# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-25-006240
**Filing Date:** 2025-11
**Character Count:** 190284
**Document Hash:** a775eab6feb18ec3be1da8d05bc06440
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-006240.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-006240

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23746
- **FILM NUMBER:** 251511186

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $56692065.52

**Total Liabilities:** $3046824.85

**Net Assets:** $53645240.67

**Delayed Delivery Securities:** $101996.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.00000000 | **1-Year:** 1096.00000000 | **5-Year:** 4103.00000000 | **10-Year:** 1173.00000000 | **30-Year:** 1.00000000

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

- **3-Month:** 20.00000000 | **1-Year:** 1891.00000000 | **5-Year:** 8552.00000000 | **10-Year:** 1445.00000000 | **30-Year:** 12.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255273 | 0.54%                | 0.91%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10651.18                | $-4640.66                                  |
| Month 2  | $-9007.26                | $203233.21                                 |
| Month 3  | $7533.95                 | $65941.51                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HGI CRE CLO Ltd.                                   | HGI CRE CLO Ltd., Series 2021-FL1, Class C                                                    | CUSIP: 40441LAG1<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |     59234 | PA      | $59410.51     | 0.11%             | 2036-06-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44400.39     | 0.08%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust         | MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2                        | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97589 | PA      | $93313.06     | 0.17%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $256345.75    | 0.48%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC STACR REMICS Trust, Series 2024-HQA1, Class M2                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303442.74    | 0.57%             | 2044-03-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp.                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $181558.13    | 0.34%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35952.53     | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                      | Lineage OP LP                                                                                 | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64904.03     | 0.12%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2025-12, Class C                                                             | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150234.00    | 0.28%             | 2042-12-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                               | Hunter Douglas, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55891 | PA      | $56035.63     | 0.10%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    104737 | PA      | $104998.68    | 0.20%             | 2029-02-01      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class XA                              | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2068899 | PA      | $94397.84     | 0.18%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust, Series 2018-C13, Class B                                       | CUSIP: 90353KBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142797.99    | 0.27%             | 2051-10-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV, Class Senior Secured First Lien Term Loan                               | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     34912 | PA      | $34929.61     | 0.07%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                             | Aveanna Healthcare LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110111.65    | 0.21%             | 2032-09-10      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                         | Trident TPI Holdings, Inc.                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    103000 | PA      | $109952.40    | 0.20%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                           | Clearwater Analytics LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10037.50     | 0.02%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                               | Star Leasing Co. LLC                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48635.09     | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                         | BCPE Empire Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    153838 | PA      | $153735.20    | 0.29%             | 2030-12-11      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64352.55     | 0.12%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75105.65     | 0.14%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     83000 | PA      | $90415.90     | 0.17%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                      | Freedom Mortgage Holdings LLC                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41959.20     | 0.08%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                       | Tallgrass Energy Partners LP                                                                  | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54482.36     | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2025-5C10, Class C                                                 | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $154055.46    | 0.29%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                       | Lavender Dutch BorrowerCo BV, Class Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     75000 | PA      | $75140.63     | 0.14%             | 2032-09-29      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                      | American National Group, Inc.                                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65385.54     | 0.12%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                     | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64669.19     | 0.12%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                      | Transocean International Ltd.                                                                 | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $19987.49     | 0.04%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC               | Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class B                               | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151134.30    | 0.28%             | 2039-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63958.50     | 0.12%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                       | Mitchell International, Inc., Class Senior Secured First Lien Term Loan                       | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    144305 | PA      | $144335.80    | 0.27%             | 2031-06-17      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                       | Pagaya AI Debt Grantor Trust, Series 2024-8, Class D                                          | CUSIP: 69544QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158593 | PA      | $160075.14    | 0.30%             | 2032-01-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                            | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27562.50     | 0.05%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                      | Six Flags Entertainment Corp.                                                                 | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137628.18    | 0.26%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2025-5YR17, Class XA                                                            | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2001000 | PA      | $102092.22    | 0.19%             | 2058-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd.                   | Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A                                      | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    294500 | PA      | $299276.20    | 0.56%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust, Series 2025-OANA, Class A                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150998.82    | 0.28%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                   | Global Aircraft Leasing Co. Ltd.                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    464000 | PA      | $479956.03    | 0.89%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                              | Resideo Funding, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    135000 | PA      | $135211.28    | 0.25%             | 2032-08-13      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10291.64     | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                              | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64793.80     | 0.12%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                            | Nabors Industries, Inc.                                                                       | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67649.40     | 0.13%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                           | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145052.07    | 0.27%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48017.35     | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| M360 Ltd.                                          | M360 Ltd., Series 2021-CRE3, Class A                                                          | CUSIP: 55379AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11746 | PA      | $11763.96     | 0.02%             | 2038-11-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                 | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72885.42     | 0.14%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                      | CHG Healthcare Services, Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    199497 | PA      | $199772.80    | 0.37%             | 2028-09-29      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                   | HGI CRE CLO Ltd., Series 2021-FL2, Class D                                                    | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100147.70    | 0.19%             | 2036-09-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                 | WhiteWater Matterhorn Holdings LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25015.63     | 0.05%             | 2032-06-16      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA, Class Senior Secured First Lien Term Loan                                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    185000 | PA      | $179450.00    | 0.33%             | 2028-08-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                   | EAB Global, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |     49848 | PA      | $48695.73     | 0.09%             | 2030-08-16      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                 | Voyager Parent LLC                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74071.21     | 0.14%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                               | CCL Industries, Inc.                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $62076.55     | 0.12%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| STDIO Commercial Mortgage Trust                    | STDIO Commercial Mortgage Trust, Series 2025-RLGH, Class A                                    | CUSIP: 85781AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100221.28    | 0.19%             | 2038-09-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                  | Kenan Advantage Group, Inc. (The), Class Senior Secured First Lien Term Loan                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |     74811 | PA      | $73992.18     | 0.14%             | 2029-01-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                | Newell Brands, Inc.                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54631.20     | 0.10%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp.                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178859.21    | 0.33%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                          | Michaels Cos., Inc. (The), Class Senior Secured First Lien Term Loan                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     34909 | PA      | $33058.39     | 0.06%             | 2028-04-17      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                | Trans-Allegheny Interstate Line Co.                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64656.97     | 0.12%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                      | Dornoch Debt Merger Sub, Inc.                                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $31006.45     | 0.06%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                   | Florida Gas Transmission Co. LLC                                                              | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65377.81     | 0.12%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2024-5C3, Class D                                                  | CUSIP: 09660QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $134376.06    | 0.25%             | 2057-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30220.91     | 0.06%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                  | Cornerstone Building Brands, Inc.                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68082.00     | 0.13%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                 | Pinnacle Buyer LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33548 | PA      | $33632.26     | 0.06%             | 2032-09-13      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                    | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24772.80     | 0.05%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                           | WESCO Distribution, Inc.                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264521.24    | 0.49%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                            | Windstream Services LLC                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40014.20     | 0.07%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                  | Lamar Media Corp.                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99389.39     | 0.19%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                            | Genesee & Wyoming, Inc.                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91565.28     | 0.17%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                         | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68991.51     | 0.13%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                            | Windstream Services LLC                                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31099.54     | 0.06%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                               | QTS Issuer ABS I LLC, Series 2025-1A, Class B                                                 | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152136.72    | 0.28%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                      | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64958.05     | 0.12%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64295.85     | 0.12%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                          | Panther Escrow Issuer LLC                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $186306.42    | 0.35%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                        | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     85000 | PA      | $84974.50     | 0.16%             | 2031-06-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                                             | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $281265.88    | 0.52%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2023-C19, Class B                                                | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102550.60    | 0.19%             | 2056-04-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                       | Compass Power Generation LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    137167 | PA      | $138281.69    | 0.26%             | 2029-04-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64066.40     | 0.12%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                        | QXO Building Products, Inc.                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363263.67    | 0.68%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                      | CommScope LLC                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222681.09    | 0.42%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                 | Vertiv Group Corp.                                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49862.93     | 0.09%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                     | VT Topco, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |     15000 | PA      | $14564.10     | 0.03%             | 2030-08-09      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117330.20    | 0.22%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                             | StubHub Holdco Sub LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     99511 | PA      | $98889.10     | 0.18%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                      | Staples, Inc., Class Senior Secured First Lien Term Loan                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     34912 | PA      | $33195.40     | 0.06%             | 2029-08-23      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                            | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229503.38    | 0.43%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                   | Trucordia Insurance Holdings LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115431.25    | 0.22%             | 2032-06-17      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97978.82     | 0.18%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     18312 | PA      | $17434.83     | 0.03%             | 2027-12-17      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                       | Guardian Life Global Funding                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45010.77     | 0.08%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                           | Full House Resorts, Inc.                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78965.75     | 0.15%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                  | Molex Electronic Technologies LLC                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44451.17     | 0.08%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                  | Chariot Buyer LLC, Class Senior Secured First Lien Term Loan                                  | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    234393 | PA      | $234906.09    | 0.44%             | 2032-09-08      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                               | LoanCore Issuer Ltd., Series 2021-CRE6, Class D                                               | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100431.20    | 0.19%             | 2038-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                      | White Cap Supply Holdings LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    169436 | PA      | $169662.38    | 0.32%             | 2029-10-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                      | Novelis Corp.                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36323.14     | 0.07%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                            | American Airlines, Inc.                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45926.23     | 0.09%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                        | Wayfair LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62012.44     | 0.12%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     19950 | PA      | $19848.26     | 0.04%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                             | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    144635 | PA      | $131436.84    | 0.25%             | 2030-02-18      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-5, Class B1                                           | CUSIP: 92540XAE1<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $759769.43    | 1.42%             | 2070-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51714.39     | 0.10%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.          | Westinghouse Air Brake Technologies Corp.                                                     | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54197.93     | 0.10%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $36077.98     | 0.07%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64985.47     | 0.12%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                     | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50290.04     | 0.09%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                       | Rivers Enterprise Lender LLC                                                                  | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45429.37     | 0.08%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121619.85    | 0.23%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                | Azorra Finance Ltd.                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $161787.61    | 0.30%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                | Tecta America Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59850 | PA      | $60149.25     | 0.11%             | 2032-02-18      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15520.11     | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    174000 | PA      | $182590.51    | 0.34%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    158396 | PA      | $158496.57    | 0.30%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                         | ADMI Corp., Class Senior Secured First Lien Term Loan                                         | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    108480 | PA      | $103029.25    | 0.19%             | 2027-12-23      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2025-5YR16, Class XA                                                            | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079829 | PA      | $49405.40     | 0.09%             | 2063-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust        | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class E                         | CUSIP: 55282XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150175.80    | 0.28%             | 2036-07-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| X Corp.                                            | X Corp., Class Senior Secured First Lien Term Loan                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $137530.40    | 0.26%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Bell Canada                                        | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $64404.36     | 0.12%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                           | Crown Finance U.S., Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79638 | PA      | $79573.31     | 0.15%             | 2031-12-02      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                 | Wand NewCo 3, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167942 | PA      | $167566.27    | 0.31%             | 2031-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                              | Hightower Holding LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269325 | PA      | $269494.67    | 0.50%             | 2032-02-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                         | AAdvantage Loyalty IP Ltd., Class Senior Secured First Lien Term Loan                         | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $90279.98     | 0.17%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                    | CommScope, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    265000 | PA      | $268584.13    | 0.50%             | 2029-12-18      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135382.05    | 0.25%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP, Class Senior Secured First Lien Term Loan                                  | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    230000 | PA      | $230431.25    | 0.43%             | 2032-01-28      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN32, Class XA                                                              | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4290012 | PA      | $127045.28    | 0.24%             | 2054-04-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                              | WR Grace Holdings LLC                                                                         | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66050.43     | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                     | EchoStar Corp.                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $92479.80     | 0.17%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $176792.81    | 0.33%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2024-MF, Class D                                         | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88545 | PA      | $88938.94     | 0.17%             | 2039-02-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd.                                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     63000 | PA      | $65994.07     | 0.12%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     12264 | PA      | $11675.90     | 0.02%             | 2027-12-17      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     89000 | PA      | $93115.52     | 0.17%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                      | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class D                                      | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99878.49     | 0.19%             | 2039-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust        | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A2                        | CUSIP: 03882KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $126283.77    | 0.24%             | 2054-10-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89529.00     | 0.17%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64216.00     | 0.12%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc.                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43823.16     | 0.08%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                      | Freeport LNG Investments LLLP, Class Senior Secured First Lien Term Loan                      | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     66814 | PA      | $66927.23     | 0.12%             | 2028-12-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                           | Dividend Solar Loans LLC, Series 2017-1, Class C                                              | CUSIP: 255391AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266130 | PA      | $245440.92    | 0.46%             | 2038-03-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.               | Husky Injection Molding Systems Ltd.                                                          | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    174000 | PA      | $182080.73    | 0.34%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                            | OneDigital Borrower LLC, Class Senior Secured First Lien Term Loan                            | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164584 | PA      | $164793.41    | 0.31%             | 2031-07-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2024-CNYN, Class D                                                           | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76892 | PA      | $77270.59     | 0.14%             | 2041-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                     | Univision Communications, Inc.                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80450.00     | 0.15%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                            | Qnity Electronics, Inc.                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71570.52     | 0.13%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V15, Class XA                                           | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3567171 | PA      | $164384.51    | 0.31%             | 2058-06-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                          | CNX Midstream Partners LP                                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71979.05     | 0.13%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                      | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97832.43     | 0.18%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                          | Deep Blue Operating I LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $95237.50     | 0.18%             | 2032-09-17      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC, Class Senior Secured First Lien Term Loan                                  | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    108931 | PA      | $105217.29    | 0.20%             | 2028-06-02      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                 | Vital Energy, Inc.                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53428.23     | 0.10%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    142854 | PA      | $142773.01    | 0.27%             | 2031-05-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                | Lightning Power LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    153450 | PA      | $153517.52    | 0.29%             | 2031-08-18      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                      | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84470.41     | 0.16%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM17, Class M1                                                        | CUSIP: 673911AF0<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $610643.70    | 1.14%             | 2064-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.               | Husky Injection Molding Systems Ltd., Class Senior Secured First Lien Term Loan               | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    133493 | PA      | $134011.92    | 0.25%             | 2029-02-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                 | Wand NewCo 3, Inc.                                                                            | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $415433.60    | 0.77%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc., Class Senior Secured First Lien Term Loan                | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $84681.25     | 0.16%             | 2032-09-20      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2024-5C31, Class D                                               | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $151878.63    | 0.28%             | 2057-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-ARIA, Class D                                                           | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100050.20    | 0.19%             | 2036-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V16, Class XA                                           | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3149941 | PA      | $127253.83    | 0.24%             | 2058-08-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                 | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87441.30     | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund         | JPMorgan U.S. Government Money Market Fund - Class IM                                         | CUSIP: N/A<br>LEI: 549300NQ5E5B7ZV4T516       | Long             | STIV             | RF                | US        |   1771747 | NS      | $1771747.09   | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LC Ahab U.S. Bidco LLC                             | LC Ahab U.S. Bidco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64561 | PA      | $64621.84     | 0.12%             | 2031-05-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                             | Meade Pipeline Co. LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 58307PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90056.25     | 0.17%             | 2032-09-17      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                          | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    124534 | PA      | $124944.71    | 0.23%             | 2027-03-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                              | Directv Financing LLC                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $75972.11     | 0.14%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                 | Southern Power Co., Series B                                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40457.30     | 0.08%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22937.50     | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     16000 | PA      | $16099.49     | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                   | Sealed Air Corp.                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94551.12     | 0.18%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                       | PetSmart LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $78900.40     | 0.15%             | 2032-08-18      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                | Victra Holdings LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112386 | PA      | $112755.12    | 0.21%             | 2029-03-30      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                    | Whirlpool Corp.                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69920.63     | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                  | Standard Building Solutions, Inc.                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92434.14     | 0.17%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes Ltd.                           | Greystone CRE Notes Ltd., Series 2021-FL3, Class D                                            | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99620.50     | 0.19%             | 2039-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29892.18     | 0.06%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                     | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    105000 | PA      | $103293.75    | 0.19%             | 2032-03-26      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP, Class Senior Secured First Lien Term Loan                              | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     64734 | PA      | $63317.96     | 0.12%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                 | Light & Wonder International, Inc.                                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115272.55    | 0.21%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                               | Consumers Energy Co.                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10108.90     | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                         | TKO Worldwide Holdings LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $40105.60     | 0.07%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    214462 | PA      | $214864.62    | 0.40%             | 2031-01-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97484.08     | 0.18%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                                             | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $196422.95    | 0.37%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                              | Directv Financing LLC                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108786.84    | 0.20%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM18, Class M1                                                        | CUSIP: 673913AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $630158.63    | 1.17%             | 2064-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2024-5C5, Class D                                                  | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133729.08    | 0.25%             | 2057-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                              | Tiger Acquisition LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139211 | PA      | $138937.25    | 0.26%             | 2032-08-23      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                         | Olin Corp.                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30192.24     | 0.06%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                                        | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54715.03     | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class B2                                        | CUSIP: 46658DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500851.60    | 0.93%             | 2064-11-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC                                                                                  | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123660.48    | 0.23%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                             | XHR LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    269000 | PA      | $276726.49    | 0.52%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2024-GPA2, Class D                                       | CUSIP: 12433DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100290.27    | 0.19%             | 2041-11-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                                 | EDI ABS Issuer LLC, Series 2025-1A, Class B                                                   | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95922.57     | 0.18%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pagaya Ai Debt Grantor Trust                       | Pagaya Ai Debt Grantor Trust, Series 2024-9, Class D                                          | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205551 | PA      | $207034.05    | 0.39%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                               | LoanCore Issuer Ltd., Series 2021-CRE6, Class C                                               | CUSIP: 53948HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150594.60    | 0.28%             | 2038-11-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                           | JBS USA Holding Lux Sarl                                                                      | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66419.28     | 0.12%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust, Series 2016-HHV, Class C                                                    | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99082.88     | 0.18%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp.                                 | Eagle Parent Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109026 | PA      | $109094.44    | 0.20%             | 2029-04-02      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                    | Dealer Tire LLC                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89089.47     | 0.17%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40061.64     | 0.07%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                         | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73176.78     | 0.14%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                      | Griffon Corp.                                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185217.56    | 0.35%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                            | Ellucian Holdings, Inc.                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71289.26     | 0.13%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust        | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL7, Class E                         | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $148175.10    | 0.28%             | 2036-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108611.16    | 0.20%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd.                                  | BSPDF Issuer Ltd., Series 2021-FL1, Class D                                                   | CUSIP: 055731AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99239.90     | 0.18%             | 2036-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc., Class Senior Secured First Lien Term Loan                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    109725 | PA      | $109715.12    | 0.20%             | 2032-06-28      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $238625.69    | 0.44%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                       | Tallgrass Energy Partners LP                                                                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66988.22     | 0.12%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                     | Weatherford International Ltd.                                                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $180237.71    | 0.34%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                           | Marvell Technology, Inc.                                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64855.71     | 0.12%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                     | DISH DBS Corp.                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91151.55     | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                           | Great Outdoors Group LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     59550 | PA      | $59594.66     | 0.11%             | 2032-01-23      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                    | DataBank Issuer, Series 2024-1A, Class A2                                                     | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185348.73    | 0.35%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                           | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57787.14     | 0.11%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                       | Focus Financial Partners LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    268611 | PA      | $268979.36    | 0.50%             | 2031-09-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                            | Qnity Electronics, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200250.00    | 0.37%             | 2032-08-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                  | EMRLD Borrower LP                                                                             | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $185255.82    | 0.35%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $50119.57     | 0.09%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                          | Michaels Cos., Inc. (The)                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37016.36     | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2024-V12, Class XA                                           | CUSIP: 081915AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3967795 | PA      | $125762.82    | 0.23%             | 2057-12-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-MFM1, Class D                                                           | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105012.17    | 0.20%             | 2034-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    325000 | PA      | $325016.25    | 0.61%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                | Hilcorp Energy I LP                                                                           | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63567.51     | 0.12%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust, Series 2016-SFP, Class A                                                    | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83849.05     | 0.16%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                        | Extended Stay America Trust, Series 2021-ESH, Class D                                         | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143357 | PA      | $143570.85    | 0.27%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                     | Uniti Group LP                                                                                | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57358.64     | 0.11%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                          | Viper Energy Partners LLC                                                                     | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23189.67     | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                        | Qorvo, Inc.                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66216.41     | 0.12%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72767.87     | 0.14%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                        | FTAI Aviation Investors LLC                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35251.37     | 0.07%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                      | Rollins, Inc.                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64153.86     | 0.12%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72437.63     | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                    | Gulfport Energy Operating Corp.                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183912.40    | 0.34%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                            | RHP Hotel Properties LP                                                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123667.80    | 0.23%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                     | VT Topco, Inc.                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80431.16     | 0.15%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                | Carlyle US CLO Ltd., Series 2020-2A, Class CR2                                                | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506038.85    | 0.94%             | 2035-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                            | Bain Capital Credit CLO, Series 2018-2A, Class DR                                             | CUSIP: 05682VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003111.20   | 1.87%             | 2031-07-19      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                 | AmWINS Group, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139349 | PA      | $139438.88    | 0.26%             | 2032-01-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                    | Goat Holdco LLC                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51294.74     | 0.10%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67597.42     | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                   | Gray Media, Inc.                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114031.44    | 0.21%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cube A&D Buyer, Inc.                               | Cube A&D Buyer, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    233825 | PA      | $235140.27    | 0.44%             | 2031-10-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                            | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249707.69    | 0.47%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                        | Ziggo Financing Partnership, Class Senior Secured First Lien Term Loan                        | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $224679.38    | 0.42%             | 2028-04-28      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                     | Rivers Enterprise Borrower LLC                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $207875.95    | 0.39%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $76419.60     | 0.14%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     79200 | PA      | $79026.55     | 0.15%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                             | HUB International Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96017.65     | 0.18%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                              | Hexion Holdings Corp., Class Senior Secured First Lien Term Loan                              | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79833 | PA      | $79818.59     | 0.15%             | 2029-03-15      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                        | TELUS Corp.                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $67555.97     | 0.13%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class AS                 | CUSIP: 61762TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95872 | PA      | $91438.08     | 0.17%             | 2046-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                          | UKG, Inc.                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179670.66    | 0.33%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                 | Finastra USA, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 31772YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49848.25     | 0.09%             | 2032-09-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62397.48     | 0.12%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                       | McAfee Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     64674 | PA      | $61965.95     | 0.12%             | 2029-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                         | Gainwell Acquisition Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223945 | PA      | $220809.57    | 0.41%             | 2027-10-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                           | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    160000 | PA      | $159916.80    | 0.30%             | 2032-06-30      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                             | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17012.57     | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64459.79     | 0.12%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                      | Six Flags Entertainment Corp.                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85089.34     | 0.16%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                            | Essential Properties LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58252.16     | 0.11%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                  | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202211.49    | 0.38%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                             | DataBank Issuer II LLC, Series 2025-1A, Class B                                               | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100444.20    | 0.19%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44225.79     | 0.08%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp.                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126726.71    | 0.24%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC, Class Senior Secured First Lien Term Loan                                    | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $80280.80     | 0.15%             | 2032-05-06      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)         | Edelman Financial Engines Center LLC (The), Class Senior Secured First Lien Term Loan         | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    229424 | PA      | $229843.41    | 0.43%             | 2028-04-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                     | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     69089 | PA      | $67995.07     | 0.13%             | 2031-05-01      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75362.69     | 0.14%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                    | 1261229 BC Ltd., Class Senior Secured First Lien Term Loan                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     29925 | PA      | $29560.21     | 0.06%             | 2030-10-08      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                   | CSC Holdings LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    160000 | PA      | $159368.80    | 0.30%             | 2028-01-18      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                | Victra Holdings LLC                                                                           | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $313913.52    | 0.59%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82127.60     | 0.15%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                | Block Financial LLC                                                                           | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76643.32     | 0.14%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC               | Prime Security Services Borrower LLC, Class Senior Secured First Lien Term Loan               | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    139649 | PA      | $138547.29    | 0.26%             | 2032-03-08      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                      | Starwood Property Trust, Inc.                                                                 | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155141.76    | 0.29%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GBT U.S. III LLC                                   | GBT U.S. III LLC, Class Senior Secured First Lien Term Loan                                   | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4975 | PA      | $4991.67      | 0.01%             | 2031-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40336.83     | 0.08%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                    | Nissan Motor Acceptance Co. LLC                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90086.99     | 0.17%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners, Inc.                | Green Infrastructure Partners, Inc., Class Senior Secured First Lien Term Loan                | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $245536.55    | 0.46%             | 2032-09-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63202.00     | 0.12%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2024-9, Class B1                                           | CUSIP: 92540RAG9<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $631867.75    | 1.18%             | 2069-11-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                 | MIWD Holdco II LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     74811 | PA      | $75179.90     | 0.14%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class D                               | CUSIP: 949931AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $178903.04    | 0.33%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74920.24     | 0.14%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                               | Icahn Enterprises LP                                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34430.59     | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                       | MasTec, Inc.                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64943.68     | 0.12%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                        | Midwest Gaming Borrower LLC                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82685.48     | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69286.48     | 0.13%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                   | Gray Media, Inc.                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76688.48     | 0.14%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BRSP Ltd.                                          | BRSP Ltd., Series 2021-FL1, Class D                                                           | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $147947.25    | 0.28%             | 2038-08-19      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    100000 | PA      | $100489.00    | 0.19%             | 2032-08-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                     | DISH DBS Corp.                                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47080.82     | 0.09%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                     | US Foods, Inc.                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191470.03    | 0.36%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                      | SM Energy Co.                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65097.57     | 0.12%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148436 | PA      | $148390.01    | 0.28%             | 2029-01-29      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.              | Miter Brands Acquisition Holdco, Inc.                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118205.97    | 0.22%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust         | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class B                           | CUSIP: 46648KAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $131186.58    | 0.24%             | 2050-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                | LBM Acquisition LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165784 | PA      | $162100.44    | 0.30%             | 2031-06-06      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                   | Willis Engine Structured Trust V, Series 2020-A, Class C                                      | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207526 | PA      | $204750.61    | 0.38%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Spectris                                           | Spectris, Class Senior Secured First Lien Term Loan                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     55000 | PA      | $55171.88     | 0.10%             | 2032-09-24      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The), Series 2025                                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     92000 | PA      | $98102.08     | 0.18%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                     | Ardonagh Group Finco Pty. Ltd., Class Senior Secured First Lien Term Loan                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    134662 | PA      | $134269.96    | 0.25%             | 2031-02-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                   | HGI CRE CLO Ltd., Series 2021-FL2, Class B                                                    | CUSIP: 40390JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150258.00    | 0.28%             | 2036-09-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                              | Walker & Dunlop, Inc.                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179108.42    | 0.33%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                      | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                                      | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101375.87    | 0.19%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87944.83     | 0.16%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC                                                                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242248.71    | 0.45%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                              | JetBlue Airways Corp.                                                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25378.18     | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                     | RealPage, Inc., Class Senior Secured First Lien Term Loan                                     | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19900 | PA      | $19988.36     | 0.04%             | 2028-04-24      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                            | Savor Acquisition, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45690 | PA      | $46014.51     | 0.09%             | 2032-02-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Acuris Finance U.S., Inc.                          | Acuris Finance U.S., Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: 00510DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49749 | PA      | $49826.35     | 0.09%             | 2028-02-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82462.65     | 0.15%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53783.66     | 0.10%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                           | NGL Energy Operating LLC                                                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30781.59     | 0.06%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2024-MDHS, Class D                                       | CUSIP: 12433BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76042 | PA      | $76249.66     | 0.14%             | 2041-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-VIEW, Class B                                                           | CUSIP: 05606GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99973.34     | 0.19%             | 2036-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                          | BMP Trust, Series 2024-MF23, Class D                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100409.54    | 0.19%             | 2041-06-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300603.36    | 0.56%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lunar Structured Aircraft Portfolio Notes          | Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B                             | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273265 | PA      | $260236.41    | 0.49%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc., Series 16-A                                                                   | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $73331.93     | 0.14%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP                                                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149162.87    | 0.28%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                                        | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65425.56     | 0.12%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                      | Seaspan Corp.                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    130000 | PA      | $125464.96    | 0.23%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    148479 | PA      | $136972.30    | 0.26%             | 2031-12-31      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                    | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46530.18     | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                       | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    150119 | PA      | $149368.69    | 0.28%             | 2031-01-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                         | Pike Corp.                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236279.34    | 0.44%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                          | KREF Ltd., Series 2021-FL2, Class AS                                                          | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $149569.80    | 0.28%             | 2039-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                     | EG America LLC, Class Senior Secured First Lien Term Loan                                     | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44551 | PA      | $44864.93     | 0.08%             | 2028-02-07      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69597.73     | 0.13%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC              | Corpay Technologies Operating Co. LLC, Class Senior Secured First Lien Term Loan              | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     14888 | PA      | $14880.58     | 0.03%             | 2028-04-28      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                       | Vestis Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |     80000 | PA      | $75600.00     | 0.14%             | 2031-02-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $108625.00    | 0.20%             | 2031-03-31      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                    | NEP Group, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80286 | PA      | $80051.68     | 0.15%             | 2026-08-19      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                  | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71893.85     | 0.13%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.          | Sedgwick Claims Management Services, Inc., Class Senior Secured First Lien Term Loan          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    204485 | PA      | $204453.23    | 0.38%             | 2031-07-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Agree LP                                           | Agree LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65700.30     | 0.12%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.        | DG Investment Intermediate Holdings 2, Inc., Class Senior Secured First Lien Term Loan        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265000 | PA      | $266215.03    | 0.50%             | 2032-07-09      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                           | Apro LLC, Class Senior Secured First Lien Term Loan                                           | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114422 | PA      | $114507.93    | 0.21%             | 2031-07-09      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                    | 1261229 BC Ltd.                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256460.51    | 0.48%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | Great Wolf Trust, Series 2024-WOLF, Class D                                                   | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100707.06    | 0.19%             | 2039-03-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $47894.50     | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     64000 | PA      | $64382.62     | 0.12%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                  | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72335.48     | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                | Sirius XM Radio LLC                                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185190.55    | 0.35%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-1, Class B1                                           | CUSIP: 92540TAE0<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507507.70    | 0.95%             | 2070-01-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                | Ascend Learning LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245429 | PA      | $245441.08    | 0.46%             | 2028-12-11      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC           | Retained Vantage Data Centers Issuer LLC, Series 2024-1A, Class B                             | CUSIP: 76134KAJ3<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151583.22    | 0.28%             | 2049-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                     | Victory Capital Holdings, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 92645DAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29981.40     | 0.06%             | 2032-09-10      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                         | Zelis Payments Buyer, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     99749 | PA      | $99874.06     | 0.19%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                        | APH Somerset Investor 2 LLC                                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73111.50     | 0.14%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                             | Boxer Parent Co., Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    139300 | PA      | $139234.53    | 0.26%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                               | Alliant Energy Corp.                                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46104.24     | 0.09%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     70000 | PA      | $69984.60     | 0.13%             | 2029-04-13      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                                              | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65072.66     | 0.12%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BDS Ltd.                                           | BDS Ltd., Series 2021-FL9, Class C                                                            | CUSIP: 05493NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150188.10    | 0.28%             | 2038-11-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                          | XPO, Inc.                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104747.70    | 0.20%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                         | Froneri International Ltd., Class Senior Secured First Lien Term Loan                         | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    165000 | PA      | $164849.03    | 0.31%             | 2032-07-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds       | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | CUSIP: N/A<br>LEI: 5493000A332Y142SOW84       | Long             | STIV             | RF                | US        |   1771747 | NS      | $1771747.09   | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                  | Gen Digital, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     70000 | PA      | $69790.00     | 0.13%             | 2032-04-16      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-2, Class B1                                           | CUSIP: 92540VAG0<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $630256.13    | 1.17%             | 2070-03-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                           | AthenaHealth Group, Inc.                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189600.54    | 0.35%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                         | Team Health Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84788 | PA      | $84734.51     | 0.16%             | 2028-06-30      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                            | Kodiak Gas Services LLC                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97601.22     | 0.18%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5687 | PA      | $5381.39      | 0.01%             | 2029-11-15      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                | Verde Purchaser LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     44724 | PA      | $44335.79     | 0.08%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                  | Consolidated Communications, Inc.                                                             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374625.00    | 0.70%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101344.50    | 0.19%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                            | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    279149 | PA      | $279290.99    | 0.52%             | 2032-02-10      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93332.70     | 0.17%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    124062 | PA      | $124004.81    | 0.23%             | 2030-11-06      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                  | Solstice Advanced Materials, Inc.                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180707.20    | 0.34%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                           | CACI International, Inc.                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51640.03     | 0.10%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                     | Watco Cos. LLC                                                                                | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310774.53    | 0.58%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65329.37     | 0.12%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-RISE, Class D                                                           | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84533 | PA      | $84523.86     | 0.16%             | 2036-11-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                       | Camelot U.S. Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: L2000AAG5<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     80000 | PA      | $80012.40     | 0.15%             | 2031-01-31      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                                  | Alera Group, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90436.95     | 0.17%             | 2032-05-31      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     89541 | PA      | $89926.29     | 0.17%             | 2028-08-21      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                           | AI Aqua Merger Sub, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    154612 | PA      | $155092.57    | 0.29%             | 2028-07-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                | Medline Borrower LP                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89288.39     | 0.17%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                    | Life Time, Inc.                                                                               | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264327.41    | 0.49%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc.                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61139.35     | 0.11%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Curium BidCo Sarl                                  | Curium BidCo Sarl, Class Senior Secured First Lien Term Loan                                  | CUSIP: L2210TAM7<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |     49102 | PA      | $49183.58     | 0.09%             | 2031-08-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                              | Veritiv Operating Co.                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42979.12     | 0.08%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust        | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class XA                        | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3747811 | PA      | $127458.55    | 0.24%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                             | Cengage Learning, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    154225 | PA      | $154016.03    | 0.29%             | 2031-03-24      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $130253.73    | 0.24%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd. (The)                       | Boots Group Bidco Ltd. (The), Class Senior Secured First Lien Term Loan                       | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     80000 | PA      | $80316.40     | 0.15%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Petrochem LLC                           | INEOS U.S. Petrochem LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53972 | PA      | $49024.16     | 0.09%             | 2029-04-02      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                     | Dcli Bidco LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140497.47    | 0.26%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                      | Newmont Corp.                                                                                 | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44873.02     | 0.08%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                              | Suzano Netherlands BV                                                                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $20032.50     | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                             | Colossus Acquireco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    260000 | PA      | $258700.00    | 0.48%             | 2032-07-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                       | BX Commercial Mortgage Trust, Series 2022-CSMO, Class A                                       | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150996.45    | 0.28%             | 2027-06-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                         | United Natural Foods, Inc.                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175528.62    | 0.33%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2024-5C29, Class D                                               | CUSIP: 05555PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $151016.09    | 0.28%             | 2057-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-6, Class B1                                           | CUSIP: 92540YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753626.70    | 1.40%             | 2070-07-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                     | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50034.13     | 0.09%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MHP                                                | MHP Commercial Mortgage Trust, Series 2021-STOR, Class D                                      | CUSIP: 55293BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.16    | 0.19%             | 2038-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                     | Park Intermediate Holdings LLC                                                                | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $237289.62    | 0.44%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63847.89     | 0.12%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| 1345T                                              | 1345T, Series 2025-AOA, Class D                                                               | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100532.56    | 0.19%             | 2042-06-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131786.58    | 0.25%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V16, Class C                                            | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100603.84    | 0.19%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67277.38     | 0.13%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                            | Kodiak Gas Services LLC                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96786.08     | 0.18%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36900.10     | 0.07%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                            | Civitas Resources, Inc.                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41511.96     | 0.08%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                 | Voyager Parent LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    160000 | PA      | $160520.80    | 0.30%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                   | GFL Environmental Services, Inc., Class Senior Secured First Lien Term Loan                   | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     90000 | PA      | $90090.00     | 0.17%             | 2032-03-03      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Golden State Foods                                 | Golden State Foods LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14962 | PA      | $15017.80     | 0.03%             | 2031-12-04      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204153.00    | 0.38%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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