# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0001752724-25-197837
**Filing Date:** 2025-8
**Character Count:** 167742
**Document Hash:** a7367b0472beab6511a42ed1a69d0c4b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-197837.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-197837

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine 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:** 251242418

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $50042348.27

**Total Liabilities:** $3772045.93

**Net Assets:** $46270302.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.00000000 | **1-Year:** 1003.00000000 | **5-Year:** 3307.00000000 | **10-Year:** 995.00000000 | **30-Year:** 1.00000000

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

- **3-Month:** 13.00000000 | **1-Year:** 1763.00000000 | **5-Year:** 6749.00000000 | **10-Year:** 1118.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255273 | -0.00%               | 1.36%                | 1.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-44686.70               | $-106305.75                                |
| Month 2  | $-15729.13               | $346519.19                                 |
| Month 3  | $1759.25                 | $331739.73                                 |

### 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        |    100000 | PA      | $100104.40    | 0.22%             | 2036-06-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                           | AutoZone, Inc.                                                                                | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44102.69     | 0.10%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                         | Olympus Water U.S. Holding Corp., Class Senior Secured First Lien Term Loan                   | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209474 | PA      | $207427.13    | 0.45%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                    | Hightower Holding LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $249792.50    | 0.54%             | 2032-02-03      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                           | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $254843.75    | 0.55%             | 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      | $303290.16    | 0.66%             | 2044-03-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corp.                                      | Bausch + Lomb Corp.                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $181830.00    | 0.39%             | 2028-10-01      | Fixed         | 8.38%                 | 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: N/A                        | Long             | LON              | CORP              | AU        |    135000 | PA      | $134324.99    | 0.29%             | 2031-02-18      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                            | Lineage OP LP                                                                                 | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64413.08     | 0.14%             | 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      | $150210.45    | 0.32%             | 2042-12-18      | Floating      | 6.86%                 | 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        |     56032 | PA      | $55903.34     | 0.12%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    105000 | PA      | $105320.25    | 0.23%             | 2029-02-01      | Variable      | 7.31%                 | 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        |   2069744 | PA      | $99033.09     | 0.21%             | 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      | $142082.24    | 0.31%             | 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: N/A                  | Long             | LON              | CORP              | NL        |     35000 | PA      | $35043.75     | 0.08%             | 2032-06-04      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                               | Trident TPI Holdings, Inc.                                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    138000 | PA      | $146560.28    | 0.32%             | 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      | $10012.50     | 0.02%             | 2032-04-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                     | Star Leasing Co. LLC                                                                          | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49623.62     | 0.11%             | 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: N/A                  | Long             | LON              | CORP              | US        |    154225 | PA      | $153530.99    | 0.33%             | 2030-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Trust, Series 2015-590M, Class D                                       | CUSIP: 36250WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99488.12     | 0.22%             | 2035-10-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                            | Paychex, Inc.                                                                                 | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63691.98     | 0.14%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                      | Victra Holdings LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |     58809 | PA      | $58900.58     | 0.13%             | 2029-03-30      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                           | NiSource, Inc.                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75129.70     | 0.16%             | 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      | $89688.80     | 0.19%             | 2032-02-01      | Fixed         | 9.88%                 | 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      | $154349.40    | 0.33%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                            | American National Group, Inc.                                                                 | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64406.90     | 0.14%             | 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      | $64315.98     | 0.14%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                       | Nouryon Finance BV, Class Senior Secured First Lien Term Loan                                 | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    234405 | PA      | $235797.76    | 0.51%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                        | Vantage Specialty Chemicals, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    141269 | PA      | $137131.45    | 0.30%             | 2026-10-26      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                               | EIDP, Inc.                                                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64307.45     | 0.14%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                               | Cloud Software Group, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $50014.84     | 0.11%             | 2031-03-21      | Variable      | 8.05%                 | 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      | $150540.00    | 0.33%             | 2039-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63516.39     | 0.14%             | 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: N/A                  | Long             | LON              | CORP              | US        |     79870 | PA      | $79896.22     | 0.17%             | 2031-06-17      | Variable      | 7.58%                 | 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        |    186333 | PA      | $187244.36    | 0.40%             | 2032-01-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Bills                                                                           | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    163000 | PA      | $161521.77    | 0.35%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27300.00     | 0.06%             | 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      | $139328.05    | 0.30%             | 2032-05-01      | Fixed         | 6.62%                 | 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        |    298375 | PA      | $299131.68    | 0.65%             | 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      | $151055.51    | 0.33%             | 2040-06-15      | Floating      | 6.04%                 | 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      | $476231.50    | 1.03%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                    | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64407.17     | 0.14%             | 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        |     35000 | PA      | $33540.27     | 0.07%             | 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      | $140501.20    | 0.30%             | 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      | $48477.37     | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | 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: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199482 | PA      | $200098.26    | 0.43%             | 2028-03-31      | Variable      | 7.94%                 | 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        |     17101 | PA      | $17126.87     | 0.04%             | 2038-11-22      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                       | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $73262.35     | 0.16%             | 2029-03-30      | Fixed         | 8.12%                 | 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      | $99882.00     | 0.22%             | 2036-09-17      | Floating      | 6.58%                 | 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      | $25020.88     | 0.05%             | 2032-06-16      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust, Series 2022-PSB, Class D                                                            | CUSIP: 05606DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $147183.75    | 0.32%             | 2039-08-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                       | Central Parent LLC                                                                            | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15729.17     | 0.03%             | 2029-06-15      | Fixed         | 8.00%                 | 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        |     60000 | PA      | $59025.00     | 0.13%             | 2030-08-16      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                       | Voyager Parent LLC                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88489.39     | 0.19%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                                   | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: G4768PAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $33310.11     | 0.07%             | 2031-02-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CCL Industries, Inc.                                     | CCL Industries, Inc.                                                                          | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $61260.21     | 0.13%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                              | Kenan Advantage Group, Inc. (The), Class Senior Secured First Lien Term Loan                  | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153835 | PA      | $151911.65    | 0.33%             | 2029-01-25      | Variable      | 7.58%                 | 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      | $29345.45     | 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      | $64127.34     | 0.14%             | 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      | $27922.90     | 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      | $64495.79     | 0.14%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                              | Opal LLC, Class Senior Secured First Lien Term Loan                                           | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $206089.58    | 0.45%             | 2032-03-31      | Variable      | 7.44%                 | 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      | $133225.40    | 0.29%             | 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        |     20000 | PA      | $20485.96     | 0.04%             | 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        |     45000 | PA      | $41408.82     | 0.09%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                          | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62831.68     | 0.14%             | 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      | $263744.43    | 0.57%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                  | Genesee & Wyoming, Inc.                                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91946.07     | 0.20%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                  | Windstream Services LLC                                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31444.23     | 0.07%             | 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      | $152339.85    | 0.33%             | 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      | $64081.14     | 0.14%             | 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      | $63582.36     | 0.14%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                   | Aveanna Healthcare LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205968 | PA      | $202041.92    | 0.44%             | 2028-07-17      | Variable      | 8.18%                 | 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      | $186053.67    | 0.40%             | 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: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85244.38     | 0.18%             | 2031-06-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                             | Compass Power Generation LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 20451VAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140354 | PA      | $141318.47    | 0.31%             | 2029-04-16      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63553.61     | 0.14%             | 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      | $361445.70    | 0.78%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                   | Boxer Parent Co., Inc., Class Senior Secured Second Lien Term Loan                            | CUSIP: 05988HAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $82928.55     | 0.18%             | 2031-07-30      | Variable      | 10.08%                | No            |                  2 | On Loan: No      |
| CommScope LLC                                            | CommScope LLC                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256747.13    | 0.55%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                       | Arches Buyer, Inc., Class Senior Secured First Lien Term Loan                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     69817 | PA      | $69044.70     | 0.15%             | 2027-12-06      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                   | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69313.34     | 0.15%             | 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        |     84174 | PA      | $81929.18     | 0.18%             | 2030-03-15      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147645.24    | 0.32%             | 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      | $115359.38    | 0.25%             | 2032-06-14      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                               | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96930.69     | 0.21%             | 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        |     18372 | PA      | $18122.18     | 0.04%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                             | Guardian Life Global Funding                                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44783.82     | 0.10%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                       | CHG PPC Parent LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-12-08      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                 | Full House Resorts, Inc.                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126408.00    | 0.27%             | 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      | $44284.26     | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                     | LoanCore Issuer Ltd., Series 2021-CRE6, Class D                                               | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100350.10    | 0.22%             | 2038-11-15      | Floating      | 7.28%                 | 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        |     99724 | PA      | $99332.02     | 0.21%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                            | Novelis Corp.                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36209.46     | 0.08%             | 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      | $46163.00     | 0.10%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19455.00     | 0.04%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67155.01     | 0.15%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                      | Herc Holdings, Inc., Class Senior Secured First Lien Term Loan                                | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30150.00     | 0.07%             | 2032-06-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51825.95     | 0.11%             | 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      | $53767.50     | 0.12%             | 2030-05-29      | Fixed         | 4.90%                 | 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      | $117866.98    | 0.25%             | 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      | $158630.47    | 0.34%             | 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        |     60000 | PA      | $60206.40     | 0.13%             | 2032-02-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    174000 | PA      | $181931.27    | 0.39%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                           | PetSmart, Inc.                                                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243180.53    | 0.53%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                          | TransDigm, Inc., Class Senior Secured First Lien Term Loan                                    | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158797 | PA      | $159258.30    | 0.34%             | 2031-02-28      | Variable      | 6.80%                 | 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        |    158763 | PA      | $151817.01    | 0.33%             | 2027-12-23      | Variable      | 8.19%                 | 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      | $150029.25    | 0.32%             | 2036-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                              | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $63705.84     | 0.14%             | 2055-09-15      | Variable      | 6.88%                 | 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        |    149558 | PA      | $149062.81    | 0.32%             | 2031-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                         | Southern Veterinary Partners LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 84410HAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204488 | PA      | $204957.82    | 0.44%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                  | American Airlines, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90697.50     | 0.20%             | 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        |    145000 | PA      | $146978.53    | 0.32%             | 2029-12-18      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                        | Clarios Global LP, Class Senior Secured First Lien Term Loan                                  | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230503.70    | 0.50%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BANK                                                     | BANK, Series 2021-BN32, Class XA                                                              | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4294323 | PA      | $134426.06    | 0.29%             | 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      | $64334.95     | 0.14%             | 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      | $86591.40     | 0.19%             | 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      | $181288.01    | 0.39%             | 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      | $88950.47     | 0.19%             | 2039-02-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC, Class Senior Secured First Lien Term Loan                  | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154224 | PA      | $154434.25    | 0.33%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                            | Aspen Insurance Holdings Ltd.                                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     63000 | PA      | $64070.60     | 0.14%             | 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        |     21510 | PA      | $21217.81     | 0.05%             | 2027-12-17      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                                                         | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    174000 | PA      | $181928.66    | 0.39%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                           | Helios Software Holdings, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 42328DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $49994.14     | 0.11%             | 2030-07-18      | Variable      | 7.80%                 | 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      | $99992.02     | 0.22%             | 2039-03-15      | Floating      | 7.26%                 | 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      | $124954.56    | 0.27%             | 2054-10-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc.                                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63735.28     | 0.14%             | 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      | $43583.25     | 0.09%             | 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: N/A                  | Long             | LON              | CORP              | US        |     66998 | PA      | $67151.72     | 0.15%             | 2028-12-21      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                               | CSMC Trust, Series 2017-PFHP, Class A                                                         | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56098 | PA      | $55953.19     | 0.12%             | 2030-12-15      | Floating      | 5.31%                 | 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        |    278605 | PA      | $249448.28    | 0.54%             | 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      | $182142.85    | 0.39%             | 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      | $164533.36    | 0.36%             | 2031-07-02      | Variable      | 7.33%                 | 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        |     83924 | PA      | $84238.24     | 0.18%             | 2041-04-15      | Floating      | 7.00%                 | 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        |   3568000 | PA      | $173300.97    | 0.37%             | 2058-06-15      | Variable      | 1.12%                 | 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      | $71038.38     | 0.15%             | 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      | $94638.28     | 0.20%             | 2055-03-15      | Variable      | 6.35%                 | 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        |     74215 | PA      | $72426.40     | 0.16%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                       | Vital Energy, Inc.                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47068.76     | 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: N/A                  | Long             | LON              | CORP              | US        |    143214 | PA      | $141916.04    | 0.31%             | 2031-05-19      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                      | Lightning Power LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 53229LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154225 | PA      | $154685.36    | 0.33%             | 2031-08-18      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                            | Staples, Inc.                                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42814.13     | 0.09%             | 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      | $610162.38    | 1.32%             | 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        |    189448 | PA      | $190191.27    | 0.41%             | 2029-02-15      | Variable      | 8.78%                 | 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      | $414420.63    | 0.90%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I, Inc.                             | GC Ferry Acquisition I, Inc., Class Senior Secured First Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    111042 | PA      | $109237.24    | 0.24%             | 2032-06-02      | Variable      | 7.57%                 | 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      | $149419.27    | 0.32%             | 2057-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                            | Peraton Corp., Class Senior Secured First Lien Term Loan                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     54854 | PA      | $48579.74     | 0.10%             | 2028-02-01      | Variable      | 8.18%                 | 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      | $99878.42     | 0.22%             | 2036-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                       | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96267.83     | 0.21%             | 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        |   1668815 | NS      | $1668814.88   | 3.61%             |  |  |  | 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        |     64724 | PA      | $64764.96     | 0.14%             | 2031-05-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                 | AthenaHealth Group, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    204488 | PA      | $204513.06    | 0.44%             | 2029-02-15      | Variable      | 7.08%                 | 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        |     34820 | PA      | $33532.18     | 0.07%             | 2027-03-09      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                    | Directv Financing LLC                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184511.83    | 0.40%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                           | PetSmart LLC, Class Senior Secured First Lien Term Loan                                       | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80064 | PA      | $79413.59     | 0.17%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                         | Sealed Air Corp.                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94835.52     | 0.20%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                 | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157833 | PA      | $157964.34    | 0.34%             | 2029-01-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                          | Whirlpool Corp.                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70289.96     | 0.15%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                                 | Crown Finance U.S., Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39938 | PA      | $39977.44     | 0.09%             | 2031-12-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                        | Standard Building Solutions, Inc.                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92275.56     | 0.20%             | 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      | $99449.10     | 0.21%             | 2039-07-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                 | Celanese US Holdings LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20223.92     | 0.04%             | 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: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $59787.60     | 0.13%             | 2032-03-26      | Variable      | 7.07%                 | 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        |     40000 | PA      | $39668.80     | 0.09%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                     | Consumers Energy Co.                                                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10042.54     | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                      | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    215000 | PA      | $215672.95    | 0.47%             | 2030-12-17      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                      | Brown & Brown, Inc.                                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96947.84     | 0.21%             | 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      | $197711.53    | 0.43%             | 2030-02-15      | Fixed         | 6.75%                 | 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      | $629027.06    | 1.36%             | 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      | $132830.49    | 0.29%             | 2057-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                               | Olin Corp.                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29564.08     | 0.06%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                               | Broadstreet Partners, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153869 | PA      | $154226.92    | 0.33%             | 2031-06-16      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                             | Kaseya, Inc., Class Senior Secured First Lien Term Loan                                       | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24938 | PA      | $25064.18     | 0.05%             | 2032-03-05      | Variable      | 7.58%                 | 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      | $491086.20    | 1.06%             | 2064-11-25      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                             | Acrisure LLC                                                                                  | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121805.76    | 0.26%             | 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      | $274411.47    | 0.59%             | 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      | $100303.88    | 0.22%             | 2041-11-15      | Floating      | 6.90%                 | 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        |    240142 | PA      | $240221.69    | 0.52%             | 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      | $150526.05    | 0.33%             | 2038-11-15      | Floating      | 6.73%                 | 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      | $65136.18     | 0.14%             | 2036-01-15      | Fixed         | 5.50%                 | 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        |    109308 | PA      | $108579.48    | 0.23%             | 2029-04-02      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                          | Dealer Tire LLC                                                                               | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38671.42     | 0.08%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                               | Builders FirstSource, Inc.                                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72160.56     | 0.16%             | 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      | $185095.16    | 0.40%             | 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      | $71763.58     | 0.16%             | 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      | $145545.30    | 0.31%             | 2036-10-16      | Floating      | 7.23%                 | 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      | $98843.80     | 0.21%             | 2036-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                            | EG Finco Ltd., Class Senior Secured First Lien Term Loan                                      | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     44662 | PA      | $44921.54     | 0.10%             | 2028-02-07      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp.                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $236224.49    | 0.51%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                    | Gray Media, Inc., Class Senior Secured First Lien Term Loan                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     19783 | PA      | $19205.48     | 0.04%             | 2028-12-01      | Variable      | 7.44%                 | 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      | $66847.04     | 0.14%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                 | Marvell Technology, Inc.                                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64302.48     | 0.14%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                               | Team Health Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 87817JAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39655 | PA      | $39518.46     | 0.09%             | 2027-03-02      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                 | Great Outdoors Group LLC, Class Senior Secured First Lien Term Loan                           | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $59709.55     | 0.13%             | 2032-01-23      | Variable      | 7.58%                 | 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      | $184470.77    | 0.40%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                             | Focus Financial Partners LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144188 | PA      | $144044.25    | 0.31%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                        | EMRLD Borrower LP                                                                             | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $184215.96    | 0.40%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                | Michaels Cos., Inc. (The)                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32180.07     | 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        |   3967861 | PA      | $133714.52    | 0.29%             | 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      | $104990.43    | 0.23%             | 2034-01-15      | Floating      | 5.93%                 | 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      | $63620.78     | 0.14%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                  | Mavis Tire Express Services Topco Corp., Class Senior Secured First Lien Term Loan            | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29925 | PA      | $29947.89     | 0.06%             | 2028-05-04      | Variable      | 7.33%                 | 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      | $85046.05     | 0.18%             | 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        |    145814 | PA      | $146153.93    | 0.32%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                           | Uniti Group LP                                                                                | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60660.48     | 0.13%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                     | Glencore Funding LLC                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63278.99     | 0.14%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                              | Qorvo, Inc.                                                                                   | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64990.53     | 0.14%             | 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      | $73148.76     | 0.16%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC | Fortress Transportation and Infrastructure Investors LLC                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34588.04     | 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      | $63263.68     | 0.14%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                          | Gulfport Energy Operating Corp.                                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183672.38    | 0.40%             | 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      | $123524.52    | 0.27%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                           | VT Topco, Inc.                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    169000 | PA      | $178312.91    | 0.39%             | 2030-08-15      | Fixed         | 8.50%                 | 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      | $998075.80    | 2.16%             | 2031-07-19      | Floating      | 7.22%                 | 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        |     59700 | PA      | $59787.76     | 0.13%             | 2032-01-30      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                          | Goat Holdco LLC                                                                               | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50873.75     | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                                  | ClubCorp Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $75187.50     | 0.16%             | 2026-09-18      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67827.83     | 0.15%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Bills                                                                           | CUSIP: 912797QJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $994992.81    | 2.15%             | 2025-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                    | WR Grace Holdings LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     39897 | PA      | $40004.76     | 0.09%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Cube Industrial Buyer, Inc.                              | Cube Industrial Buyer, Inc., Class Senior Secured First Lien Term Loan                        | CUSIP: 22971EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $236541.60    | 0.51%             | 2031-10-18      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                          | Permian Resources Operating LLC                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    344000 | PA      | $356833.61    | 0.77%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                  | Quikrete Holdings, Inc.                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237463.73    | 0.51%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                           | Rivers Enterprise Borrower LLC                                                                | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125261.58    | 0.27%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                              | Asurion LLC, Class Senior Secured First Lien Term Loan                                        | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79400 | PA      | $77532.91     | 0.17%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                   | HUB International Ltd.                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96210.84     | 0.21%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                       | State Street Corp.                                                                            | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44296.11     | 0.10%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     94999 | PA      | $95558.69     | 0.21%             | 2028-05-12      | Variable      | 8.18%                 | 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        |     80034 | PA      | $79958.92     | 0.17%             | 2029-03-15      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                              | TELUS Corp.                                                                                   | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $64588.23     | 0.14%             | 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        |     98497 | PA      | $92597.85     | 0.20%             | 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      | $180646.80    | 0.39%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                             | McAfee Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $63259.95     | 0.14%             | 2029-03-01      | Variable      | 7.32%                 | 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        |    224898 | PA      | $217195.36    | 0.47%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                 | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    160000 | PA      | $158900.00    | 0.34%             | 2032-06-28      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                   | Keurig Dr Pepper, Inc.                                                                        | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17091.18     | 0.04%             | 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      | $63115.99     | 0.14%             | 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        |    285000 | PA      | $293068.58    | 0.63%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                                             | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133002.35    | 0.29%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43919.02     | 0.09%             | 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      | $127780.99    | 0.28%             | 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        |     80000 | PA      | $80316.40     | 0.17%             | 2032-05-06      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust, Series 2018-GW, Class D                                                             | CUSIP: 12433UAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99650.49     | 0.22%             | 2035-05-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC                     | Edelman Financial Engines Center LLC (The), Class Senior Secured First Lien Term Loan         | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230511.75    | 0.50%             | 2028-04-07      | Variable      | 7.33%                 | 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        |     69264 | PA      | $69025.64     | 0.15%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                            | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74675.27     | 0.16%             | 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        |     20000 | PA      | $19332.80     | 0.04%             | 2030-10-08      | Variable      | 10.56%                | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                      | Victra Holdings LLC                                                                           | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $177260.72    | 0.38%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                        | Chariot Buyer LLC, Class Senior Secured First Lien Term Loan                                  | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    234393 | PA      | $235058.44    | 0.51%             | 2028-11-03      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                         | Gray Media, Inc.                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193513.50    | 0.42%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                    | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82151.51     | 0.18%             | 2032-04-15      | Fixed         | 6.75%                 | 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: N/A                  | Long             | LON              | CORP              | US        |    139650 | PA      | $138704.57    | 0.30%             | 2032-03-08      | Variable      | 6.07%                 | 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        |      4988 | PA      | $5002.04      | 0.01%             | 2031-07-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                   | Norfolk Southern Corp.                                                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64348.41     | 0.14%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27771.53     | 0.06%             | 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      | $623910.44    | 1.35%             | 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      | $75066.19     | 0.16%             | 2031-03-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                               | Trident TPI Holdings, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129288 | PA      | $127203.54    | 0.27%             | 2028-09-15      | Variable      | 8.05%                 | 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      | $174176.54    | 0.38%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33942.34     | 0.07%             | 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      | $64179.36     | 0.14%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                          | Brand Industrial Services, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     55000 | PA      | $46258.58     | 0.10%             | 2030-08-01      | Variable      | 8.78%                 | 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      | $145673.55    | 0.31%             | 2038-08-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                              | Creative Artists Agency LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4988 | PA      | $5008.00      | 0.01%             | 2031-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                           | US Foods, Inc.                                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190275.56    | 0.41%             | 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      | $64117.80     | 0.14%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                 | Radiology Partners, Inc.                                                                      | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    186354 | PA      | $186354.00    | 0.40%             | 2029-01-31      | Fixed         | 7.78%                 | 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        |    148821 | PA      | $148826.53    | 0.32%             | 2029-01-29      | Variable      | 7.83%                 | 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      | $118022.59    | 0.26%             | 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      | $130497.57    | 0.28%             | 2050-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust             | Natixis Commercial Mortgage Securities Trust, Series 2022-RRI, Class B                        | CUSIP: 63875JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142210 | PA      | $142379.00    | 0.31%             | 2035-03-15      | Floating      | 6.76%                 | 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        |    186204 | PA      | $174566.13    | 0.38%             | 2031-06-06      | Variable      | 8.16%                 | 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        |    228384 | PA      | $224125.78    | 0.48%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                       | Southern Co. (The), Series 2025                                                               | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94895.52     | 0.21%             | 2055-03-15      | Variable      | 6.38%                 | 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      | $149873.85    | 0.32%             | 2036-09-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                    | Walker & Dunlop, Inc.                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $180005.52    | 0.39%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                       | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87880.14     | 0.19%             | 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      | $241177.78    | 0.52%             | 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      | $24337.66     | 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        |     20000 | PA      | $20056.90     | 0.04%             | 2028-04-24      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Queen MergerCo, Inc.                                     | Queen MergerCo, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15111 | PA      | $15233.13     | 0.03%             | 2032-04-30      | Variable      | 7.28%                 | 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      | $46021.60     | 0.10%             | 2032-02-19      | Variable      | 7.58%                 | 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        |     49874 | PA      | $49983.60     | 0.11%             | 2028-02-16      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123755.53    | 0.27%             | 2029-11-15      | Fixed         | 10.75%                | 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      | $76119.55     | 0.16%             | 2041-05-15      | Floating      | 7.00%                 | 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      | $99320.39     | 0.21%             | 2036-06-15      | Floating      | 6.23%                 | 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      | $100329.20    | 0.22%             | 2041-06-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                              | Caesars Entertainment, Inc.                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299307.75    | 0.65%             | 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        |    282236 | PA      | $265072.82    | 0.57%             | 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      | $73082.53     | 0.16%             | 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      | $150602.70    | 0.33%             | 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      | $64370.50     | 0.14%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                              | Kaman Corp., Class Senior Secured First Lien Term Loan                                        | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86810 | PA      | $86817.29     | 0.19%             | 2032-02-26      | Variable      | 7.08%                 | 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        |     78853 | PA      | $68725.92     | 0.15%             | 2031-12-31      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                          | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46043.25     | 0.10%             | 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      | $148759.21    | 0.32%             | 2031-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                               | Pike Corp.                                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $239542.38    | 0.52%             | 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      | $149472.15    | 0.32%             | 2039-02-15      | Floating      | 5.73%                 | 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: N/A                  | Long             | LON              | CORP              | US        |     14925 | PA      | $14943.66     | 0.03%             | 2028-04-28      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                             | Vestis Corp., Class Senior Secured First Lien Term Loan                                       | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $77000.00     | 0.17%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                            | CHG Healthcare Services, Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 12541HAW3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200919.00    | 0.43%             | 2028-09-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                       | Central Parent LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14925 | PA      | $12500.27     | 0.03%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                    | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72797.90     | 0.16%             | 2054-06-15      | Variable      | 6.75%                 | 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        |     80188 | PA      | $74099.13     | 0.16%             | 2026-08-19      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                        | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71375.85     | 0.15%             | 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        |    205000 | PA      | $205968.63    | 0.45%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                 | Agree LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64615.03     | 0.14%             | 2034-06-15      | Fixed         | 5.62%                 | 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        |    114711 | PA      | $114567.67    | 0.25%             | 2031-07-09      | Variable      | 8.06%                 | 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      | $100536.92    | 0.22%             | 2039-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                      | Minimax Viking GmbH, Class Senior Secured First Lien Term Loan                                | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     20000 | PA      | $20112.50     | 0.04%             | 2032-02-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                               | Fertitta Entertainment LLC                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $28631.80     | 0.06%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                        | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71711.54     | 0.15%             | 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      | $183901.24    | 0.40%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                             | First Advantage Holdings LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    203589 | PA      | $203939.32    | 0.44%             | 2031-10-31      | Variable      | 7.58%                 | 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      | $501068.60    | 1.08%             | 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        |    200429 | PA      | $200626.23    | 0.43%             | 2028-12-11      | Variable      | 7.33%                 | 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      | $150440.16    | 0.33%             | 2049-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                               | Zelis Payments Buyer, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99604.00     | 0.22%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                   | Boxer Parent Co., Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139650 | PA      | $138942.67    | 0.30%             | 2031-07-30      | Variable      | 7.33%                 | 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      | $149718.60    | 0.32%             | 2038-11-16      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                | XPO, Inc.                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104930.40    | 0.23%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |   1668815 | NS      | $1668814.88   | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                        | Gen Digital, Inc., Class Senior Secured First Lien Term Loan                                  | CUSIP: 66877AAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69965.00     | 0.15%             | 2032-04-16      | Variable      | 6.08%                 | 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      | $625997.50    | 1.35%             | 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      | $188176.16    | 0.41%             | 2030-02-15      | Fixed         | 6.50%                 | 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        |      9975 | PA      | $9974.94      | 0.02%             | 2029-11-15      | Variable      | 10.43%                | 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        |     44837 | PA      | $45049.91     | 0.10%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                        | Consolidated Communications, Inc.                                                             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374139.65    | 0.81%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                  | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59850 | PA      | $59842.52     | 0.13%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                                               | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93447.25     | 0.20%             | 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: N/A                  | Long             | LON              | CORP              | US        |    124375 | PA      | $124228.86    | 0.27%             | 2030-11-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                 | CACI International, Inc.                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51659.90     | 0.11%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                         | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63916.89     | 0.14%             | 2033-04-15      | Fixed         | 3.25%                 | 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: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80150.00     | 0.17%             | 2031-01-31      | Variable      | 7.58%                 | 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      | $90371.25     | 0.20%             | 2032-05-31      | Variable      | 7.58%                 | 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        |     89770 | PA      | $88944.52     | 0.19%             | 2028-08-21      | Variable      | 8.68%                 | 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: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $154955.05    | 0.33%             | 2028-07-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89364.13     | 0.19%             | 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      | $264309.50    | 0.57%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                    | Veritiv Operating Co.                                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43349.80     | 0.09%             | 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        |   3761933 | PA      | $135071.07    | 0.29%             | 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: N/A                  | Long             | LON              | CORP              | US        |    154612 | PA      | $155162.92    | 0.34%             | 2031-03-24      | Variable      | 7.83%                 | 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        |     99109 | PA      | $92542.78     | 0.20%             | 2029-04-02      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                           | Dcli Bidco LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70966.22     | 0.15%             | 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      | $44139.75     | 0.10%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                   | Colossus Acquireco LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    260000 | PA      | $258602.50    | 0.56%             | 2032-06-14      | Variable      | 5.53%                 | 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      | $151133.25    | 0.33%             | 2027-06-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                               | United Natural Foods, Inc.                                                                    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172893.34    | 0.37%             | 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      | $149823.51    | 0.32%             | 2057-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                            | Centene Corp.                                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51584.76     | 0.11%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                              | Beach Acquisition Bidco LLC, Class Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65000 | PA      | $65406.25     | 0.14%             | 2032-06-25      | Variable      | 7.32%                 | 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      | $99975.70     | 0.22%             | 2038-07-15      | Floating      | 5.78%                 | 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      | $236684.61    | 0.51%             | 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      | $62566.02     | 0.14%             | 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      | $100421.86    | 0.22%             | 2030-06-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                | UKG, Inc., Class Senior Secured First Lien Term Loan                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    204484 | PA      | $205486.62    | 0.44%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130442.84    | 0.28%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                   | LifePoint Health, Inc.                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66106.56     | 0.14%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                    | Tiger Acquisition LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 88675UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139211 | PA      | $139694.56    | 0.30%             | 2028-06-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                               | Agilent Technologies, Inc.                                                                    | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36429.44     | 0.08%             | 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      | $41006.44     | 0.09%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Curium BidCo Sarl                                        | Curium BidCo Sarl, Class Senior Secured First Lien Term Loan                                  | CUSIP: L2210TAL9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     49224 | PA      | $49418.99     | 0.11%             | 2029-07-31      | Variable      | 7.80%                 | 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        |    250000 | PA      | $247777.50    | 0.54%             | 2032-05-10      | Variable      | 8.80%                 | 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      | $90168.75     | 0.19%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                      | Iron Mountain, Inc.                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205781.20    | 0.44%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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