# EDGAR Filing Document

**Accession Number:** 0001788399
**File Stem:** 0001193125-26-245121
**Filing Date:** 2026-5
**Character Count:** 205114
**Document Hash:** 3a977f434f614a40cf0eb8e1c917bd79
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245121.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245121

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23476
- **FILM NUMBER:** 261035061

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine Yield Opportunities Fund

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Yield Opportunities Fund

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $889775597.69

**Total Liabilities:** $158856193.80

**Net Assets:** $730919403.89

**Delayed Delivery Securities:** $3142775.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 170.000000000000 | **1-Year:** 8968.000000000000 | **5-Year:** 33929.000000000000 | **10-Year:** 29135.000000000000 | **30-Year:** 30501.000000000000

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

- **3-Month:** 884.000000000000 | **1-Year:** 33646.000000000000 | **5-Year:** 128006.000000000000 | **10-Year:** 43114.000000000000 | **30-Year:** 17770.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.66%                | -0.09%               | -4.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8428639.46             | $10644744.50                               |
| Month 2  | $850642.04               | $-8465081.28                               |
| Month 3  | $-8083220.30             | $-10563468.15                              |

**Designated Index Information**

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

- **Index Identifier:** Securities Portfolio

### Schedule of Portfolio Investments

| Name                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CSAIL Commercial Mortgage Trus                  | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53131261 | PA      | $194247.89    | 0.03%             | 2050-09-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1934230.38   | 0.26%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                    | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2013725.28   | 0.28%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1758284.53   | 0.24%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   2182000 | PA      | $2157250.67   | 0.30%             | 2070-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV3                                                                   | CUSIP: 26847NAF8<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1281035.60   | 0.18%             | 2070-07-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $736000.00    | 0.10%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18522000 | PA      | $499149.38    | 0.07%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV2                                                                   | CUSIP: 281914AE1<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $222379.19    | 0.03%             | 2070-05-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                        | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    600000 | PA      | $606311.79    | 0.08%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   1700000 | PA      | $1043383.50   | 0.14%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    620000 | PA      | $595587.50    | 0.08%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2023-BNK46                                                                  | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77854591 | PA      | $2501288.94   | 0.34%             | 2056-08-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1009087.63   | 0.14%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5400000 | PA      | $3911760.00   | 0.54%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1325356.69   | 0.18%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    554000 | PA      | $595057.49    | 0.08%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12559DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1894861.20   | 0.26%             | 2036-07-15      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12324000 | PA      | $754356.97    | 0.10%             | 2054-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2538787.25   | 0.35%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18014000 | PA      | $86404.15     | 0.01%             | 2049-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $767257.00    | 0.10%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268240 | PA      | $268356.94    | 0.04%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | AO        |   1900000 | PA      | $1918119.27   | 0.26%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                            | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    430000 | NS      | $10436100.00  | 1.43%             | 2025-04-15      | Variable      | 6.12%                 | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2998749.00   | 0.41%             | 2041-05-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-J12                                                  | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5145701 | PA      | $2632274.14   | 0.36%             | 2035-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5481300 | PA      | $5526834.18   | 0.76%             | 2039-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2553939.75   | 0.35%             | 2043-03-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1707767.92   | 0.23%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2365000 | PA      | $1743124.46   | 0.24%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3150000 | PA      | $2220876.54   | 0.30%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                          | Eldorado Intl. Finance GmbH                                                      | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1512465.00   | 0.21%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FVBF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13651762 | PA      | $1926103.84   | 0.26%             | 2050-08-25      | Floating      | 2.44%                 | 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        |   4550000 | PA      | $4253419.17   | 0.58%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  44722023 | NS      | $44722022.77  | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3298797.60   | 0.45%             | 2050-02-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Aimco                                           | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00900UAG9<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $487974.55    | 0.07%             | 2037-07-22      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2019-R07                                     | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2972750 | PA      | $3003990.05   | 0.41%             | 2039-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2535172.73   | 0.35%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9V21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5516779 | PA      | $659737.78    | 0.09%             | 2042-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509824 | PA      | $1516775.12   | 0.21%             | 2040-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3106000 | PA      | $3104276.17   | 0.42%             | 2037-08-19      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1536177.71   | 0.21%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1774506.92   | 0.24%             | 2036-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2021-1                                                    | CUSIP: 57110N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8192 | PA      | $48059.33     | 0.01%             | 2031-06-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    915000 | PA      | $953806.98    | 0.13%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2020-2 Ltd                                                        | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $968062.40    | 0.13%             | 2035-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $759132.15    | 0.10%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2377899.43   | 0.33%             | 2030-01-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002856.00   | 0.14%             | 2039-06-17      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1818110.37   | 0.25%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2483262.00   | 0.34%             | 2065-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20061456 | PA      | $492428.50    | 0.07%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2022-BNK43                                                                  | CUSIP: 06541QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21359000 | PA      | $2514827.88   | 0.34%             | 2055-08-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    990805 | PA      | $1055942.81   | 0.14%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2073496.23   | 0.28%             | 2051-07-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30816205 | PA      | $1633274.29   | 0.22%             | 2071-05-20      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382FBU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3488119 | PA      | $422711.49    | 0.06%             | 2047-09-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR20                                                                 | CUSIP: 06650JBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858000 | PA      | $734151.90    | 0.10%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2026-C14 Mortgage Trust                                                      | CUSIP: 096942AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $585257.37    | 0.08%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006351.20   | 0.14%             | 2039-03-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                              | Grupo Televisa SAB                                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $924233.04    | 0.13%             | 2049-05-24      | Fixed         | 5.25%                 | 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        |   1060000 | PA      | $959485.50    | 0.13%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $990357.44    | 0.14%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |   1043221 | PA      | $1044287.89   | 0.14%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | CUSIP: 46652JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25460000 | PA      | $409325.51    | 0.06%             | 2053-05-13      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                          | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775450 | PA      | $770185.43    | 0.11%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                               | CUSIP: 485861AA6<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $992770.20    | 0.14%             | 2037-04-20      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1050524.36   | 0.14%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3169688.71   | 0.43%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2006-HE4                       | CUSIP: 00442BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8254170 | PA      | $3179940.30   | 0.44%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $734251.44    | 0.10%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1507852.50   | 0.21%             | 2039-03-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2886000 | PA      | $2424962.65   | 0.33%             | 2060-05-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1073555.82   | 0.15%             | 2042-02-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: 697660AG3<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $805120.01    | 0.11%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    942731 | PA      | $7070.48      | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $341662.80    | 0.05%             | 2036-03-15      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2340000 | PA      | $2348700.12   | 0.32%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   9250000 | PA      | $10287047.10  | 1.41%             | 2050-01-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    845000 | PA      | $524956.25    | 0.07%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1162111.78   | 0.16%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2516824.20   | 0.34%             | 2034-07-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                            | Telecom Argentina SA                                                             | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |   3000000 | PA      | $2987250.00   | 0.41%             | 2036-01-20      | Fixed         | 8.50%                 | 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        |  22000000 | PA      | $26427680.40  | 3.62%             | 2050-03-25      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    754000 | PA      | $747341.80    | 0.10%             | 2065-10-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2022-3 Ltd                                               | CUSIP: 05684QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1104102.25   | 0.15%             | 2035-07-17      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65071170 | PA      | $1425663.79   | 0.20%             | 2056-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765578 | PA      | $2493723.03   | 0.34%             | 2028-11-25      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AUW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4177194 | PA      | $442589.21    | 0.06%             | 2042-10-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1123400.00   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    725000 | PA      | $479446.65    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1254415.00   | 0.17%             | 2043-01-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876QAG1<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1677193.54   | 0.23%             | 2034-10-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3364103.45   | 0.46%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-6 LLC                                                                  | CUSIP: 69395KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400323.12   | 0.19%             | 2028-08-25      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020695.80   | 0.14%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1104808 | PA      | $1039071.60   | 0.14%             | 2027-12-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    890000 | PA      | $890622.38    | 0.12%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1638900.82   | 0.22%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2496865.25   | 0.34%             | 2041-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1437761.25   | 0.20%             | 2060-09-27      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    526500 | PA      | $518602.50    | 0.07%             | 2028-07-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    329720 | PA      | $328100.71    | 0.04%             | 2029-01-22      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   3081604 | PA      | $3091557.75   | 0.42%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    298897 | PA      | $299862.35    | 0.04%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    518438 | PA      | $252479.06    | 0.03%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CDK Global II LLC                               | CDK Global II LLC, Senior Secured First Lien Term Loan                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    695458 | PA      | $498184.20    | 0.07%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1721988 | PA      | $1227992.34   | 0.17%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    766490 | PA      | $608163.53    | 0.08%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1495000 | PA      | $1455950.60   | 0.20%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |   1955899 | PA      | $1951009.16   | 0.27%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 92559QAD6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    264450 | PA      | $162636.75    | 0.02%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   4200000 | PA      | $3002824.44   | 0.41%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $136302.60    | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   4600000 | PA      | $23000.00     | 0.00%             | 2027-12-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425852 | PA      | $6040.37      | 0.00%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                         | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    630000 | PA      | $630000.00    | 0.09%             | 2037-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3350000 | PA      | $2640982.22   | 0.36%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1437741.45   | 0.20%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1296029.28   | 0.18%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1225339.86   | 0.17%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM2                                                                   | CUSIP: 281917AJ3<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   1111000 | PA      | $1095509.66   | 0.15%             | 2070-06-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6315753 | PA      | $6118324.80   | 0.84%             | 2029-10-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B4YY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5031913 | PA      | $488981.13    | 0.07%             | 2049-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AMD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1654349 | PA      | $195033.65    | 0.03%             | 2042-02-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2795408.10   | 0.38%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6500000 | PA      | $3768375.00   | 0.52%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ATGK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2640881 | PA      | $145533.41    | 0.02%             | 2040-11-15      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FL3E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5499246 | PA      | $883088.17    | 0.12%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-5                                              | CUSIP: 91679JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3300 | PA      | $278747.01    | 0.04%             | 2031-11-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |   3200000 | PA      | $3222121.95   | 0.44%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $937478.13    | 0.13%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1702000 | PA      | $1697477.45   | 0.23%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1651235.20   | 0.23%             | 2042-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1770000 | PA      | $1777147.26   | 0.24%             | 2040-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1725000 | PA      | $1727689.28   | 0.24%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3340000 | PA      | $3392738.60   | 0.46%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30492792 | PA      | $1774653.07   | 0.24%             | 2071-02-01      | Variable      | 1.06%                 | 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        |    760000 | PA      | $761366.48    | 0.10%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1089195.91   | 0.15%             | 2066-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1156000 | PA      | $1147273.70   | 0.16%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                               | CUSIP: 31325UTE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5132402 | PA      | $470092.43    | 0.06%             | 2043-09-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $905721.88    | 0.12%             | 2042-10-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                           | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $471607.65    | 0.06%             | 2034-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4232000 | PA      | $361990.89    | 0.05%             | 2058-10-15      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1500866.99   | 0.21%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3250000 | PA      | $2011100.00   | 0.28%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $32968.20     | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2207284.20   | 0.30%             | 2038-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AH6<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $788929.68    | 0.11%             | 2066-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8084078 | PA      | $678015.67    | 0.09%             | 2045-02-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3091039.20   | 0.42%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14499163 | PA      | $144.99       | 0.00%             | 2048-11-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                            | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3165485.92   | 0.43%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | CUSIP: 46652JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10244000 | PA      | $669058.18    | 0.09%             | 2053-05-13      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                         | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $849149.01    | 0.12%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-12                                               | CUSIP: 92490FAQ3<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5904166.80   | 0.81%             | 2070-12-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   2330000 | PA      | $2366464.50   | 0.32%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg                  | Wachovia Bank Commercial Mortgage Trust Series 2005-C21                          | CUSIP: 92976BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656574 | PA      | $645876.48    | 0.09%             | 2044-10-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    950000 | PA      | $970083.19    | 0.13%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                              | Groupe Solmax Inc., Senior Secured First Lien Term Loan                          | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184534 | PA      | $150395.08    | 0.02%             | 2028-05-30      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    686090 | PA      | $673829.33    | 0.09%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   4235000 | PA      | $3568008.68   | 0.49%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   5220159 | PA      | $5176910.44   | 0.71%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   2675000 | PA      | $10031.25     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| ACI AIRPORT SUDAMERICA S                        | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    146025 | PA      | $147724.73    | 0.02%             | 2034-11-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                            | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    650000 | NS      | $6519500.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                         | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2024427.72   | 0.28%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1575748.13   | 0.22%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402126 | PA      | $404895.15    | 0.06%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1193288.43   | 0.16%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                  | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6107500 | PA      | $2113988.98   | 0.29%             | 2038-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236525.50    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                            | Constant Contact Inc                                                             | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   4500000 | PA      | $3632085.00   | 0.50%             | 2029-02-12      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2506838.78   | 0.34%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2493855.68   | 0.34%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1548696.92   | 0.21%             | 2035-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 Ltd                                                              | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4375000 | PA      | $4382310.63   | 0.60%             | 2041-08-17      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2890000 | PA      | $2636161.76   | 0.36%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3179605.93   | 0.44%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                           | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    808000 | PA      | $353500.00    | 0.05%             | 2030-09-12      | None          | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8400000 | PA      | $8595245.40   | 1.18%             | 2041-11-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Mach I                                          | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     86175 | PA      | $85566.52     | 0.01%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2174622.08   | 0.30%             | 2065-10-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3006723.00   | 0.41%             | 2042-12-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-5 LLC                                                                  | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4995020.00   | 0.68%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   2049378 | NS      | $19100205.35  | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1487625.00   | 0.20%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4650000 | PA      | $2463802.50   | 0.34%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    933333 | PA      | $935666.67    | 0.13%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $183940.00    | 0.03%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2910000 | PA      | $2918968.62   | 0.40%             | 2044-01-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    550000 | PA      | $376690.38    | 0.05%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248535.25   | 0.17%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6993463.80   | 0.96%             | 2050-12-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                            | Frontera Energy Corp                                                             | CUSIP: 35905BAC1<br>LEI: A25574TZFLBNK7NWQT47 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1714714.61   | 0.23%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAF6<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    679000 | PA      | $671237.74    | 0.09%             | 2070-07-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   1942333 | PA      | $1899844.05   | 0.26%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1496500.00   | 0.20%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    905674 | PA      | $870374.04    | 0.12%             | 2048-02-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2325000 | PA      | $2330798.55   | 0.32%             | 2038-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    893000 | PA      | $755300.23    | 0.10%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    600000 | PA      | $541806.18    | 0.07%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |    530000 | PA      | $497091.14    | 0.07%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1839328.20   | 0.25%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $157341.00    | 0.02%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $37475.00     | 0.01%             | 2036-05-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $3557798.07   | 0.49%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                        | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   1600000 | PA      | $1593928.00   | 0.22%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                        | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295678.01    | 0.04%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $463758.75    | 0.06%             | 2048-02-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $1050000.00   | 0.14%             | 2036-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584133.87    | 0.08%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999017.80    | 0.14%             | 2042-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8922915 | PA      | $668914.34    | 0.09%             | 2045-07-16      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2327014.61   | 0.32%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ACORE Issuer, LLC                               | Acore 2026-FL1 Issuer LLC                                                        | CUSIP: 00485EAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2335808.69   | 0.32%             | 2043-08-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1934809.56   | 0.26%             | 2037-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1132201.24   | 0.15%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2528207.70   | 0.35%             | 2036-10-16      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2759988.00   | 0.38%             | 2042-05-18      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2022-L8                                           | CUSIP: 61774LBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 452908750 | PA      | $1418963.11   | 0.19%             | 2055-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2718867.12   | 0.37%             | 2041-02-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2458055.60   | 0.34%             | 2041-08-18      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2047078.89   | 0.28%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4102000 | PA      | $3591162.35   | 0.49%             | 2060-05-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1536176.12   | 0.21%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1223956.80   | 0.17%             | 2035-01-20      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| RR 2 LTD                                        | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4510973.50   | 0.62%             | 2036-04-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                     | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4916079 | PA      | $4618803.46   | 0.63%             | 2039-02-15      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   2800000 | PA      | $2941820.00   | 0.40%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1720705.30   | 0.24%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-7 LLC                                                                  | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1147355.46   | 0.16%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2433588.30   | 0.33%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    367242 | PA      | $339596.11    | 0.05%             | 2028-08-07      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2570000 | PA      | $2518600.00   | 0.34%             | 2032-07-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      1800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $856128.65    | 0.12%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                        | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   2400000 | PA      | $2512080.00   | 0.34%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-3 Ltd                                                              | CUSIP: 92917VAA8<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1991255.20   | 0.27%             | 2031-10-18      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                     | Geopark Ltd                                                                      | CUSIP: YR0463541<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |   2250000 | PA      | $2218283.53   | 0.30%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4401029 | PA      | $4281849.50   | 0.59%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    526500 | PA      | $518602.50    | 0.07%             | 2028-07-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997238 | PA      | $785324.53    | 0.11%             | 2029-03-29      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                              | Groupe Solmax Inc., Senior Secured First Lien Term Loan                          | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184996 | PA      | $150772.00    | 0.02%             | 2028-05-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    223100 | PA      | $224077.18    | 0.03%             | 2029-06-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BUC48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2189466 | PA      | $249317.14    | 0.03%             | 2047-01-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $11925089.48  | 1.63%             | 2050-11-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    815000 | PA      | $846204.71    | 0.12%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8849000 | PA      | $664666.09    | 0.09%             | 2058-11-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6366937 | PA      | $161688.37    | 0.02%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18317000 | PA      | $469556.30    | 0.06%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1071293 | PA      | $1053825.97   | 0.14%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   2159150 | PA      | $2154594.19   | 0.29%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1907509.07   | 0.26%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                        | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $215638.26    | 0.03%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   2800000 | PA      | $2731218.00   | 0.37%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   3310000 | PA      | $2998661.40   | 0.41%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |   2471000 | PA      | $2183746.25   | 0.30%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1563075.80   | 0.21%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                              | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $932863.53    | 0.13%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2024-VIS2                                        | CUSIP: 46658DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2495880.25   | 0.34%             | 2064-11-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3246210.50   | 0.44%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4395915.81   | 0.60%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $246385.21    | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1441053.22   | 0.20%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1450000 | PA      | $1132924.88   | 0.15%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   2247594 | PA      | $2111738.37   | 0.29%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    965000 | PA      | $948300.00    | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    339542 | PA      | $276726.92    | 0.04%             | 2028-07-24      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1256058.60   | 0.17%             | 2034-10-25      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2720895.31   | 0.37%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2433900 | PA      | $2397391.50   | 0.33%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1540000 | PA      | $1532685.00   | 0.21%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-3                                                | CUSIP: 92490HAN6<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977440.00    | 0.13%             | 2071-03-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1748728.53   | 0.24%             | 2069-03-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    955000 | PA      | $883937.78    | 0.12%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |    379453 | PA      | $391748.46    | 0.05%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAF9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $538199.19    | 0.07%             | 2069-07-25      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $298040.62    | 0.04%             | 2070-05-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2283450.50   | 0.31%             | 2035-04-15      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                           | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |   1600000 | PA      | $1594056.32   | 0.22%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 92559VAB9<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $368550.00    | 0.05%             | 2031-02-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $5156019.80   | 0.71%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1506221.85   | 0.21%             | 2040-07-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13212000 | PA      | $2209363.49   | 0.30%             | 2058-10-15      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3422 | NS      | $821.28       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1905444 | PA      | $1872098.93   | 0.26%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    670000 | PA      | $663718.75    | 0.09%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   2022715 | PA      | $1996803.97   | 0.27%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   2616127 | PA      | $2508761.11   | 0.34%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    882096 | PA      | $858278.92    | 0.12%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   1100000 | PA      | $299750.00    | 0.04%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253697 | PA      | $1077813.34   | 0.15%             | 2052-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   2912700 | PA      | $2914709.76   | 0.40%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     16235 | PA      | $15970.32     | 0.00%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    550316 | PA      | $547277.97    | 0.07%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1339175 | PA      | $1342629.71   | 0.18%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: DA2785750<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   1100000 | PA      | $1107040.01   | 0.15%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   1450000 | PA      | $395125.00    | 0.05%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: AQ3401082<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   2450000 | PA      | $2180043.57   | 0.30%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    298897 | PA      | $299862.35    | 0.04%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   2133535 | PA      | $2153537.27   | 0.29%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    830000 | PA      | $711415.16    | 0.10%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1811404.50   | 0.25%             | 2053-04-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                        | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: DA1514862<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    600000 | PA      | $597723.00    | 0.08%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   2678244 | PA      | $2167141.67   | 0.30%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 92559QAE4<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    440750 | PA      | $89031.50     | 0.01%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1550000 | PA      | $970212.27    | 0.13%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   5100000 | PA      | $3463057.59   | 0.47%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3140000 | PA      | $3077200.00   | 0.42%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                  | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3055000 | PA      | $2898003.55   | 0.40%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6978000 | PA      | $177129.55    | 0.02%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1767712.50   | 0.24%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1766000 | PA      | $1518722.91   | 0.21%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $872175.00    | 0.12%             | 2043-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13238000 | PA      | $487082.94    | 0.07%             | 2053-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                  | CSWF 2018-TOP                                                                    | CUSIP: 12653BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754616 | PA      | $3661811.59   | 0.50%             | 2035-08-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                           | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875NAE4<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1793640.00   | 0.25%             | 2034-07-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $865870.60    | 0.12%             | 2034-04-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $434720.00    | 0.06%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1163624.38   | 0.16%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    105809 | NS      | $74.07        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $764709.07    | 0.10%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 53                  | Octagon 53 Ltd                                                                   | CUSIP: 67592UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3147483.20   | 0.43%             | 2034-04-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    438000 | PA      | $6570.00      | 0.00%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3173650.18   | 0.43%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382DMR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4449754 | PA      | $494445.08    | 0.07%             | 2048-04-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2730000 | PA      | $2612446.20   | 0.36%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   2419274 | PA      | $1952365.85   | 0.27%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   1498768 | PA      | $1505325.21   | 0.21%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1473969 | PA      | $1476091.35   | 0.20%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   2913849 | PA      | $2138415.39   | 0.29%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   2356827 | PA      | $17676.20     | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   1043140 | PA      | $1079493.43   | 0.15%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                           | Indika Energy Tbk PT                                                             | CUSIP: ZB6837841<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |   2900000 | PA      | $2867656.45   | 0.39%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                        | Azul Secured Finance LLP                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1950000 | PA      | $1785468.75   | 0.24%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2023-5C1 Mortgage Trust                                                      | CUSIP: 055986AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 134002083 | PA      | $1514089.54   | 0.21%             | 2056-08-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2634186 | PA      | $2639918.43   | 0.36%             | 2039-09-17      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2106063.12   | 0.29%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2262146 | PA      | $2271103.69   | 0.31%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    987117 | PA      | $989214.77    | 0.14%             | 2030-02-28      | Floating      | 6.93%                 | 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        |   3005000 | PA      | $3192539.05   | 0.44%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $792300.00    | 0.11%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    830000 | PA      | $495014.99    | 0.07%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2020-2                                      | CUSIP: 24380NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9899845.00   | 1.35%             | 2065-05-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5234106 | PA      | $396478.80    | 0.05%             | 2044-07-20      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9261000 | PA      | $247944.75    | 0.03%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4631000 | PA      | $122286.19    | 0.02%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 186820737 | PA      | $851528.92    | 0.12%             | 2056-04-15      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1487244.00   | 0.20%             | 2038-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1889995.61   | 0.26%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1137162.11   | 0.16%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   3374847 | PA      | $3356217.63   | 0.46%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                         | OEP Glass Purchaser LLC                                                          | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1650000 | PA      | $1626801.00   | 0.22%             | 2033-03-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1791924.44   | 0.25%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   3555000 | PA      | $3552067.13   | 0.49%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   2180000 | PA      | $2169100.00   | 0.30%             | 2033-03-24      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   2080000 | PA      | $2007200.00   | 0.27%             | 2033-03-30      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    470827 | PA      | $3531.21      | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: ZP9563575<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |   3302000 | PA      | $49530.00     | 0.01%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    457000 | PA      | $390735.00    | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3207094.80   | 0.44%             | 2034-10-25      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $4346661.90   | 0.59%             | 2034-10-25      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532734.50   | 0.21%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   5500000 | PA      | $3864300.00   | 0.53%             | 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        |    606667 | PA      | $608183.33    | 0.08%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       200 | NC      | $-295726.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    605000 | PA      | $646859.95    | 0.09%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1618872.06   | 0.22%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1436904.45   | 0.20%             | 2031-04-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3810803.34   | 0.52%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    588000 | PA      | $588346.45    | 0.08%             | 2069-08-26      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAQ4<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1464890.40   | 0.20%             | 2071-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 92559VAA1<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    195000 | PA      | $121485.00    | 0.02%             | 2031-02-28      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Vista Point Securitization Tru                  | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3396000 | PA      | $3261089.49   | 0.45%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1814000 | PA      | $1526616.69   | 0.21%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    789360 | PA      | $835552.21    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAE1<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1954948.20   | 0.27%             | 2029-10-19      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                           | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $776088.58    | 0.11%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6316290 | PA      | $3544.07      | 0.00%             | 2049-10-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20094209 | PA      | $80585.82     | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    836000 | PA      | $888873.22    | 0.12%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $815438.96    | 0.11%             | 2060-12-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2120000 | PA      | $2125808.80   | 0.29%             | 2043-01-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1316756.21   | 0.18%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1511787.73   | 0.21%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792000 | PA      | $774061.75    | 0.11%             | 2066-02-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1528008 | PA      | $45840.24     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1838292 | PA      | $1834845.69   | 0.25%             | 2029-06-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2007-A2                                         | CUSIP: 466278AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5840847 | PA      | $2119312.37   | 0.29%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                           | LMNT CRE 2025-FL3 LLC                                                            | CUSIP: 50208TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2647490.04   | 0.36%             | 2043-07-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2368000 | PA      | $759371.31    | 0.10%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317603 | PA      | $1322406.71   | 0.18%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $503554.00    | 0.07%             | 2036-11-16      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7P22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6512531 | PA      | $655283.68    | 0.09%             | 2042-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AXA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3768219 | PA      | $394458.26    | 0.05%             | 2047-09-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2602000.37   | 0.36%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $954507.78    | 0.13%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1663532.40   | 0.23%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $972956.25    | 0.13%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                       | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1337399.59   | 0.18%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522680.00   | 0.21%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                        | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $614596.80    | 0.08%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAH1<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   1392000 | PA      | $1362821.59   | 0.19%             | 2065-08-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $288619.53    | 0.04%             | 2046-10-12      | Fixed         | 5.00%                 | 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        |   1250000 | PA      | $979245.94    | 0.13%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1691850.50   | 0.23%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust 2007-2                                                 | CUSIP: 872227AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4036797 | PA      | $1138278.76   | 0.16%             | 2037-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    304068 | PA      | $18244.08     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3208039.45   | 0.44%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6408 | PA      | $6399.05      | 0.00%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |   3400000 | PA      | $3227008.00   | 0.44%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1654391.82   | 0.23%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                              | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1238036.33   | 0.17%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   3218000 | PA      | $3051951.20   | 0.42%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES                    | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2458 | NS      | $41550.95     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: YS5934049<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $616436.63    | 0.08%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210130.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $1350558.88   | 0.18%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $426000.00    | 0.06%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: YN3863779<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   1250000 | PA      | $1239687.50   | 0.17%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |   4150000 | PA      | $3521275.00   | 0.48%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    427053 | PA      | $25623.18     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1771967 | PA      | $1564318.85   | 0.21%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    774200 | PA      | $765165.09    | 0.10%             | 2028-10-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   2326342 | PA      | $2266519.74   | 0.31%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    896700 | PA      | $859711.13    | 0.12%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5040240.00   | 0.69%             | 2036-07-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXX Ltd                                                          | CUSIP: 83615HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $5556236.00   | 0.76%             | 2034-07-25      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2827435 | PA      | $2838999.57   | 0.39%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | GB        |   2475000 | PA      | $2177121.38   | 0.30%             | 2029-11-30      | Floating      | 7.17%                 | 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        |   3907906 | PA      | $3800438.98   | 0.52%             | 2031-10-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    266632 | PA      | $266774.41    | 0.04%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      4893 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2479500 | PA      | $2484084.60   | 0.34%             | 2039-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2437750 | PA      | $2359193.51   | 0.32%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1455000 | PA      | $1409531.25   | 0.19%             | 2033-05-31      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2446449 | PA      | $2222647.79   | 0.30%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ATLAS OPCO LLC                                  | Atlas OpCo LLC                                                                   | CUSIP: 04943UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       537 | PA      | $452.10       | 0.00%             | 2030-10-24      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| PROSUS NV                                       | Prosus NV                                                                        | CUSIP: BM8532509<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | ZA        |   3000000 | PA      | $1937171.01   | 0.27%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |   1806789 | PA      | $36135.78     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    812782 | PA      | $818471.05    | 0.11%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2526 | PA      | $0.00         | 0.00%             | 2028-04-28      | Floating      | 15.25%                | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    478785 | PA      | $474897.08    | 0.06%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   2693987 | PA      | $2558021.88   | 0.35%             | 2028-09-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $3019541.29   | 0.41%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    355347 | PA      | $10660.41     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $941188.47    | 0.13%             | 2070-08-25      | Variable      | 7.50%                 | 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        |   2640000 | PA      | $2742096.72   | 0.38%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1803398 | PA      | $1210531.04   | 0.17%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   2838550 | PA      | $2838550.00   | 0.39%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                  | Vista Point Securitization Trust 2020-1                                          | CUSIP: 92838WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9222000 | PA      | $8999238.90   | 1.23%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1376461.68   | 0.19%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1323862.50   | 0.18%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                         | CUSIP: YI0287395<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | AO        |    800000 | PA      | $807629.17    | 0.11%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: YR1272081<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | CO        |   1650000 | PA      | $1544631.00   | 0.21%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                              | Groupe Solmax Inc., Senior Secured First Lien Term Loan                          | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265729 | PA      | $216568.91    | 0.03%             | 2028-05-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3324868 | PA      | $2915493.93   | 0.40%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   1511688 | PA      | $1443661.64   | 0.20%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    620550 | PA      | $565572.37    | 0.08%             | 2029-09-10      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   4295000 | PA      | $4263861.25   | 0.58%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   2914312 | PA      | $2924337.74   | 0.40%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   2400000 | PA      | $1867099.44   | 0.26%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   3985012 | PA      | $3933067.86   | 0.54%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   4597793 | PA      | $4540320.62   | 0.62%             | 2029-03-29      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $724300.00    | 0.10%             | 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        |   3400000 | PA      | $2340727.72   | 0.32%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    476756 | PA      | $385773.91    | 0.05%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| ATLAS OPCO LLC                                  | Atlas OpCo LLC                                                                   | CUSIP: 04943UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141380 | PA      | $119112.71    | 0.02%             | 2030-10-24      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3500000 | PA      | $2520385.00   | 0.34%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2825460 | PA      | $2583938.73   | 0.35%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

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

**Signature:** /s/ Ana Alcantara

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

**Title:** Vice President