 | 5.50% | 11/25/2036 | 221806 |
| 151374 | &nbsp;&nbsp;Series 2006-9-6A14 | 6.00% | 11/25/2036 | 107245 |
|  | Fannie Mae Connecticut Avenue Securities |  |  |  |
| 2996000 | &nbsp;&nbsp;Series 2021-R01-1B2 (30 day avg SOFR US + 6.00%, 0.00% Floor) | 10.31 %<sup>(a)</sup> | 10/25/2041 | 3130453 |
| 3000000 | &nbsp;&nbsp;Series 2022-R01-1B2 (30 day avg SOFR US + 6.00%, 0.00% Floor) | 10.31 %<sup>(a)</sup> | 12/25/2041 | 3151853 |
|  | Freddie Mac Structured Agency Credit Risk Debt Notes |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2020-HQA2-B2 (30 day avg SOFR US + 7.71%, 0.00% Floor) | 12.02 %<sup>(a)</sup> | 03/25/2050 | 3642230 |
| 2000000 | &nbsp;&nbsp;Series 2021-DNA2-B2 (30 day avg SOFR US + 6.00%, 0.00% Floor) | 10.31 %<sup>(a)</sup> | 08/25/2033 | 2437008 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 3000000 | &nbsp;&nbsp;Series 2021-DNA6-B2 (30 day avg SOFR US + 7.50%, 0.00% Floor) | 11.81 %<sup>(a)</sup> | 10/25/2041 | 3189960 |
| 1200000 | &nbsp;&nbsp;Series 2021-DNA7-M2 (30 day avg SOFR US + 1.80%, 0.00% Floor) | 6.11 %<sup>(a)</sup> | 11/25/2041 | 1209243 |
| 2000000 | &nbsp;&nbsp;Series 2021-HQA2-B2 (30 day avg SOFR US + 5.45%, 0.00% Floor) | 9.76 %<sup>(a)</sup> | 12/25/2033 | 2347334 |
| 3000000 | &nbsp;&nbsp;Series 2021-HQA3-B2 (30 day avg SOFR US + 6.25%, 0.00% Floor) | 10.56 %<sup>(a)</sup> | 09/25/2041 | 3130274 |
|  | Indymac Index Mortgage Loan Trust |  |  |  |
| 817845 | &nbsp;&nbsp;Series 2005-AR23-6A1 | 3.96 %<sup>(f)</sup> | 11/25/2035 | 775267 |
|  | JP Morgan Alternative Loan Trust |  |  |  |
| 57145 | &nbsp;&nbsp;Series 2006-S1-2A5 | 5.50% | 02/28/2026 | 46068 |
|  | JP Morgan Reremic |  |  |  |
| 872354 | &nbsp;&nbsp;Series 2011-1-2A10 | 6.00 %<sup>(a)(f)</sup> | 06/26/2037 | 719891 |
|  | Lehman Mortgage Trust |  |  |  |
| 137364 | &nbsp;&nbsp;Series 2007-10-1A1 | 6.00% | 01/25/2038 | 133890 |
| 1152963 | &nbsp;&nbsp;Series 2007-4-1A3 | 5.75% | 05/25/2037 | 536816 |
|  | RALI Trust |  |  |  |
| 417358 | &nbsp;&nbsp;Series 2005-QS14-3A1 | 6.00% | 09/25/2035 | 367829 |
| 1048364 | &nbsp;&nbsp;Series 2006-QS7-A3 | 6.00% | 06/25/2036 | 831014 |
| 335900 | &nbsp;&nbsp;Series 2007-QS1-1A1 | 6.00% | 01/25/2037 | 267820 |
| 554118 | &nbsp;&nbsp;Series 2007-QS6-A1 (1 mo. Term SOFR + 0.44%, 0.33% Floor, 7.00% Cap) | 4.76% | 04/25/2037 | 417811 |
| 586640 | &nbsp;&nbsp;Series 2007-QS6-A102 | 5.75% | 04/25/2037 | 484140 |
| 126231 | &nbsp;&nbsp;Series 2007-QS6-A2 (-8 x 1 mo. Term SOFR + 54.63%, 0.00% Floor, 55.58% Cap) | 18.64 %<sup>(j)</sup> | 04/25/2037 | 166887 |
|  | RBSGC Mortgage Pass Through Certificates |  |  |  |
| 570412 | &nbsp;&nbsp;Series 2008-B-A1 | 6.00 %<sup>(a)</sup> | 06/25/2037 | 497547 |
|  | Residential Asset Securitization Trust |  |  |  |
| 1641176 | &nbsp;&nbsp;Series 2006-A6-1A12 (-1 x 1 mo. Term SOFR + 6.99%, 0.00% Floor, 7.10% Cap) | 2.67 %<sup>(h)(j)</sup> | 07/25/2036 | 185682 |
| 1622702 | &nbsp;&nbsp;Series 2006-A6-1A9 | 6.00% | 07/25/2036 | 399637 |
|  | RFMSI Trust |  |  |  |
| 363463 | &nbsp;&nbsp;Series 2007-S2-A4 | 6.00% | 02/25/2037 | 279574 |
|  | Structured Adjustable Rate Mortgage Loan Trust |  |  |  |
| 240986 | &nbsp;&nbsp;Series 2006-1-2A2 | 4.89 %<sup>(f)</sup> | 02/25/2036 | 203810 |
|  | Velocity Commercial Capital Loan Trust |  |  |  |
| 344674 | &nbsp;&nbsp;Series 2018-1-M4 | 5.01 %<sup>(a)</sup> | 04/25/2048 | 311614 |
| 256243 | &nbsp;&nbsp;Series 2018-1-M5 | 6.26 %<sup>(a)</sup> | 04/25/2048 | 229138 |
| 364718 | &nbsp;&nbsp;Series 2018-1-M6 | 7.26 %<sup>(a)</sup> | 04/25/2048 | 323982 |
|  | Vericrest Opportunity Loan Transferee |  |  |  |
| 5474421 | &nbsp;&nbsp;Series 2021-NPL3-A2 | 8.95 %<sup>(a)(i)(k)</sup> | 02/27/2051 | 5478438 |
|  | Washington Mutual Alternative Mortgage Pass-Through Certificates |  |  |  |
| 2959259 | &nbsp;&nbsp;Series 2006-8-A4 | 4.11 %<sup>(i)</sup> | 10/25/2036 | 1002060 |
|  | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $52,545,016)** | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $52,545,016)** | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $52,545,016)** | **42834533** |
| **US CORPORATE BONDS - 1.1%** | **US CORPORATE BONDS - 1.1%** | **US CORPORATE BONDS - 1.1%** |  |  |
| 250000 | Allied Universal Holdco LLC | 7.88 %<sup>(a)</sup> | 02/15/2031 | 261395 |
| 65000 | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | 9.75 %<sup>(a)</sup> | 04/15/2030 | 66099 |
| 30000 | APH / APH2 / APH3 | 7.88 %<sup>(a)</sup> | 11/01/2029 | 30713 |
| 140000 | Bausch + Lomb Corp. | 8.38 %<sup>(a)</sup> | 10/01/2028 | 146300 |
| 55000 | Clear Channel Outdoor Holdings, Inc. | 7.50 %<sup>(a)</sup> | 06/01/2029 | 50915 |
| 50000 | CommScope LLC | 9.50 %<sup>(a)</sup> | 12/15/2031 | 52397 |
| 50000 | CoreWeave, Inc. | 9.25 %<sup>(a)</sup> | 06/01/2030 | 51159 |
| 75000 | Cornerstone Building Brands, Inc. | 9.50 %<sup>(a)</sup> | 08/15/2029 | 69015 |
| 50000 | Dcli Bidco LLC | 7.75 %<sup>(a)</sup> | 11/15/2029 | 50690 |
| 100000 | Directv Financing LLC / Directv Financing Co.-Obligor, Inc. | 10.00 %<sup>(a)</sup> | 02/15/2031 | 97152 |
| 60000 | Dornoch Debt Merger Sub, Inc. | 6.63 %<sup>(a)</sup> | 10/15/2029 | 46538 |
| 45000 | EchoStar Corp. | 10.75% | 11/30/2029 | 46388 |
| 115000 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. | 6.75 %<sup>(a)</sup> | 01/15/2030 | 106215 |
| 100000 | Freedom Mortgage Holdings LLC | 8.38 %<sup>(a)</sup> | 04/01/2032 | 101157 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 145000 | Full House Resorts, Inc. | 8.25 %<sup>(a)</sup> | 02/15/2028 | 140993 |
| 135000 | Gray Media, Inc. | 10.50 %<sup>(a)</sup> | 07/15/2029 | 145135 |
| 235000 | Illuminate Buyer LLC / Illuminate Holdings IV, Inc. | 9.00 %<sup>(a)</sup> | 07/01/2028 | 236312 |
| 35000 | JetBlue Airways Corp. / JetBlue Loyalty LP | 9.88 %<sup>(a)</sup> | 09/20/2031 | 34073 |
| 30000 | Kohl's Corp. | 10.00 %<sup>(a)</sup> | 06/01/2030 | 31129 |
| 35000 | LFS Topco LLC | 8.75 %<sup>(a)</sup> | 07/15/2030 | 34457 |
| 105000 | LifePoint Health, Inc. | 10.00 %<sup>(a)</sup> | 06/01/2032 | 108456 |
| 55000 | Mativ Holdings, Inc. | 8.00 %<sup>(a)</sup> | 10/01/2029 | 49903 |
| 135000 | Michaels Cos., Inc. | 5.25 %<sup>(a)</sup> | 05/01/2028 | 108608 |
| 90000 | Nabors Industries, Inc. | 8.88 %<sup>(a)</sup> | 08/15/2031 | 66924 |
| 250000 | PetSmart, Inc. / PetSmart Finance Corp. | 7.75 %<sup>(a)</sup> | 02/15/2029 | 243181 |
| 50000 | Radiology Partners, Inc. | 8.50 %<sup>(a)</sup> | 07/15/2032 | 50179 |
| 30000 | Sabre GLBL, Inc. | 8.63 %<sup>(a)</sup> | 06/01/2027 | 30732 |
| 30000 | Sabre GLBL, Inc. | 10.75 %<sup>(a)</sup> | 11/15/2029 | 30939 |
| 25000 | Staples, Inc. | 10.75 %<sup>(a)</sup> | 09/01/2029 | 23786 |
| 215000 | Trident TPI Holdings, Inc. | 12.75 %<sup>(a)</sup> | 12/31/2028 | 228337 |
| 105000 | United Natural Foods, Inc. | 6.75 %<sup>(a)</sup> | 10/15/2028 | 103736 |
| 55000 | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC | 8.63 %<sup>(a)</sup> | 06/15/2032 | 55605 |
| 90000 | Univision Communications, Inc. | 8.50 %<sup>(a)</sup> | 07/31/2031 | 90181 |
| 25000 | Veritiv Operating Co. | 10.50 %<sup>(a)</sup> | 11/30/2030 | 27094 |
| 230000 | Victra Holdings LLC / Victra Finance Corp. | 8.75 %<sup>(a)</sup> | 09/15/2029 | 241242 |
| 100000 | Vital Energy, Inc. | 7.88 %<sup>(a)</sup> | 04/15/2032 | 85579 |
| 50000 | Voyager Parent LLC | 9.25 %<sup>(a)</sup> | 07/01/2032 | 52053 |
|  | **Total US Corporate Bonds (Cost $3,401,336)** |  |  | **3394767** |
| **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 18.6%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 18.6%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 18.6%** |  |  |
|  | Federal Home Loan Mortgage Corp. |  |  |  |
| 28173520 | &nbsp;&nbsp;Series 2021-P009-X | 1.41 %<sup>(f)(h)</sup> | 01/25/2031 | 828070 |
| 236590 | &nbsp;&nbsp;Series 3211-SI (-4 x 30 day avg SOFR US + 27.18%, 0.00% Floor, 27.67% Cap) | 9.09 %<sup>(h)(j)</sup> | 09/15/2036 | 93907 |
| 539863 | &nbsp;&nbsp;Series 3236-ES (-1 x 30 day avg SOFR US + 6.59%, 0.00% Floor, 6.70% Cap) | 2.28 %<sup>(h)(j)</sup> | 11/15/2036 | 48966 |
| 318261 | &nbsp;&nbsp;Series 3256-S (-1 x 30 day avg SOFR US + 6.58%, 0.00% Floor, 6.69% Cap) | 2.27 %<sup>(h)(j)</sup> | 12/15/2036 | 35565 |
| 198357 | &nbsp;&nbsp;Series 3292-SD (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(h)(j)</sup> | 03/15/2037 | 14260 |
| 2056715 | &nbsp;&nbsp;Series 3297-BI (-1 x 30 day avg SOFR US + 6.65%, 0.00% Floor, 6.76% Cap) | 2.34 %<sup>(h)(j)</sup> | 04/15/2037 | 232656 |
| 1816654 | &nbsp;&nbsp;Series 3311-BI (-1 x 30 day avg SOFR US + 6.65%, 0.00% Floor, 6.76% Cap) | 2.34 %<sup>(h)(j)</sup> | 05/15/2037 | 153606 |
| 1454633 | &nbsp;&nbsp;Series 3311-IA (-1 x 30 day avg SOFR US + 6.30%, 0.00% Floor, 6.41% Cap) | 1.99 %<sup>(h)(j)</sup> | 05/15/2037 | 164207 |
| 313732 | &nbsp;&nbsp;Series 3314-SH (-1 x 30 day avg SOFR US + 6.29%, 0.00% Floor, 6.40% Cap) | 1.98 %<sup>(h)(j)</sup> | 11/15/2036 | 27463 |
| 156553 | &nbsp;&nbsp;Series 3330-KS (-1 x 30 day avg SOFR US + 6.44%, 0.00% Floor, 6.55% Cap) | 2.13 %<sup>(h)(j)</sup> | 06/15/2037 | 9279 |
| 29026 | &nbsp;&nbsp;Series 3339-AI (-1 x 30 day avg SOFR US + 6.44%, 0.00% Floor, 6.55% Cap) | 2.13 %<sup>(h)(j)</sup> | 07/15/2037 | 2364 |
| 1038315 | &nbsp;&nbsp;Series 3339-TI (-1 x 30 day avg SOFR US + 6.03%, 0.00% Floor, 6.14% Cap) | 1.72 %<sup>(h)(j)</sup> | 07/15/2037 | 102732 |
| 306157 | &nbsp;&nbsp;Series 3374-SD (-1 x 30 day avg SOFR US + 6.34%, 0.00% Floor, 6.45% Cap) | 2.03 %<sup>(h)(j)</sup> | 10/15/2037 | 24543 |
| 79202 | &nbsp;&nbsp;Series 3382-SU (-1 x 30 day avg SOFR US + 6.19%, 0.00% Floor, 6.30% Cap) | 1.88 %<sup>(h)(j)</sup> | 11/15/2037 | 5557 |
| 1785136 | &nbsp;&nbsp;Series 3404-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 01/15/2038 | 151263 |
| 75413 | &nbsp;&nbsp;Series 3423-GS (-1 x 30 day avg SOFR US + 5.54%, 0.00% Floor, 5.65% Cap) | 1.23 %<sup>(h)(j)</sup> | 03/15/2038 | 5208 |
| 1297070 | &nbsp;&nbsp;Series 3435-S (-1 x 30 day avg SOFR US + 5.87%, 0.00% Floor, 5.98% Cap) | 1.56 %<sup>(h)(j)</sup> | 04/15/2038 | 106795 |
| 68605 | &nbsp;&nbsp;Series 3508-PS (-1 x 30 day avg SOFR US + 6.54%, 0.00% Floor, 6.65% Cap) | 2.23 %<sup>(h)(j)</sup> | 02/15/2039 | 4869 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 429983 | &nbsp;&nbsp;Series 3728-SV (-1 x 30 day avg SOFR US + 4.34%, 0.00% Floor, 4.45% Cap) | 0.03 %<sup>(h)(j)</sup> | 09/15/2040 | 15111 |
| 4061014 | &nbsp;&nbsp;Series 3736-SN (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap) | 1.63 %<sup>(h)(j)</sup> | 10/15/2040 | 381566 |
| 1414292 | &nbsp;&nbsp;Series 3753-SB (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 11/15/2040 | 138748 |
| 1596941 | &nbsp;&nbsp;Series 3780-SM (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap) | 2.08 %<sup>(h)(j)</sup> | 12/15/2040 | 172431 |
| 581685 | &nbsp;&nbsp;Series 3815-ST (-1 x 30 day avg SOFR US + 5.74%, 0.00% Floor, 5.85% Cap) | 1.43 %<sup>(h)(j)</sup> | 02/15/2041 | 48189 |
| 1076798 | &nbsp;&nbsp;Series 3905-SC (-5 x 30 day avg SOFR US + 22.18%, 0.00% Floor, 22.75% Cap) | 0.61 %<sup>(j)</sup> | 08/15/2041 | 1100589 |
| 566223 | &nbsp;&nbsp;Series 3924-SJ (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 09/15/2041 | 51918 |
| 1202803 | &nbsp;&nbsp;Series 3960-ES (-1 x 30 day avg SOFR US + 5.84%, 0.00% Floor, 5.95% Cap) | 1.53 %<sup>(h)(j)</sup> | 11/15/2041 | 107952 |
| 1412478 | &nbsp;&nbsp;Series 4291-MS (-1 x 30 day avg SOFR US + 5.79%, 0.00% Floor, 5.90% Cap) | 1.48 %<sup>(h)(j)</sup> | 01/15/2054 | 160185 |
| 5933375 | &nbsp;&nbsp;Series 5083-IH | 2.50 %<sup>(h)</sup> | 03/25/2051 | 882833 |
| 10990915 | &nbsp;&nbsp;Series 5100-DS (-1 x 30 day avg SOFR US + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 %<sup>(h)(j)</sup> | 05/25/2051 | 25777 |
| 8673835 | &nbsp;&nbsp;Series 5112-SC (-1 x 30 day avg SOFR US + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 %<sup>(h)(j)</sup> | 06/25/2051 | 23253 |
|  | Federal National Mortgage Association |  |  |  |
| 21032 | &nbsp;&nbsp;Series 2005-72-WS (-1 x 30 day avg SOFR US + 6.64%, 0.00% Floor, 6.75% Cap) | 2.33 %<sup>(h)(j)</sup> | 08/25/2035 | 1529 |
| 193685 | &nbsp;&nbsp;Series 2006-117-SQ (-1 x 30 day avg SOFR US + 6.44%, 0.00% Floor, 6.55% Cap) | 2.13 %<sup>(h)(j)</sup> | 12/25/2036 | 14664 |
| 58248 | &nbsp;&nbsp;Series 2006-119-HS (-1 x 30 day avg SOFR US + 6.54%, 0.00% Floor, 6.65% Cap) | 2.23 %<sup>(h)(j)</sup> | 12/25/2036 | 5998 |
| 1843803 | &nbsp;&nbsp;Series 2006-123-CI (-1 x 30 day avg SOFR US + 6.63%, 0.00% Floor, 6.74% Cap) | 2.32 %<sup>(h)(j)</sup> | 01/25/2037 | 227112 |
| 967214 | &nbsp;&nbsp;Series 2007-15-BI (-1 x 30 day avg SOFR US + 6.59%, 0.00% Floor, 6.70% Cap) | 2.28 %<sup>(h)(j)</sup> | 03/25/2037 | 95329 |
| 164063 | &nbsp;&nbsp;Series 2007-20-S (-1 x 30 day avg SOFR US + 6.63%, 0.00% Floor, 6.74% Cap) | 2.32 %<sup>(h)(j)</sup> | 03/25/2037 | 11472 |
| 98805 | &nbsp;&nbsp;Series 2007-21-SD (-1 x 30 day avg SOFR US + 6.37%, 0.00% Floor, 6.48% Cap) | 2.06 %<sup>(h)(j)</sup> | 03/25/2037 | 9046 |
| 491821 | &nbsp;&nbsp;Series 2007-30-IE (-1 x 30 day avg SOFR US + 6.63%, 0.00% Floor, 6.74% Cap) | 2.32 %<sup>(h)(j)</sup> | 04/25/2037 | 63248 |
| 1188949 | &nbsp;&nbsp;Series 2007-32-SA (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(h)(j)</sup> | 04/25/2037 | 103801 |
| 410979 | &nbsp;&nbsp;Series 2007-40-SA (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(h)(j)</sup> | 05/25/2037 | 34936 |
| 88616 | &nbsp;&nbsp;Series 2007-48-SE (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(h)(j)</sup> | 05/25/2037 | 5341 |
| 140078 | &nbsp;&nbsp;Series 2007-64-LI (-1 x 30 day avg SOFR US + 6.45%, 0.00% Floor, 6.56% Cap) | 2.14 %<sup>(h)(j)</sup> | 07/25/2037 | 10681 |
| 45377 | &nbsp;&nbsp;Series 2007-68-SA (-1 x 30 day avg SOFR US + 6.54%, 0.00% Floor, 6.65% Cap) | 2.23 %<sup>(h)(j)</sup> | 07/25/2037 | 4286 |
| 2491015 | &nbsp;&nbsp;Series 2007-75-PI (-1 x 30 day avg SOFR US + 6.43%, 0.00% Floor, 6.54% Cap) | 2.12 %<sup>(h)(j)</sup> | 08/25/2037 | 251653 |
| 1222482 | &nbsp;&nbsp;Series 2008-33-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 04/25/2038 | 104799 |
| 996418 | &nbsp;&nbsp;Series 2008-42-SC (-1 x 30 day avg SOFR US + 5.79%, 0.00% Floor, 5.90% Cap) | 1.48 %<sup>(h)(j)</sup> | 05/25/2038 | 90769 |
| 288658 | &nbsp;&nbsp;Series 2008-5-GS (-1 x 30 day avg SOFR US + 6.14%, 0.00% Floor, 6.25% Cap) | 1.83 %<sup>(h)(j)</sup> | 02/25/2038 | 27852 |
| 660666 | &nbsp;&nbsp;Series 2008-62-SD (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap) | 1.63 %<sup>(h)(j)</sup> | 07/25/2038 | 54858 |
| 484611 | &nbsp;&nbsp;Series 2008-68-SB (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(h)(j)</sup> | 08/25/2038 | 38924 |
| 69790 | &nbsp;&nbsp;Series 2009-111-SE (-1 x 30 day avg SOFR US + 6.14%, 0.00% Floor, 6.25% Cap) | 1.83 %<sup>(h)(j)</sup> | 01/25/2040 | 7390 |
| 351880 | &nbsp;&nbsp;Series 2009-12-CI (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap) | 2.18 %<sup>(h)(j)</sup> | 03/25/2036 | 26728 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 71653 | &nbsp;&nbsp;Series 2009-47-SA (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(h)(j)</sup> | 07/25/2039 | 3942 |
| 91406 | &nbsp;&nbsp;Series 2009-48-WS (-1 x 30 day avg SOFR US + 5.84%, 0.00% Floor, 5.95% Cap) | 1.53 %<sup>(h)(j)</sup> | 07/25/2039 | 7982 |
| 48055 | &nbsp;&nbsp;Series 2009-67-SA (-1 x 30 day avg SOFR US + 5.04%, 0.25% Floor, 5.15% Cap) | 0.73 %<sup>(h)(j)</sup> | 07/25/2037 | 2758 |
| 275759 | &nbsp;&nbsp;Series 2009-87-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 11/25/2049 | 26099 |
| 3019469 | &nbsp;&nbsp;Series 2009-90-QI (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap) | 2.18 %<sup>(h)(j)</sup> | 08/25/2036 | 301882 |
| 379633 | &nbsp;&nbsp;Series 2009-91-SD (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap) | 1.73 %<sup>(h)(j)</sup> | 11/25/2039 | 35229 |
| 66104 | &nbsp;&nbsp;Series 2010-11-SC (-1 x 30 day avg SOFR US + 4.69%, 0.00% Floor, 4.80% Cap) | 0.38 %<sup>(h)(j)</sup> | 02/25/2040 | 3588 |
| 73611 | &nbsp;&nbsp;Series 2010-115-SD (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap) | 2.18 %<sup>(h)(j)</sup> | 11/25/2039 | 7098 |
| 2403315 | &nbsp;&nbsp;Series 2010-142-SC (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap) | 2.18 %<sup>(h)(j)</sup> | 12/25/2040 | 306037 |
| 390709 | &nbsp;&nbsp;Series 2010-15-SL (-1 x 30 day avg SOFR US + 4.84%, 0.00% Floor, 4.95% Cap) | 0.53 %<sup>(h)(j)</sup> | 03/25/2040 | 18091 |
| 152037 | &nbsp;&nbsp;Series 2010-19-SA (-1 x 30 day avg SOFR US + 5.29%, 0.00% Floor, 5.40% Cap) | 0.98 %<sup>(h)(j)</sup> | 03/25/2050 | 11575 |
| 323188 | &nbsp;&nbsp;Series 2010-31-SB (-1 x 30 day avg SOFR US + 4.89%, 0.00% Floor, 5.00% Cap) | 0.58 %<sup>(h)(j)</sup> | 04/25/2040 | 25454 |
| 532742 | &nbsp;&nbsp;Series 2010-39-SL (-1 x 30 day avg SOFR US + 5.56%, 0.00% Floor, 5.67% Cap) | 1.25 %<sup>(h)(j)</sup> | 05/25/2040 | 37378 |
| 84553 | &nbsp;&nbsp;Series 2010-8-US (-1 x 30 day avg SOFR US + 4.69%, 0.00% Floor, 4.80% Cap) | 0.38 %<sup>(h)(j)</sup> | 02/25/2040 | 2795 |
| 92171 | &nbsp;&nbsp;Series 2010-9-GS (-1 x 30 day avg SOFR US + 4.64%, 0.00% Floor, 4.75% Cap) | 0.33 %<sup>(h)(j)</sup> | 02/25/2040 | 4197 |
| 473274 | &nbsp;&nbsp;Series 2011-114-S (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 09/25/2039 | 49962 |
| 803216 | &nbsp;&nbsp;Series 2011-146-US (-1 x 30 day avg SOFR US + 6.84%, 0.00% Floor, 7.00% Cap) | 0.81 %<sup>(j)</sup> | 01/25/2042 | 554752 |
| 130136 | &nbsp;&nbsp;Series 2012-29-SG (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 04/25/2042 | 10878 |
| 917700 | &nbsp;&nbsp;Series 2012-56-SN (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap) | 1.63 %<sup>(h)(j)</sup> | 06/25/2042 | 95542 |
| 1120037 | &nbsp;&nbsp;Series 2012-76-SC (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 07/25/2042 | 131967 |
| 1386415 | &nbsp;&nbsp;Series 2013-83-US (-1 x 30 day avg SOFR US + 4.89%, 0.00% Floor, 5.00% Cap) | 0.58 %<sup>(j)</sup> | 08/25/2043 | 966194 |
| 3254662 | &nbsp;&nbsp;Series 2016-64-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(j)</sup> | 09/25/2046 | 364854 |
| 2810761 | &nbsp;&nbsp;Series 2020-61-DI | 3.00 %<sup>(h)</sup> | 09/25/2060 | 447376 |
| 12498090 | &nbsp;&nbsp;Series 2020-M27-X1 | 0.94 %<sup>(f)(h)</sup> | 03/25/2031 | 340989 |
| 13951378 | &nbsp;&nbsp;Series 2021-17-SA (-1 x 30 day avg SOFR US + 2.00%, 0.00% Floor, 2.00% Cap) | 0.00 %<sup>(h)(j)</sup> | 04/25/2051 | 10024 |
| 4440340 | &nbsp;&nbsp;Series 2021-3-KI | 2.50 %<sup>(h)</sup> | 02/25/2051 | 642318 |
| 3911871 | &nbsp;&nbsp;Series 2021-56-WI | 2.50 %<sup>(h)</sup> | 09/25/2051 | 499252 |
| 115032 | &nbsp;&nbsp;Series 374-19 | 6.50 %<sup>(h)</sup> | 09/25/2036 | 20158 |
|  | FREMF Mortgage Trust |  |  |  |
| 543955 | &nbsp;&nbsp;Series 2016-KF25-B (30 day avg SOFR US + 5.11%, 5.00% Floor) | 9.43 %<sup>(a)</sup> | 07/25/2025 | 533063 |
| 695146 | &nbsp;&nbsp;Series 2018-KF56-C (30 day avg SOFR US + 5.91%, 5.80% Floor) | 10.23 %<sup>(a)</sup> | 11/25/2028 | 620666 |
| 1113822 | &nbsp;&nbsp;Series 2019-KF71-C (30 day avg SOFR US + 6.11%, 6.00% Floor) | 10.43 %<sup>(a)</sup> | 10/25/2029 | 1074953 |
|  | Government National Mortgage Association |  |  |  |
| 301399 | &nbsp;&nbsp;Series 2009-104-SD (-1 x 1 mo. Term SOFR + 6.24%, 0.00% Floor, 6.35% Cap) | 1.92 %<sup>(h)(j)</sup> | 11/16/2039 | 29152 |
| 25344 | &nbsp;&nbsp;Series 2010-98-IA | 5.24 %<sup>(f)(h)</sup> | 03/20/2039 | 534 |
| 324485 | &nbsp;&nbsp;Series 2011-69-SB (-1 x 1 mo. Term SOFR + 5.24%, 0.00% Floor, 5.35% Cap) | 0.92 %<sup>(h)(j)</sup> | 05/20/2041 | 24255 |
| 532556 | &nbsp;&nbsp;Series 2011-71-SG (-1 x 1 mo. Term SOFR + 5.29%, 0.00% Floor, 5.40% Cap) | 0.97 %<sup>(h)(j)</sup> | 05/20/2041 | 49497 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 576548 | &nbsp;&nbsp;Series 2011-72-AS (-1 x 1 mo. Term SOFR + 5.27%, 0.00% Floor, 5.38% Cap) | 0.95 %<sup>(h)(j)</sup> | 05/20/2041 | 48012 |
| 695372 | &nbsp;&nbsp;Series 2011-89-SA (-1 x 1 mo. Term SOFR + 5.34%, 0.00% Floor, 5.45% Cap) | 1.02 %<sup>(h)(j)</sup> | 06/20/2041 | 63718 |
| 4842631 | &nbsp;&nbsp;Series 2012-26-SP (-1 x 1 mo. Term SOFR + 6.54%, 0.00% Floor, 6.65% Cap) | 2.22 %<sup>(h)(j)</sup> | 02/20/2042 | 634323 |
| 356355 | &nbsp;&nbsp;Series 2012-34-LI (-20 x 1 mo. Term SOFR + 119.71%, 0.00% Floor, 6.00% Cap) | 6.00 %<sup>(h)(j)</sup> | 12/16/2039 | 73049 |
| 3767577 | &nbsp;&nbsp;Series 2013-119-TZ | 3.00% | 08/20/2043 | 3403870 |
| 2097306 | &nbsp;&nbsp;Series 2014-39-SK (-1 x 1 mo. Term SOFR + 6.09%, 0.00% Floor, 6.20% Cap) | 1.77 %<sup>(h)(j)</sup> | 03/20/2044 | 258056 |
| 3584037 | &nbsp;&nbsp;Series 2014-59-DS (-1 x 1 mo. Term SOFR + 6.14%, 0.00% Floor, 6.25% Cap) | 1.82 %<sup>(h)(j)</sup> | 04/16/2044 | 373070 |
| 3460591 | &nbsp;&nbsp;Series 2014-63-SD (-1 x 1 mo. Term SOFR + 5.44%, 0.00% Floor, 5.55% Cap) | 1.12 %<sup>(h)(j)</sup> | 04/20/2044 | 429389 |
| 1459907 | &nbsp;&nbsp;Series 2014-69-ST (-1 x 1 mo. Term SOFR + 5.99%, 0.00% Floor, 6.10% Cap) | 1.67 %<sup>(h)(j)</sup> | 12/16/2039 | 153588 |
| 2191663 | &nbsp;&nbsp;Series 2015-148-BS (-1 x 1 mo. Term SOFR + 5.58%, 0.00% Floor, 5.69% Cap) | 1.26 %<sup>(h)(j)</sup> | 10/20/2045 | 233173 |
| 6269348 | &nbsp;&nbsp;Series 2015-158-SK (-1 x 1 mo. Term SOFR + 6.09%, 0.00% Floor, 6.20% Cap) | 1.77 %<sup>(h)(j)</sup> | 11/20/2045 | 845504 |
| 6903050 | &nbsp;&nbsp;Series 2018-111-SA (-1 x 1 mo. Term SOFR + 4.44%, 0.00% Floor, 4.55% Cap) | 0.12 %<sup>(h)(j)</sup> | 08/20/2048 | 321493 |
| 20499476 | &nbsp;&nbsp;Series 2018-48-SD (-1 x 1 mo. Term SOFR + 3.79%, 0.00% Floor, 3.90% Cap) | 0.00 %<sup>(h)(j)</sup> | 04/20/2048 | 616013 |
| 6013798 | &nbsp;&nbsp;Series 2020-115-SC (-1 x 1 mo. Term SOFR + 4.09%, 0.00% Floor, 4.20% Cap) | 0.00 %<sup>(h)(j)</sup> | 08/20/2050 | 252226 |
| 8666836 | &nbsp;&nbsp;Series 2020-129-IW | 2.50 %<sup>(h)</sup> | 09/20/2050 | 1193733 |
| 4745678 | &nbsp;&nbsp;Series 2020-129-SE (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(h)(j)</sup> | 09/20/2050 | 103345 |
| 14508145 | &nbsp;&nbsp;Series 2020-138-IC | 3.50 %<sup>(h)</sup> | 08/20/2050 | 2610333 |
| 5380854 | &nbsp;&nbsp;Series 2020-138-IL | 3.50 %<sup>(h)</sup> | 09/20/2050 | 923669 |
| 9142504 | &nbsp;&nbsp;Series 2020-173-MI | 2.50 %<sup>(h)</sup> | 11/20/2050 | 1357648 |
| 6893488 | &nbsp;&nbsp;Series 2020-175-KI | 2.50 %<sup>(h)</sup> | 11/20/2050 | 1024064 |
| 2631050 | &nbsp;&nbsp;Series 2020-187-SB (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap) | 1.87 %<sup>(h)(j)</sup> | 12/20/2050 | 389839 |
| 4190033 | &nbsp;&nbsp;Series 2020-196-DI | 2.50 %<sup>(h)</sup> | 12/20/2050 | 589348 |
| 7490592 | &nbsp;&nbsp;Series 2021-107-IL | 3.00 %<sup>(h)</sup> | 06/20/2051 | 1213023 |
| 6012023 | &nbsp;&nbsp;Series 2021-107-SA (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(h)(j)</sup> | 06/20/2051 | 186534 |
| 3672900 | &nbsp;&nbsp;Series 2021-116-XI | 3.50 %<sup>(h)</sup> | 03/20/2051 | 679838 |
| 3220754 | &nbsp;&nbsp;Series 2021-125-AS (-1 x 30 day avg SOFR US + 3.25%, 0.00% Floor, 3.25% Cap) | 0.00 %<sup>(h)(j)</sup> | 07/20/2051 | 42818 |
| 6510139 | &nbsp;&nbsp;Series 2021-130-DI | 3.00 %<sup>(h)</sup> | 07/20/2051 | 1183601 |
| 9021316 | &nbsp;&nbsp;Series 2021-15-PI | 3.00 %<sup>(h)</sup> | 01/20/2051 | 1386769 |
| 6376526 | &nbsp;&nbsp;Series 2021-158-SA (-1 x 30 day avg SOFR US + 3.70%, 0.00% Floor, 3.70% Cap) | 0.00 %<sup>(h)(j)</sup> | 09/20/2051 | 246904 |
| 15947243 | &nbsp;&nbsp;Series 2021-194-IN | 3.00 %<sup>(h)</sup> | 11/20/2051 | 2640685 |
| 10443554 | &nbsp;&nbsp;Series 2021-209-MI | 3.00 %<sup>(h)</sup> | 11/20/2051 | 1839614 |
| 12156271 | &nbsp;&nbsp;Series 2021-221-SC (-1 x 30 day avg SOFR US + 3.80%, 0.00% Floor, 3.80% Cap) | 0.00 %<sup>(h)(j)</sup> | 12/20/2051 | 345541 |
| 9142393 | &nbsp;&nbsp;Series 2021-221-SD (-1 x 30 day avg SOFR US + 3.80%, 0.00% Floor, 3.80% Cap) | 0.00 %<sup>(h)(j)</sup> | 12/20/2051 | 282362 |
| 9496547 | &nbsp;&nbsp;Series 2021-24-XI | 2.00 %<sup>(h)</sup> | 02/20/2051 | 1078914 |
| 7915002 | &nbsp;&nbsp;Series 2021-46-DS (-1 x 1 mo. Term SOFR + 2.69%, 0.00% Floor, 2.80% Cap) | 0.00 %<sup>(h)(j)</sup> | 03/20/2051 | 42524 |
| 4117208 | &nbsp;&nbsp;Series 2021-58-SJ (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap) | 1.87 %<sup>(h)(j)</sup> | 04/20/2051 | 525927 |
| 33562935 | &nbsp;&nbsp;Series 2021-59-S (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(h)(j)</sup> | 04/20/2051 | 232752 |
| 6540834 | &nbsp;&nbsp;Series 2021-7-IQ | 2.50 %<sup>(h)</sup> | 01/20/2051 | 938744 |
| 13335581 | &nbsp;&nbsp;Series 2021-73-LS (-1 x 30 day avg SOFR US + 2.50%, 0.50% Floor, 2.50% Cap) | 0.50 %<sup>(h)(j)</sup> | 04/20/2051 | 300799 |
| 6936395 | &nbsp;&nbsp;Series 2021-77-IH | 2.50 %<sup>(h)</sup> | 05/20/2051 | 830729 |
| 12181937 | &nbsp;&nbsp;Series 2021-78-SC (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(h)(j)</sup> | 05/20/2051 | 80936 |
| 23777271 | &nbsp;&nbsp;Series 2021-9-MI | 2.50 %<sup>(h)</sup> | 01/20/2051 | 3594232 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 13117556 | &nbsp;&nbsp;Series 2021-97-SA (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(h)(j)</sup> | 06/20/2051 | 135796 |
| 9434797 | &nbsp;&nbsp;Series 2021-H04-BI | 0.97 %<sup>(f)(h)</sup> | 02/01/2071 | 582222 |
| 10862805 | &nbsp;&nbsp;Series 2021-H07-AI | 0.93 %<sup>(f)(h)</sup> | 05/20/2071 | 597003 |
| 14141071 | &nbsp;&nbsp;Series 2022-22-SA (-1 x 30 day avg SOFR US + 3.60%, 0.00% Floor, 3.60% Cap) | 0.00 %<sup>(h)(j)</sup> | 08/20/2050 | 298631 |
| 5730442 | &nbsp;&nbsp;Series 2022-25-EI | 3.00 %<sup>(h)</sup> | 02/20/2052 | 858580 |
| 32146274 | &nbsp;&nbsp;Series 2022-83-IO | 2.50 %<sup>(h)</sup> | 11/20/2051 | 4732005 |
| 7161422 | &nbsp;&nbsp;Series 2024-13-IA | 3.00 %<sup>(h)</sup> | 05/20/2051 | 1243542 |
|  | Total US Government and Agency Mortgage Backed Obligations (Cost $57,258,412) | Total US Government and Agency Mortgage Backed Obligations (Cost $57,258,412) | Total US Government and Agency Mortgage Backed Obligations (Cost $57,258,412) | **55589257** |
| **US GOVERNMENT AND AGENCY OBLIGATIONS - 2.0%** | **US GOVERNMENT AND AGENCY OBLIGATIONS - 2.0%** | **US GOVERNMENT AND AGENCY OBLIGATIONS - 2.0%** |  |  |
| 5950000 | United States Treasury Note/Bond | 0.25% | 08/31/2025 | 5908524 |
|  | Total US Government and Agency Obligations (Cost $5,904,101) | Total US Government and Agency Obligations (Cost $5,904,101) |  | **5908524** |
| **COMMON STOCKS - 0.0%<sup>(l)</sup>** | **COMMON STOCKS - 0.0%<sup>(l)</sup>** | **COMMON STOCKS - 0.0%<sup>(l)</sup>** |  |  |
| 1014 | Asphalt ATD Holdco, LLC<sup>(c)(m)</sup> |  |  | 16491 |
| 20051 | JOANN, Inc.<sup>(c)(m)</sup> |  |  |  |
| 2528 | Riverbed - Class B<sup>(c)(m)</sup> |  |  | 317 |
| 711 | Stichting Administratiekantoor ADR<sup>(c)(m)</sup> |  |  |  |
| 261 | Stichting Administratiekantoor Unigel Creditors<sup>(c)(m)</sup> |  |  |  |
|  | **Total Common Stocks (Cost $127,347)** |  |  | **16808** |
| **SHORT TERM INVESTMENTS - 4.0%** | **SHORT TERM INVESTMENTS - 4.0%** | **SHORT TERM INVESTMENTS - 4.0%** |  |  |
| 3948885 | First American Government Obligations Fund - U | 4.28 %<sup>(n)</sup> |  | 3948885 |
| 3948886 | JPMorgan US Government Money Market Fund - IM | 4.28 %<sup>(n)</sup> |  | 3948886 |
| 3948886 | MSILF Government Portfolio - Institutional | 4.24 %<sup>(n)</sup> |  | 3948886 |
|  | **Total Short Term Investments (Cost $11,846,657)** |  |  | **11846657** |
|  | **Total Investments - 109.9%<sup>(o)</sup> (Cost $355,719,812)** |  |  | **329326613** |
|  | **Other Liabilities in Excess of Assets - (9.9)%** |  |  | **(29686745)** |
|  | **NET ASSETS - 100.0%** |  |  | $**299639868** |

---

---

| | |
|:---|:---|
| **SECURITY TYPE BREAKDOWN** as a % of Net Assets: | |
| Non-Agency Commercial Mortgage Backed Obligations | 25.3% |
| Collateralized Loan Obligations | 21.2% |
| US Government and Agency Mortgage Backed Obligations | 18.6% |
| Bank Loans | 17.7% |
| Non-Agency Residential Collateralized Mortgage Obligations | 14.3% |
| Short Term Investments | 4.0% |
| Foreign Corporate Bonds | 2.8% |
| US Government and Agency Obligations | 2.0% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 1.7% |
| Asset Backed Obligations | 1.2% |
| US Corporate Bonds | 1.1% |
| Common Stocks | 0.0 %<sup>(l)</sup> |
| Other Assets and Liabilities | (9.9)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **INVESTMENT BREAKDOWN** as a % of Net Assets: | |
| Non-Agency Commercial Mortgage Backed Obligations | 25.3% |
| Collateralized Loan Obligations | 21.2% |
| US Government and Agency Mortgage Backed Obligations | 18.6% |
| Non-Agency Residential Collateralized Mortgage Obligations | 14.3% |
| Short Term Investments | 4.0% |
| Electronics/Electric | 3.3% |
| Healthcare | 2.3% |

---

---

| | |
|:---|:---|
| Media | 2.2% |
| US Government and Agency Obligations | 2.0% |
| Retailers (other than Food/Drug) | 1.9% |
| Chemicals/Plastics | 1.6% |
| Hotels/Motels/Inns and Casinos | 1.3% |
| Asset Backed Obligations | 1.2% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 1.2% |
| Containers and Glass Products | 1.0% |
| Industrial Equipment | 1.0% |
| Transportation | 0.9% |
| Commercial Services | 0.8% |
| Energy | 0.8% |
| Utilities | 0.8% |
| Technology | 0.6% |
| Insurance | 0.5% |
| Finance | 0.4% |
| Consumer Products | 0.4% |
| Building and Development (including Steel/Metals) | 0.3% |
| Mining | 0.3% |
| Banking | 0.3% |
| Chemical Products | 0.3% |
| Construction | 0.2% |
| Pharmaceuticals | 0.2% |
| Food Products | 0.2% |
| Automotive | 0.1% |
| Business Equipment and Services | 0.1% |
| Telecommunications | 0.1% |
| Diversified Manufacturing | 0.1% |
| Leisure | 0.1% |
| Food Service | 0.0 %<sup>(l)</sup> |
| Pulp & Paper | 0.0 %<sup>(l)</sup> |
| Aerospace & Defense | 0.0 %<sup>(l)</sup> |
| Other Assets and Liabilities | (9.9)% |
| Net Assets | 100.0% |

---

**(a)** **Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. As of June 30, 2025, the value of these securities total $174,053,875 or 58.1% of the Fund's net assets.** 

**(b)** **Security pays interest at rates that represent residual cashflows available after more senior tranches have been paid.** 

**(c)** **Value determined using significant unobservable inputs.** 

**(d)** **Coupon rate is variable or floats based on components including but not limited to reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of period end.** 

**(e)** **Security is in default or has failed to make a scheduled payment. Income is not being accrued.** 

**(f)** **Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end.** 

**(g)** **Perpetual maturity. The date disclosed is the next call date of the security.** 

**(h)** **Interest only security** 

**(i)** **Step Bond; Coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate in effect as of period end.** 

**(j)** **Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also be subject to a cap or floor.** 

**(k)** **This security accrues interest which is added to the outstanding principal balance. The interest payment will be deferred until all other tranches in the structure are paid off. The rate disclosed is as of period end.** 

**(l)** **Represents less than 0.05% of net assets.** 

**(m)** **Non-income producing security.** 

**(n)** **Seven-day yield as of period end.** 

**(o)** **Under the Fund's Credit Agreement, the lender, through their agent, have been granted a security interest in all of the Fund's investments in consideration of the Fund's borrowings under the line of credit with the lender.** 

---

| | |
|:---|:---|
| **CMT** | **Constant Maturity Treasury Rate** |
| **PIK** | **A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.** |
| **SOFR** | **Secured Overnight Financing Rate** |

---

Notes to Schedule of Investments

June 30, 2025 (Unaudited)

**1. Significant Accounting Policies**

The Fund is an investment company that applies the accounting and reporting guidance issued in Topic 946, *Financial Services – Investment Companies*, by the Financial Accounting Standards Board ("FASB"). The following is a summary of the significant accounting policies of the Fund. These policies are in conformity with accounting principles generally accepted in the United States of America ("US GAAP").

**A. Security Valuation.** The Fund has adopted US GAAP fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1—Unadjusted
quoted market prices in active markets for identical securities

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2—Quoted
prices for identical or similar assets in markets that are not active, or inputs derived from observable market data

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3—Significant
unobservable inputs (including the reporting entity's estimates and assumptions)

Valuations for domestic and foreign fixed income securities are normally determined on the basis of evaluations provided by independent pricing services. Vendors typically value such securities based on one or more inputs described in the following table which is not intended to be a complete list. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed income securities in which the Fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income securities. Securities that use similar valuation techniques and inputs as described in the following table are categorized as Level 2 of the fair value hierarchy. To the extent the significant inputs are unobservable, the values generally would be categorized as Level 3. Assets and liabilities may be transferred between levels.

---

| | |
|:---|:---|
| **Fixed-income class** | **Examples of Inputs** |
| All | Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as "standard inputs") |
| Corporate bonds and notes; convertible securities | Standard inputs and underlying equity of the issuer |
| US bonds and notes of government and government agencies | Standard inputs |
| Residential and commercial mortgage-backed obligations; asset-backed obligations (including collateralized loan obligations) | Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information, trustee reports |
| Bank loans | Standard inputs |

---

Investments in registered open-end management investment companies will be valued based upon the net asset value ("NAV") of such investments and are categorized as Level 1 of the fair value hierarchy.

Common stocks, exchange-traded funds and financial derivative instruments, such as futures contracts or options contracts, that are traded on a national securities or commodities exchange, are typically valued at the last reported sales price, in the case of common stocks and exchange-traded funds, or, in the case of futures contracts or options contracts, the settlement price determined by the relevant exchange. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Over-the-counter financial derivative instruments, such as forward currency exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of valuations obtained from counterparties, published index closing levels or evaluated prices supplied by independent pricing services, some or all of which may be based on market data from trading on exchanges that closed significantly before the time as of which the Fund calculates its NAV. Forward foreign currency contracts are generally valued based on rates provided by independent data providers. Exchange traded futures and options on futures are generally valued at the settlement price determined by the relevant exchange on which they principally trade, and exchange traded options are generally valued at the last trade price on the exchange on which they principally trade. The Fund does not normally take into account trading, clearances or settlements that take place after the close of the principal exchange or market on which such securities are traded. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

The Fund's holdings in whole loans, securitizations and certain other types of alternative lending-related instruments may be valued based on prices provided by a third-party pricing service.

Senior secured floating rate loans for which an active secondary market exists to a reliable degree will be valued at the mean of the last available bid/ask prices in the market for such loans, as provided by an independent pricing service. Where an active secondary market does not exist to a reliable degree in the judgment of DoubleLine Capital LP (the "Adviser" or "DoubleLine Capital"), such loans will be valued at fair value based on certain factors.

In respect of certain commercial real estate-related, residential real estate-related and certain other investments for which a limited market may exist, the Valuation Designee (as defined below) may value such investments based on appraisals conducted by an independent valuation advisor or a similar pricing agent. However, an independent valuation firm may not be retained to undertake an evaluation of an asset unless the NAV, market price and other aspects of an investment exceed certain significance thresholds.

The Board of Trustees has adopted a pricing and valuation policy for use by the Fund and its Valuation Designee in calculating the Fund's NAV. Pursuant to Rule 2a-5 under the 1940 Act, the Fund has designated the Adviser as its "Valuation Designee" to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by the Valuation Designee in accordance with Rule 2a-5. The Valuation Designee is authorized to make all necessary determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of June 30, 2025:

---

| | |
|:---|:---|
| **Category** | |
| **Investments in Securities** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Short Term Investments | $11846657 |
| **Total Level 1** | 11846657 |
| **Level 2** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | $74724492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | 63372478 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Government and Agency Mortgage Backed Obligations | 55589257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank Loans | 53131115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Collateralized Mortgage Obligations | 42834533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | 8508968 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Government and Agency Obligations | 5908524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 5185804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asset Backed Obligations | 3555854 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Corporate Bonds | 3394767 |
| **Total Level 2** | 316205792 |
| **Level 3** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | $1092004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asset Backed Obligations | 104112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | 61240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 16808 |
| **Total Level 3** | 1274164 |
| **Total** | $329326613 |
| See the Schedule of Investments for further disaggregation of investment categories. |  |

---

## 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 Opportunistic Credit Fund

- **b. Investment Company Act file number:** 811-22592

- **c. CIK number of Registrant:** 0001525201

- **d. LEI of Registrant:** 5493003RT2VL4QLFXN55

- **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 Opportunistic Credit Fund

- **c. LEI of Series:** 5493003RT2VL4QLFXN55

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $335957911.39

**Total Liabilities:** $36365265.09

**Net Assets:** $299592646.30

**Delayed Delivery Securities:** $434638.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.000000000000 | **1-Year:** 8080.000000000000 | **5-Year:** 35413.000000000000 | **10-Year:** 22461.000000000000 | **30-Year:** 2909.000000000000

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

- **3-Month:** 90.000000000000 | **1-Year:** 9830.000000000000 | **5-Year:** 32718.000000000000 | **10-Year:** 9973.000000000000 | **30-Year:** 2302.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.14%                | 1.37%                | -0.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-294708.01              | $-1370775.98                               |
| Month 2  | $-1095862.32             | $2821944.90                                |
| Month 3  | $-975122.46              | $5550769.38                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMM Mortgage Trust                             | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26400000 | PA      | $752.40       | 0.00%             | 2047-06-10      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $867518.51    | 0.29%             | 2048-11-15      | Variable      | 4.78%                 | 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        |    500000 | PA      | $514372.80    | 0.17%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617143 | PA      | $818058.03    | 0.27%             | 2035-12-25      | Fixed         | 6.00%                 | 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        |    100000 | PA      | $97151.84     | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AEQ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1076798 | PA      | $1100588.83   | 0.37%             | 2041-08-15      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    566223 | PA      | $51917.75     | 0.02%             | 2041-09-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5933375 | PA      | $882833.41    | 0.29%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QFB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71653 | PA      | $3942.39      | 0.00%             | 2039-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491821 | PA      | $63247.69     | 0.02%             | 2037-04-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351880 | PA      | $26728.32     | 0.01%             | 2036-03-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275759 | PA      | $26099.24     | 0.01%             | 2049-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    912948 | PA      | $907552.20    | 0.30%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1250378.75   | 0.42%             | 2042-05-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIV Ltd                                                               | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003141.90   | 0.33%             | 2035-04-15      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49902.96     | 0.02%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2022-5 Ltd                                               | CUSIP: 05685JAS8<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4047445.60   | 1.35%             | 2037-01-24      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-I                                                           | CUSIP: 06759KAE5<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1508777.85   | 0.50%             | 2035-04-15      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $516470.00    | 0.17%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991631.00    | 0.33%             | 2030-10-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120037 | PA      | $131967.06    | 0.04%             | 2042-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4T98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1596941 | PA      | $172430.83    | 0.06%             | 2040-12-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66104 | PA      | $3587.83      | 0.00%             | 2040-02-25      | Floating      | 0.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1014503.05   | 0.34%             | 2032-05-05      | Fixed         | 4.14%                 | 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        |   1153000 | PA      | $10731.14     | 0.00%             | 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        |     35000 | PA      | $34072.72     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                  | Lendingpoint 2022-B Asset Securitization Trust                                   | CUSIP: 52606WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800705 | PA      | $776620.80    | 0.26%             | 2029-10-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    169969 | PA      | $169118.90    | 0.06%             | 2028-07-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     85914 | PA      | $85341.08     | 0.03%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     23500 | PA      | $21267.50     | 0.01%             | 2028-12-18      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                | ENA Master Trust                                                                 | CUSIP: BM4694253<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $290060.00    | 0.10%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    160900 | PA      | $162669.90    | 0.05%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $141333.54    | 0.05%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $136470.04    | 0.05%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $924260.08    | 0.31%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1288300 | PA      | $579.74       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      5000 | PA      | $0.66         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501334.25   | 0.50%             | 2031-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1445442.30   | 0.48%             | 2031-01-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2016-KF25 Mortgage Trust                                                   | CUSIP: 30295WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543955 | PA      | $533062.54    | 0.18%             | 2023-10-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6WN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917700 | PA      | $95541.79     | 0.03%             | 2042-06-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254662 | PA      | $364853.74    | 0.12%             | 2046-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P2E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164062 | PA      | $11472.33     | 0.00%             | 2037-03-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3642230.40   | 1.22%             | 2050-03-25      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1226728.28   | 0.41%             | 2039-11-18      | Floating      | 7.90%                 | 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        |   1250000 | PA      | $1254500.00   | 0.42%             | 2039-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                   | Fresnillo PLC                                                                    | CUSIP: ZO7122948<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $328414.64    | 0.11%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                     | Klockner Pentaplast of America Inc                                               | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    307597 | PA      | $285405.33    | 0.10%             | 2026-02-09      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    595000 | PA      | $592953.20    | 0.20%             | 2029-03-29      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    115339 | PA      | $102528.55    | 0.03%             | 2028-08-07      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    362604 | PA      | $360113.23    | 0.12%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497500 | PA      | $447252.50    | 0.15%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    180000 | PA      | $184050.00    | 0.06%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   1440000 | PA      | $1459648.32   | 0.49%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $380030.22    | 0.13%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    200000 | PA      | $199240.00    | 0.07%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | 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        |     30000 | PA      | $30712.50     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $694500.18    | 0.23%             | 2038-02-19      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 50 Senior Loan Fund                                                       | CUSIP: 262431AF6<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499706.90    | 0.17%             | 2030-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3911871 | PA      | $499252.20    | 0.17%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193685 | PA      | $14663.85     | 0.00%             | 2036-12-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4117208 | PA      | $525927.18    | 0.18%             | 2051-04-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RK56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13335581 | PA      | $300798.70    | 0.10%             | 2051-04-20      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383GZ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5730442 | PA      | $858580.04    | 0.29%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $794580.80    | 0.27%             | 2039-07-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1083765.10   | 0.36%             | 2039-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                        | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $485785.10    | 0.16%             | 2036-04-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30731.40     | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | 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        |   1100000 | PA      | $1098299.40   | 0.37%             | 2039-02-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $296562.50    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256243 | PA      | $229137.59    | 0.08%             | 2048-04-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $297272.50    | 0.10%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                        | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    142384 | PA      | $110659.62    | 0.04%             | 2028-09-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     85914 | PA      | $85341.08     | 0.03%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    306335 | PA      | $308058.26    | 0.10%             | 2031-02-28      | Floating      | 8.33%                 | 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        |    122411 | PA      | $34458.77     | 0.01%             | 2028-05-05      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    949038 | PA      | $947852.17    | 0.32%             | 2031-07-09      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1297346 | PA      | $1296126.23   | 0.43%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                          | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $144425.00    | 0.05%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39                  | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $901679.67    | 0.30%             | 2030-10-20      | Floating      | 10.28%                | 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        |    100000 | PA      | $100401.80    | 0.03%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641176 | PA      | $185682.46    | 0.06%             | 2036-07-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1185037.20   | 0.40%             | 2038-04-18      | Floating      | 6.53%                 | 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        |    350000 | PA      | $262274.46    | 0.09%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JAC0<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |  23293000 | PA      | $23337.26     | 0.01%             | 2048-05-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1284049 | PA      | $1285121.58   | 0.43%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |    100000 | PA      | $100988.00    | 0.03%             | 2025-08-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $329295.64    | 0.11%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   1107225 | PA      | $1108332.23   | 0.37%             | 2031-12-02      | Floating      | 9.57%                 | 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        |    202000 | PA      | $163872.50    | 0.05%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GALT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4061014 | PA      | $381566.40    | 0.13%             | 2040-10-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397CB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539863 | PA      | $48965.70     | 0.02%             | 2036-11-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3130273.80   | 1.04%             | 2041-09-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34456.93     | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44                  | Octagon Investment Partners 44 Ltd                                               | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $978761.70    | 0.33%             | 2034-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35                  | OCTAGON INVESTMENT PARTNERS 35 LTD                                               | CUSIP: 67591RAA2<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1437879.90   | 0.48%             | 2031-01-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1271697 | PA      | $1261364.35   | 0.42%             | 2028-02-14      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    169969 | PA      | $169118.90    | 0.06%             | 2028-07-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    641875 | PA      | $623902.50    | 0.21%             | 2027-12-23      | Floating      | 10.08%                | 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        |      9236 | PA      | $2599.95      | 0.00%             | 2028-05-05      | Floating      | 5.54%                 | 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        |     18140 | PA      | $521.54       | 0.00%             | 2028-05-05      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16358000 | PA      | $354.97       | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | 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        |   1153000 | PA      | $841290.72    | 0.28%             | 2036-07-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790000 | PA      | $723837.50    | 0.24%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183344.86    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                | Ocean Trails CLO V                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $925293.86    | 0.31%             | 2031-10-13      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $236228.00    | 0.08%             | 2030-07-15      | Floating      | 12.61%                | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $918918.30    | 0.31%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $531928.78    | 0.18%             | 2041-07-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998480.50    | 0.33%             | 2030-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50914.47     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $139523.56    | 0.05%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $215100.26    | 0.07%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $80959.50     | 0.03%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS7 Trust                                                       | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048364 | PA      | $831014.39    | 0.28%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30938.88     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                  | VOLT XCIV LLC                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5474421 | PA      | $5478438.04   | 1.83%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |  43707234 | PA      | $574151.34    | 0.19%             | 2051-03-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468050 | PA      | $457945.11    | 0.15%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004337.40   | 0.34%             | 2038-04-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208950.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    209496 | PA      | $58658.82     | 0.02%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    215600 | PA      | $217756.00    | 0.07%             | 2031-05-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1280000 | PA      | $1271200.00   | 0.42%             | 2032-06-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BR7402000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $159375.00    | 0.05%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                  | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002451.00   | 0.33%             | 2037-01-15      | Floating      | 6.60%                 | 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        |    650000 | PA      | $652959.06    | 0.22%             | 2035-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                 | Madison Park Funding XL Ltd                                                      | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1013305.00   | 0.34%             | 2030-05-28      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314618 | PA      | $313623.98    | 0.10%             | 2038-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2020-BNK26                                                                  | CUSIP: 06540JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5843520 | PA      | $327007.47    | 0.11%             | 2063-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72348973 | PA      | $511290.19    | 0.17%             | 2056-04-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $135251.80    | 0.05%             | 2036-03-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $889833.20    | 0.30%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $173744.69    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275478 | PA      | $195614.71    | 0.07%             | 2037-05-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   4003913 | PA      | $18920.49     | 0.01%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51159.17     | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $734419.90    | 0.25%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A3MT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1414292 | PA      | $138747.60    | 0.05%             | 2040-11-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AJE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1202803 | PA      | $107951.53    | 0.04%             | 2041-11-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397BA68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236590 | PA      | $93906.82     | 0.03%             | 2036-09-15      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003436.00   | 0.33%             | 2041-08-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397GXT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313732 | PA      | $27463.41     | 0.01%             | 2036-11-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454633 | PA      | $164206.80    | 0.05%             | 2037-05-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JYF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29026 | PA      | $2364.35      | 0.00%             | 2037-07-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75413 | PA      | $5207.70      | 0.00%             | 2038-03-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1165388.40   | 0.39%             | 2038-08-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-PSB                                                                | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $904128.75    | 0.30%             | 2039-08-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74070666 | PA      | $691901.49    | 0.23%             | 2051-03-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9142393 | PA      | $282361.91    | 0.09%             | 2051-12-20      | Floating      | 0.00%                 | 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        |    500000 | PA      | $434419.60    | 0.15%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398000 | PA      | $1138424.67   | 0.38%             | 2051-07-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    602131 | PA      | $604494.61    | 0.20%             | 2029-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    134325 | PA      | $114847.88    | 0.04%             | 2031-05-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11678644 | PA      | $126392.12    | 0.04%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                    | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13647016 | PA      | $202044.08    | 0.07%             | 2050-11-13      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                           | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    847008 | PA      | $848862.96    | 0.28%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    122237 | PA      | $122671.78    | 0.04%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297000 | PA      | $177.98       | 0.00%             | 2048-10-10      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002125.60   | 0.33%             | 2030-07-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: AZ6529160<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $209167.51    | 0.07%             | 2049-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    208500 | PA      | $177660.43    | 0.06%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17310CAD4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    249206 | PA      | $182855.27    | 0.06%             | 2035-10-25      | Floating      | 7.47%                 | 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        |     65000 | PA      | $66099.07     | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2428193.25   | 0.81%             | 2034-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1014 | NS      | $16490.73     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144415 | PA      | $3249.33      | 0.00%             | 2028-10-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    173688 | PA      | $160722.60    | 0.05%             | 2029-09-10      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    423935 | PA      | $425126.10    | 0.14%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                          | Cengage Learning, Inc., Senior Secured First Lien Term Loan                      | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71303 | PA      | $71557.16     | 0.02%             | 2031-03-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                               | Alera Group, Inc., Senior Secured Second Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    460000 | PA      | $469487.50    | 0.16%             | 2033-05-30      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |    450000 | PA      | $283394.75    | 0.09%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $138425.64    | 0.05%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1407799.40   | 0.47%             | 2035-09-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502370.00    | 0.17%             | 2035-01-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S1                                      | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276365 | PA      | $490204.03    | 0.16%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    140000 | PA      | $127292.54    | 0.04%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-10                                                    | CUSIP: 52522QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137364 | PA      | $133890.07    | 0.04%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                         | ClubCorp Holdings, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810826 | PA      | $812853.30    | 0.27%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1192195 | PA      | $1181387.28   | 0.39%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Bcapb LLC Trust                                 | BCAPB LLC Trust 2007-AB1                                                         | CUSIP: 05529DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8241493 | PA      | $3120847.46   | 1.04%             | 2037-03-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3151852.80   | 1.05%             | 2041-12-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FD81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3019468 | PA      | $301881.93    | 0.10%             | 2036-08-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73611 | PA      | $7098.26      | 0.00%             | 2039-11-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                    | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583000 | PA      | $537577.60    | 0.18%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    545000 | PA      | $542239.58    | 0.18%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201160.00    | 0.07%             | 2041-08-17      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1412478 | PA      | $160184.71    | 0.05%             | 2054-01-15      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $338501.74    | 0.11%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce                  | RBSGC Structured Trust 2008-B                                                    | CUSIP: 74928BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570412 | PA      | $497546.89    | 0.17%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $333823.74    | 0.11%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50179.00     | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554118 | PA      | $417811.07    | 0.14%             | 2037-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126231 | PA      | $166887.35    | 0.06%             | 2037-04-25      | Floating      | 18.64%                | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185234 | PA      | $192869.69    | 0.06%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $152103.50    | 0.05%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIA                        | Sound Inpatient Physicians Holdings LLC                                          | CUSIP: 83607JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $28591.20     | 0.01%             | 2026-06-29      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $124200.00    | 0.04%             | 2026-10-19      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    530868 | PA      | $518074.37    | 0.17%             | 2028-06-05      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    488702 | PA      | $488721.85    | 0.16%             | 2029-01-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                 | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27477 | PA      | $25390.73     | 0.01%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |     79200 | PA      | $78740.24     | 0.03%             | 2031-02-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    325000 | PA      | $323781.25    | 0.11%             | 2030-03-29      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   1265000 | PA      | $1270218.13   | 0.42%             | 2029-02-01      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                         | Allegany Park CLO Ltd                                                            | CUSIP: 01714PAJ8<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $992980.80    | 0.33%             | 2035-01-20      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695146 | PA      | $620666.00    | 0.21%             | 2028-11-25      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1123790.34   | 0.38%             | 2042-08-19      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429983 | PA      | $15111.47     | 0.01%             | 2040-09-15      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397EBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318261 | PA      | $35564.62     | 0.01%             | 2036-12-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101157.20    | 0.03%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    300000 | PA      | $233348.29    | 0.08%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90181.14     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                  | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $720976.91    | 0.24%             | 2048-12-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    404369 | PA      | $403894.21    | 0.13%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                         | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: BQ9153637<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $282012.00    | 0.09%             | 2061-08-11      | Fixed         | 5.12%                 | 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        |   4484452 | NS      | $4484452.04   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31129.48     | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 32 Ltd                                        | CUSIP: 64132DAQ1<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2023245.20   | 0.68%             | 2032-01-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010791.80   | 0.34%             | 2030-07-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1251753.75   | 0.42%             | 2042-12-18      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XIV                                                       | CUSIP: 04942CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1704763.57   | 0.57%             | 2032-07-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                  | BCAP LLC 2010-RR6 Trust                                                          | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471462 | PA      | $222937.79    | 0.07%             | 2037-07-26      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005560.30   | 0.34%             | 2038-01-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1194738.00   | 0.40%             | 2039-10-19      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FYVB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10990915 | PA      | $25776.99     | 0.01%             | 2051-05-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397H6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1816654 | PA      | $153606.29    | 0.05%             | 2037-05-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JZU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038315 | PA      | $102731.73    | 0.03%             | 2037-07-15      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1785136 | PA      | $151263.47    | 0.05%             | 2038-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397YX71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68605 | PA      | $4869.05      | 0.00%             | 2039-02-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3189960.30   | 1.06%             | 2041-10-25      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                  | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579P28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240986 | PA      | $203809.66    | 0.07%             | 2036-02-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5950000 | PA      | $5908523.50   | 1.97%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344674 | PA      | $311613.93    | 0.10%             | 2048-04-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206863.80    | 0.07%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                           | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |    171637 | PA      | $159536.65    | 0.05%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: YV4363920<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $99420.50     | 0.03%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                  | Freddie Mac Multiclass Certificates Series 2021-P009                             | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28173520 | PA      | $828070.45    | 0.28%             | 2031-01-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397FRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198357 | PA      | $14259.57     | 0.00%             | 2037-03-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397GRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2056715 | PA      | $232656.43    | 0.08%             | 2037-04-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397KY70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306157 | PA      | $24542.54     | 0.01%             | 2037-10-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1209242.64   | 0.40%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335900 | PA      | $267819.67    | 0.09%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S2 Trust                                                       | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363463 | PA      | $279574.30    | 0.09%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1622702 | PA      | $399636.62    | 0.13%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                      | Upstart Pass-Through Trust Series 2020-ST5                                       | CUSIP: 91679XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $104112.00    | 0.03%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HBM3<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $899807.80    | 0.30%             | 2049-10-15      | Variable      | 4.57%                 | 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        |   1569000 | PA      | $1287118.95   | 0.43%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    450000 | PA      | $369000.00    | 0.12%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    110000 | PA      | $105497.15    | 0.04%             | 2028-02-03      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    450000 | PA      | $418675.50    | 0.14%             | 2029-01-22      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    138237 | PA      | $125603.34    | 0.04%             | 2028-08-31      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                               | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    675147 | PA      | $655371.52    | 0.22%             | 2026-10-26      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    170000 | PA      | $174738.75    | 0.06%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    863385 | PA      | $840358.80    | 0.28%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1839667.40   | 0.61%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235970 | PA      | $221805.75    | 0.07%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380CC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151374 | PA      | $107245.49    | 0.04%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50690.16     | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $164806.50    | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A3KT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803216 | PA      | $554752.13    | 0.19%             | 2042-01-25      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10443554 | PA      | $1839614.24   | 0.61%             | 2051-11-20      | Fixed         | 3.00%                 | 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        |    910000 | PA      | $908926.20    | 0.30%             | 2036-09-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                               | JP Morgan Resecuritization Trust Series 2011-1                                   | CUSIP: 46635NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872354 | PA      | $719891.18    | 0.24%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                        | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106750 | PA      | $1097575.71   | 0.37%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1016801.50   | 0.34%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154836 | PA      | $4836.57      | 0.00%             | 2049-03-10      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    109114 | PA      | $92244.28     | 0.03%             | 2028-07-24      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                  | Access CIG LLC                                                                   | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    481734 | PA      | $484556.86    | 0.16%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    870000 | PA      | $874676.25    | 0.29%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                           | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    277205 | PA      | $273740.18    | 0.09%             | 2029-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    606770 | PA      | $610289.74    | 0.20%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $496299.16    | 0.17%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417358 | PA      | $367828.84    | 0.12%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $887844.03    | 0.30%             | 2030-01-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $697144.07    | 0.23%             | 2036-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $844728.59    | 0.28%             | 2058-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $622615.53    | 0.21%             | 2030-06-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505685.15    | 0.17%             | 2037-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843803 | PA      | $227112.06    | 0.08%             | 2037-01-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VDR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1188949 | PA      | $103800.62    | 0.03%             | 2037-04-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52052.58     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BQ6517206<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $315590.68    | 0.11%             | 2041-08-02      | Fixed         | 5.00%                 | 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        |    620000 | PA      | $361156.20    | 0.12%             | 2047-11-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2275109.00   | 0.76%             | 2031-01-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1015622.20   | 0.34%             | 2031-10-22      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     59301 | PA      | $50132.77     | 0.02%             | 2028-07-24      | Floating      | 9.31%                 | 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        |    167000 | PA      | $134711.64    | 0.04%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $371391.40    | 0.12%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257400 | PA      | $240347.25    | 0.08%             | 2029-03-29      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                 | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802442 | PA      | $741508.37    | 0.25%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    985000 | PA      | $972933.75    | 0.32%             | 2032-06-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    675000 | PA      | $677531.25    | 0.23%             | 2032-07-02      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $682281.66    | 0.23%             | 2040-02-18      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1007503.00   | 0.34%             | 2039-03-19      | Floating      | 7.61%                 | 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        |   1000000 | PA      | $1012332.00   | 0.34%             | 2038-05-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $164538.62    | 0.05%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAE3<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |    155000 | PA      | $1166.38      | 0.00%             | 2026-11-30      | Floating      | 12.08%                | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    244390 | PA      | $214061.34    | 0.07%             | 2029-04-23      | Floating      | 8.64%                 | 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        |   1031181 | PA      | $1025251.50   | 0.34%             | 2031-10-01      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                  | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817845 | PA      | $775266.53    | 0.26%             | 2035-11-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1970000 | PA      | $1970000.00   | 0.66%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| JOANN Inc                                       | JOANN Inc                                                                        | CUSIP: 47768J200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20051 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1875244.75   | 0.63%             | 2031-01-20      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    602131 | PA      | $604494.61    | 0.20%             | 2029-02-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $147870.00    | 0.05%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503840.45   | 0.50%             | 2041-05-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397T3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1297070 | PA      | $106794.63    | 0.04%             | 2038-04-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2347334.00   | 0.78%             | 2033-12-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $975662.00    | 0.33%             | 2036-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23777271 | PA      | $3594231.72   | 1.20%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6012023 | PA      | $186534.43    | 0.06%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13117556 | PA      | $135795.56    | 0.05%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6510139 | PA      | $1183600.53   | 0.40%             | 2051-07-20      | Fixed         | 3.00%                 | 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        |    880000 | PA      | $880939.84    | 0.29%             | 2043-01-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    350000 | PA      | $271152.53    | 0.09%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    200000 | PA      | $199240.00    | 0.07%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                   | Trimaran CAVU 2019-2 Ltd                                                         | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501168.85    | 0.17%             | 2032-11-26      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    647991 | PA      | $645761.42    | 0.22%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    940239 | PA      | $932454.12    | 0.31%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                             | Verde Purchaser LLC, Senior Secured First Lien Term Loan                         | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    769699 | PA      | $773355.32    | 0.26%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $157550.58    | 0.05%             | 2048-01-15      | Fixed         | 5.50%                 | 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        |    734722 | PA      | $704322.43    | 0.24%             | 2048-02-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    695372 | PA      | $63718.28     | 0.02%             | 2041-06-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378VYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3767577 | PA      | $3403869.70   | 1.14%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6540834 | PA      | $938744.47    | 0.31%             | 2051-01-20      | Fixed         | 2.50%                 | 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        |   1000000 | PA      | $1004383.00   | 0.34%             | 2037-04-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                   | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1410124.80   | 0.47%             | 2038-09-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners                         | Highbridge Loan Management 2013-2 Ltd                                            | CUSIP: 44330DAL4<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003907.00   | 0.34%             | 2029-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2006-S1                                         | CUSIP: 46627MEW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57145 | PA      | $46067.68     | 0.02%             | 2021-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10827635 | PA      | $153.75       | 0.00%             | 2048-05-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                  | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $601314.36    | 0.20%             | 2041-08-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108456.08    | 0.04%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113822 | PA      | $1074952.59   | 0.36%             | 2029-10-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4440340 | PA      | $642317.79    | 0.21%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0RN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8673835 | PA      | $23252.82     | 0.01%             | 2051-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58248 | PA      | $5998.07      | 0.00%             | 2036-12-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91406 | PA      | $7982.07      | 0.00%             | 2039-07-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88616 | PA      | $5341.31      | 0.00%             | 2037-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    450000 | PA      | $318351.19    | 0.11%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396W3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2491015 | PA      | $251653.05    | 0.08%             | 2037-08-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LZ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660666 | PA      | $54858.43     | 0.02%             | 2038-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136BAST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12498090 | PA      | $340989.13    | 0.11%             | 2031-03-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2810761 | PA      | $447375.56    | 0.15%             | 2060-09-25      | Fixed         | 3.00%                 | 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        |    235000 | PA      | $241194.84    | 0.08%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377VE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324485 | PA      | $24255.22     | 0.01%             | 2041-05-20      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13951378 | PA      | $10024.07     | 0.00%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21032 | PA      | $1528.61      | 0.00%             | 2035-08-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BE38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1459907 | PA      | $153587.74    | 0.05%             | 2039-12-16      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1411608 | PA      | $1363260.90   | 0.46%             | 2027-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P3F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98805 | PA      | $9046.23      | 0.00%             | 2037-03-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967214 | PA      | $95328.64     | 0.03%             | 2037-03-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410979 | PA      | $34935.60     | 0.01%             | 2037-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69790 | PA      | $7390.30      | 0.00%             | 2040-01-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MX92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323188 | PA      | $25453.64     | 0.01%             | 2040-04-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532742 | PA      | $37378.22     | 0.01%             | 2040-05-25      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376JKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    301399 | PA      | $29152.07     | 0.01%             | 2039-11-16      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25344 | PA      | $533.56       | 0.00%             | 2039-03-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379AL24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2097306 | PA      | $258056.12    | 0.09%             | 2044-03-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382J3G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14508145 | PA      | $2610333.08   | 0.87%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JZ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5380854 | PA      | $923669.41    | 0.31%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2631050 | PA      | $389838.79    | 0.13%             | 2050-12-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $993340.00    | 0.33%             | 2041-05-17      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364718 | PA      | $323981.50    | 0.11%             | 2048-04-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-1 Ltd                                                              | CUSIP: 92918EAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998495.50    | 0.33%             | 2034-07-16      | Floating      | 7.62%                 | 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        |    630000 | PA      | $647610.64    | 0.22%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    425000 | PA      | $416899.50    | 0.14%             | 2028-07-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    825000 | PA      | $812006.25    | 0.27%             | 2029-12-10      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    531489 | PA      | $530604.41    | 0.18%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    212295 | PA      | $211592.25    | 0.07%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1047724 | PA      | $304.89       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-85CB                                                 | CUSIP: 12668BEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528803 | PA      | $412366.26    | 0.14%             | 2036-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69014.71     | 0.02%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $172750.83    | 0.06%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84553 | PA      | $2795.06      | 0.00%             | 2040-02-25      | Floating      | 0.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2010-C1                                             | CUSIP: 36249KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905459 | PA      | $899847.41    | 0.30%             | 2043-08-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379QG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2191663 | PA      | $233173.23    | 0.08%             | 2045-10-20      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9434797 | PA      | $582222.28    | 0.19%             | 2071-02-01      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6903050 | PA      | $321492.98    | 0.11%             | 2048-08-20      | Floating      | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6013798 | PA      | $252226.50    | 0.08%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8666836 | PA      | $1193732.70   | 0.40%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382L4G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4190033 | PA      | $589347.82    | 0.20%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382P2Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7915002 | PA      | $42524.14     | 0.01%             | 2051-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3220754 | PA      | $42817.67     | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145135.13    | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                         | Greenwood Park CLO Ltd                                                           | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000859.60   | 0.33%             | 2031-04-15      | Floating      | 9.47%                 | 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        |   1000000 | PA      | $994491.00    | 0.33%             | 2039-07-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                         | HPS Loan Management 11-2017 Ltd                                                  | CUSIP: 40436WAA7<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $859427.70    | 0.29%             | 2030-05-06      | Floating      | 10.62%                | 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        |    230000 | PA      | $240763.54    | 0.08%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8216862 | PA      | $22262.36     | 0.01%             | 2046-08-15      | Variable      | 0.57%                 | 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        |    500000 | PA      | $130725.00    | 0.04%             | 2048-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    894026 | PA      | $888067.44    | 0.30%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $197600.00    | 0.07%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156553 | PA      | $9279.22      | 0.00%             | 2037-06-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2437007.60   | 0.81%             | 2033-08-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140993.53    | 0.05%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $241359.81    | 0.08%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378C3H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4842631 | PA      | $634322.71    | 0.21%             | 2042-02-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379FN70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6269348 | PA      | $845504.27    | 0.28%             | 2045-11-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380WPV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20499476 | PA      | $616013.34    | 0.21%             | 2048-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M3B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9021316 | PA      | $1386769.26   | 0.46%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3672900 | PA      | $679837.63    | 0.23%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384GR85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7161422 | PA      | $1243542.30   | 0.42%             | 2051-05-20      | Fixed         | 3.00%                 | 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        |    235000 | PA      | $236312.48    | 0.08%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1644636 | PA      | $1091117.48   | 0.36%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C26                              | CUSIP: 46643TBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29182 | PA      | $0.28         | 0.00%             | 2048-01-15      | Variable      | 0.51%                 | 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        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228336.67    | 0.08%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                              | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    200000 | PA      | $207325.00    | 0.07%             | 2033-06-16      | Fixed         | 7.75%                 | 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        |   1350000 | PA      | $1226029.23   | 0.41%             | 2046-03-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     42630 | PA      | $34316.88     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103736.01    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     59450 | PA      | $50258.41     | 0.02%             | 2028-07-24      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     85394 | PA      | $72191.18     | 0.02%             | 2028-07-24      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    952815 | PA      | $915640.91    | 0.31%             | 2030-02-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108607.74    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   4484452 | NS      | $4484452.05   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     69650 | PA      | $68699.01     | 0.02%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    320000 | PA      | $278900.80    | 0.09%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261395.50    | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1064000 | PA      | $1060589.88   | 0.35%             | 2037-08-19      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $201160.00    | 0.07%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514481 | PA      | $517484.63    | 0.17%             | 2039-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2267613.90   | 0.76%             | 2034-04-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    499821 | PA      | $502766.96    | 0.17%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | Ascend Learning LLC                                                              | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1022479 | PA      | $1026313.47   | 0.34%             | 2029-12-10      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    517742 | PA      | $518821.64    | 0.17%             | 2028-09-29      | Floating      | 8.33%                 | 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        |    285626 | PA      | $8211.75      | 0.00%             | 2028-05-05      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    296367 | PA      | $249264.16    | 0.08%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    670000 | PA      | $647648.80    | 0.22%             | 2030-10-08      | Floating      | 10.56%                | 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        |    122468 | PA      | $121854.44    | 0.04%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $178181.56    | 0.06%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $321760.56    | 0.11%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198850 | PA      | $202011.79    | 0.07%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2996000 | PA      | $3130453.29   | 1.04%             | 2041-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1199000 | PA      | $1179322.01   | 0.39%             | 2036-11-16      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 3136FC2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115032 | PA      | $20158.13     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48055 | PA      | $2758.04      | 0.00%             | 2037-07-25      | Floating      | 0.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140078 | PA      | $10680.98     | 0.00%             | 2037-07-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288658 | PA      | $27852.44     | 0.01%             | 2038-02-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996418 | PA      | $90769.11     | 0.03%             | 2038-05-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397MKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484611 | PA      | $38923.80     | 0.01%             | 2038-08-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PJE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79202 | PA      | $5556.62      | 0.00%             | 2037-11-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390709 | PA      | $18090.59     | 0.01%             | 2040-03-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152036 | PA      | $11574.69     | 0.00%             | 2050-03-25      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398SKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2403315 | PA      | $306036.65    | 0.10%             | 2040-12-25      | Floating      | 2.18%                 | 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        |    115000 | PA      | $106214.75    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   4484452 | NS      | $4484452.04   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377V2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532556 | PA      | $49497.30     | 0.02%             | 2041-05-20      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377WGK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    576548 | PA      | $48012.07     | 0.02%             | 2041-05-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3584037 | PA      | $373069.95    | 0.12%             | 2044-04-16      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6936395 | PA      | $830728.99    | 0.28%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    129250 | PA      | $105419.53    | 0.04%             | 2029-12-17      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                            | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500546.90    | 0.17%             | 2030-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    407897 | PA      | $391332.72    | 0.13%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                           | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |       470 | PA      | $470.81       | 0.00%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199748 | PA      | $167298.74    | 0.06%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-5                                                | CUSIP: 12637VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109404 | PA      | $502259.49    | 0.17%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-85CB                                                 | CUSIP: 12668BEL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111675 | PA      | $86490.03     | 0.03%             | 2036-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52397.37     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10862805 | PA      | $597003.46    | 0.20%             | 2071-05-20      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6893488 | PA      | $1024064.22   | 0.34%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152963 | PA      | $536815.62    | 0.18%             | 2037-05-25      | Fixed         | 5.75%                 | 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        |    650000 | PA      | $632822.45    | 0.21%             | 2042-08-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $931258.50    | 0.31%             | 2050-03-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9142504 | PA      | $1357648.15   | 0.45%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6376526 | PA      | $246904.20    | 0.08%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1352581 | PA      | $1347695.48   | 0.45%             | 2036-07-16      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $970302.00    | 0.32%             | 2036-10-16      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XIV Ltd                                                     | CUSIP: 55818TAG7<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $842596.50    | 0.28%             | 2030-10-22      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite Xxxiii Ltd                                                             | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501526.05    | 0.17%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                  | Octagon Investment Partners 30 Ltd                                               | CUSIP: 675921AC4<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $61240.00     | 0.02%             | 2030-03-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MEXICO CITY ARPT TRUST                          | Mexico City Airport Trust                                                        | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165284.95    | 0.06%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005965.40   | 0.67%             | 2034-07-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23785.63     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343284 | PA      | $345360.45    | 0.12%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1288499 | PA      | $1267728.45   | 0.42%             | 2028-09-18      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |         0 | PA      | $0.48         | 0.00%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    810000 | PA      | $733050.00    | 0.24%             | 2030-02-19      | Floating      | 9.32%                 | 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        |      2528 | NS      | $317.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1877399.60   | 0.63%             | 2031-08-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1P25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473274 | PA      | $49962.51     | 0.02%             | 2039-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130136 | PA      | $10877.91     | 0.00%             | 2042-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AFV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386415 | PA      | $966193.54    | 0.32%             | 2043-08-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581685 | PA      | $48188.75     | 0.02%             | 2041-02-15      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45377 | PA      | $4286.35      | 0.00%             | 2037-07-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222482 | PA      | $104799.47    | 0.03%             | 2038-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379633 | PA      | $35229.10     | 0.01%             | 2039-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92171 | PA      | $4197.16      | 0.00%             | 2040-02-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12156271 | PA      | $345540.79    | 0.12%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991006.00    | 0.33%             | 2039-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $771788.94    | 0.26%             | 2036-07-16      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                       | Marble Point CLO XXI Ltd                                                         | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498753.25    | 0.17%             | 2034-10-17      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005023.00   | 0.34%             | 2041-08-18      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197017 | PA      | $191060.54    | 0.06%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $184781.96    | 0.06%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66923.82     | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995530 | PA      | $997661.31    | 0.33%             | 2039-09-17      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                        | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243180.53    | 0.08%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $77738.06     | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                        | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    310000 | PA      | $53785.00     | 0.02%             | 2029-10-01      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6720 | PA      | $1780.72      | 0.00%             | 2028-04-28      | Floating      | 16.00%                | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                             | LBM Acquisition LLC, Senior Secured First Lien Term Loan                         | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    702042 | PA      | $658163.91    | 0.22%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    143944 | PA      | $145928.27    | 0.05%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1195198.80   | 0.40%             | 2038-11-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003112.00   | 0.33%             | 2039-09-19      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $814072.36    | 0.27%             | 2040-06-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-I                                                           | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2478351.00   | 0.83%             | 2035-04-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27394000 | PA      | $712.24       | 0.00%             | 2048-05-10      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1705306.89   | 0.57%             | 2031-01-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1481692.80   | 0.49%             | 2032-01-20      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1353546 | PA      | $576579.80    | 0.19%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAH9<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    164171 | PA      | $165017.16    | 0.06%             | 2030-12-23      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90619 | PA      | $25798.24     | 0.01%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $46538.16     | 0.02%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46388.25     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378D3K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356355 | PA      | $73048.83     | 0.02%             | 2039-12-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BCR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3460591 | PA      | $429388.72    | 0.14%             | 2044-04-20      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4745678 | PA      | $103344.72    | 0.03%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382NRG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9496547 | PA      | $1078914.16   | 0.36%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382QJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12181937 | PA      | $80935.57     | 0.03%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33562935 | PA      | $232752.24    | 0.08%             | 2051-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UEZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7490592 | PA      | $1213023.46   | 0.40%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15947243 | PA      | $2640684.86   | 0.88%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383MQQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14141071 | PA      | $298631.13    | 0.10%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32146274 | PA      | $4732005.42   | 1.58%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL1 Ltd                                                         | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1098296.10   | 0.37%             | 2036-06-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004896.60   | 0.67%             | 2034-04-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999406.00    | 0.33%             | 2038-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $903261.40    | 0.30%             | 2051-08-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     48719 | PA      | $13641.28     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $202965.90    | 0.07%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                        | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    393244 | PA      | $305625.30    | 0.10%             | 2028-09-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18014884 | PA      | $527881.14    | 0.18%             | 2056-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146300.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                         | Beechwood Park CLO Ltd                                                           | CUSIP: 07355TBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001683.00   | 1.67%             | 2035-01-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85579.57     | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CEF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586640 | PA      | $484140.32    | 0.16%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2459182.50   | 0.82%             | 2038-11-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208950.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    758000 | PA      | $757120.72    | 0.25%             | 2039-02-15      | Floating      | 6.46%                 | 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        |     55000 | PA      | $55605.44     | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture XXX CLO Ltd                                                              | CUSIP: 92331NAG1<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501378.00    | 0.17%             | 2031-01-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27093.63     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant Clo XR Ltd                                                               | CUSIP: 92563MAJ6<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003185.50   | 0.33%             | 2036-04-20      | Floating      | 9.27%                 | 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        |    230000 | PA      | $241242.40    | 0.08%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2959259 | PA      | $1002060.25   | 0.33%             | 2036-10-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                        | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $202004.40    | 0.07%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     59872 | PA      | $48196.95     | 0.02%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    179537 | PA      | $172897.98    | 0.06%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                        | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    921460 | PA      | $918990.26    | 0.31%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1360000 | PA      | $1326856.80   | 0.44%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    998121 | PA      | $999683.06    | 0.33%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |   1020000 | PA      | $1010932.20   | 0.34%             | 2032-05-10      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | US        |    880000 | PA      | $882754.40    | 0.29%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262806 | PA      | $8541.19      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** DoubleLine Opportunistic Credit Fund

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Opportunistic Credit Fund

**Title:** Vice President