# EDGAR Filing Document

**Accession Number:** 0001886172
**File Stem:** 0002071691-26-002179
**Filing Date:** 2026-2
**Character Count:** 208528
**Document Hash:** a2281ec9800e4ec32eda4165cba07a91
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-002179.hdr.sgml**: 20260220

**ACCESSION NUMBER**: 0002071691-26-002179

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260220

**DATE AS OF CHANGE**: 20260220

**PERIOD START**: 20260930

**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:** 26658326

**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:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $65587866.81

**Total Liabilities:** $1053365.45

**Net Assets:** $64534501.36

**Cash Not Reported:** $112640.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27.00000000 | **1-Year:** 1516.00000000 | **5-Year:** 4637.00000000 | **10-Year:** 1341.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 73.00000000 | **1-Year:** 2639.00000000 | **5-Year:** 8887.00000000 | **10-Year:** 1229.00000000 | **30-Year:** 9.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255273 | 0.33%                | 0.59%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3076.32                | $-114057.58                                |
| Month 2  | $8394.17                 | $77304.75                                  |
| Month 3  | $19085.58                | $73285.16                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| APH Somerset Investor 2 LLC                        | APH Somerset Investor 2 LLC                                                            | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70752.09     | 0.11%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC                                                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124144.56    | 0.19%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                       | Acushnet Co.                                                                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106442.27    | 0.16%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $157355.81    | 0.24%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Agree LP                                           | Agree LP                                                                               | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66052.36     | 0.10%             | 2034-06-15      | Fixed         | 5.62%                 | 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      | $150805.68    | 0.23%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                               | Alliant Energy Corp.                                                                   | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75971.35     | 0.12%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    174000 | PA      | $183478.43    | 0.28%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                                       | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $57575.96     | 0.09%             | 2032-07-15      | 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      | $46046.75     | 0.07%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc.                                                    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101892.86    | 0.16%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc.                                                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66244.01     | 0.10%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44323.82     | 0.07%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                       | Antero Midstream Partners LP                                                           | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40321.83     | 0.06%             | 2034-07-01      | Fixed         | 5.75%                 | 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        |   3733230 | PA      | $120021.09    | 0.19%             | 2053-05-15      | Variable      | 0.92%                 | 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      | $127354.19    | 0.20%             | 2054-10-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                          | AREIT LLC, Series 2025-CRE11, Class C                                                  | CUSIP: 04002DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $110274.34    | 0.17%             | 2043-07-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                         | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44367.35     | 0.07%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                           | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     64000 | PA      | $64367.36     | 0.10%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                | Azorra Finance Ltd.                                                                    | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $163027.04    | 0.25%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                      | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64616.45     | 0.10%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2023-C19, Class B                                         | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102370.25    | 0.16%             | 2056-04-15      | Variable      | 6.35%                 | 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      | $151926.81    | 0.24%             | 2057-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2025-5C38, Class B                                        | CUSIP: 05556RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $125613.34    | 0.19%             | 2058-11-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                            | BDS LLC, Series 2025-FL16, Class C                                                     | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140378.56    | 0.22%             | 2043-07-19      | Floating      | 5.83%                 | 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      | $150540.30    | 0.23%             | 2038-08-19      | Floating      | 6.55%                 | 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      | $100425.80    | 0.16%             | 2041-06-15      | Floating      | 6.14%                 | 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      | $134824.83    | 0.21%             | 2057-02-15      | Fixed         | 4.50%                 | 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      | $99960.36     | 0.15%             | 2036-06-15      | Floating      | 5.66%                 | 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      | $150430.17    | 0.23%             | 2027-06-15      | Floating      | 5.86%                 | 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      | $88924.67     | 0.14%             | 2039-02-15      | Floating      | 6.44%                 | 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        |     72121 | PA      | $72611.40     | 0.11%             | 2041-04-15      | Floating      | 6.44%                 | 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      | $153956.49    | 0.24%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2025-ARIA, Class C                                                    | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100863.93    | 0.16%             | 2042-12-13      | Variable      | 5.52%                 | 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      | $1003874.50   | 1.56%             | 2031-07-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85505.17     | 0.13%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2025-5YR17, Class XA                                                     | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000161 | PA      | $98382.73     | 0.15%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN32, Class XA                                                       | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4285580 | PA      | $121495.76    | 0.19%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BANK5                                              | BANK5, Series 2025-5YR16, Class XA                                                     | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079255 | PA      | $47871.97     | 0.07%             | 2063-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp.                                                                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $181830.00    | 0.28%             | 2028-10-01      | Fixed         | 8.38%                 | 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      | $150749.06    | 0.23%             | 2057-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                        | Bell Canada                                                                            | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $84942.00     | 0.13%             | 2055-09-15      | Variable      | 6.88%                 | 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        |   3566269 | PA      | $156639.83    | 0.24%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V19, Class C                                     | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $128628.71    | 0.20%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V18, Class C                                     | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250155.63    | 0.39%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V18, Class XA                                    | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3475606 | PA      | $183521.74    | 0.28%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V16, Class XA                                    | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3149727 | PA      | $122163.72    | 0.19%             | 2058-08-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V16, Class C                                     | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100315.40    | 0.16%             | 2058-08-15      | Variable      | 5.95%                 | 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        |   3967722 | PA      | $124754.30    | 0.19%             | 2057-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2024-V6, Class D                                      | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90409.62     | 0.14%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                | Block Financial LLC                                                                    | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76515.43     | 0.12%             | 2032-09-15      | Fixed         | 5.38%                 | 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      | $134849.12    | 0.21%             | 2057-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2025-5C13, Class XA                                         | CUSIP: 09664JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2651000 | PA      | $135545.36    | 0.21%             | 2058-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO Mortgage Trust, Series 2025-5C13, Class C                                          | CUSIP: 09664JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $136210.66    | 0.21%             | 2058-12-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                    | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97365.18     | 0.15%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                         | Builders FirstSource, Inc.                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305378.67    | 0.47%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                         | Builders FirstSource, Inc.                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177949.95    | 0.28%             | 2035-05-15      | Fixed         | 6.75%                 | 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        |     73062 | PA      | $73297.38     | 0.11%             | 2041-05-15      | Floating      | 6.44%                 | 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      | $100274.84    | 0.16%             | 2041-11-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-LGCY, Class D                                                    | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99705.42     | 0.15%             | 2036-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust, Series 2021-RISE, Class D                                                    | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84533 | PA      | $84526.24     | 0.13%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                       | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102918.15    | 0.16%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $162463.65    | 0.25%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51073.46     | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                   | CCO Holdings LLC                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $115249.95    | 0.18%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                 | CHS/Community Health Systems, Inc.                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90324.91     | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86422.56     | 0.13%             | 2055-06-01      | Variable      | 6.50%                 | 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      | $73064.42     | 0.11%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                           | CACI International, Inc.                                                               | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51796.43     | 0.08%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc.                                                            | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150847.38    | 0.23%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                     | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $36147.01     | 0.06%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                | Carlyle US CLO Ltd., Series 2020-2A, Class CR2                                         | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502644.45    | 0.78%             | 2035-01-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                         | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $258416.00    | 0.40%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $77064.82     | 0.12%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                     | Carnival Corp.                                                                         | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     41000 | PA      | $41475.17     | 0.06%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30174.75     | 0.05%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                           | Celanese US Holdings LLC                                                               | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29869.75     | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                              | Cheniere Energy, Inc.                                                                  | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22832.61     | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                      | CHI Commercial Mortgage Trust, Series 2025-SFT, Class C                                | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103769.06    | 0.16%             | 2042-04-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                 | Cipher Compute LLC                                                                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86677.30     | 0.13%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                        | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64371.34     | 0.10%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc., Series GG                                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57186.26     | 0.09%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $198846.40    | 0.31%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP                                                                      | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $285336.56    | 0.44%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                                   | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64600.66     | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.               | Clear Channel Outdoor Holdings, Inc.                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215391.16    | 0.33%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc.                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52110.02     | 0.08%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                         | Cloud Software Group, Inc.                                                             | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158668.37    | 0.25%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc.                                                  | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82315.55     | 0.13%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                      | CommScope LLC                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85926.52     | 0.13%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                               | Consumers Energy Co.                                                                   | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10122.33     | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                    | CoreWeave, Inc.                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41886.34     | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                  | Cornerstone Building Brands, Inc.                                                      | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51857.40     | 0.08%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                 | DBC Mortgage Trust, Series 2025-DBC, Class D                                           | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100701.95    | 0.16%             | 2042-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                     | Dcli Bidco LLC                                                                         | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164593.99    | 0.26%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II LLC                             | DataBank Issuer II LLC, Series 2025-1A, Class B                                        | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97964.43     | 0.15%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                    | Dealer Tire LLC                                                                        | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165887.21    | 0.26%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                             | Dell International LLC                                                                 | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54342.50     | 0.08%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                              | Delta Air Lines, Inc.                                                                  | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65167.71     | 0.10%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                              | Directv Financing LLC                                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76488.68     | 0.12%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                     | DISH DBS Corp.                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $48861.40     | 0.08%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                     | DISH DBS Corp.                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93325.86     | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                              | Directv Financing LLC                                                                  | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111434.84    | 0.17%             | 2030-02-01      | Fixed         | 8.88%                 | 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        |    256401 | PA      | $234924.85    | 0.36%             | 2038-03-22      | Fixed         | 7.00%                 | 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        |     86000 | PA      | $74560.53     | 0.12%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer LLC                                 | EDI ABS Issuer LLC, Series 2025-1A, Class B                                            | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95298.03     | 0.15%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                     | EchoStar Corp.                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     84000 | PA      | $92952.82     | 0.14%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EFMT                                               | EFMT, Series 2025-INV2, Class B2                                                       | CUSIP: 281914AF8<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749598.00    | 1.16%             | 2070-05-26      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                         | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $64419.02     | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                            | Ellucian Holdings, Inc.                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71550.57     | 0.11%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                      | ELP Commercial Mortgage Trust, Series 2025-ELP, Class E                                | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100705.13    | 0.16%             | 2042-11-13      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                  | EMRLD Borrower LP                                                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187697.17    | 0.29%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc., Series 16-A                                                            | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $73416.10     | 0.11%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                           | Energizer Holdings, Inc.                                                               | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100847.71    | 0.16%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                      | Entergy Corp.                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75647.76     | 0.12%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                            | Essential Properties LP                                                                | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88205.49     | 0.14%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                             | Extra Space Storage LP                                                                 | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65639.19     | 0.10%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                   | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40333.10     | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC                                                             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $48526.49     | 0.08%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                           | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68332.93     | 0.11%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                  | Flash Compute LLC                                                                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124001.61    | 0.19%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                              | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $40789.58     | 0.06%             | 2032-01-15      | Fixed         | 5.25%                 | 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      | $65548.77     | 0.10%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                        | FTAI Aviation Investors LLC                                                            | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35599.27     | 0.06%             | 2033-04-15      | 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      | $302284.56    | 0.47%             | 2044-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                      | Freedom Mortgage Holdings LLC                                                          | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42137.59     | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                           | Full House Resorts, Inc.                                                               | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74162.50     | 0.11%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65203.46     | 0.10%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                                       | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20057.81     | 0.03%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                             | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $234676.82    | 0.36%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp.                                                             | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92148.43     | 0.14%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                            | Genesee & Wyoming, Inc.                                                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92925.28     | 0.14%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                                  | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40047.46     | 0.06%             | 2032-11-15      | Fixed         | 5.20%                 | 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        |    514000 | PA      | $533685.69    | 0.83%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                    | Goat Holdco LLC                                                                        | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51393.00     | 0.08%             | 2032-02-01      | Fixed         | 6.75%                 | 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      | $63724.18     | 0.10%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83515.15     | 0.13%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                | Graham Holdings Co.                                                                    | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258090.09    | 0.40%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                   | Gray Media, Inc.                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77889.25     | 0.12%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                   | Gray Media, Inc.                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117579.32    | 0.18%             | 2033-08-15      | Fixed         | 7.25%                 | 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      | $100687.87    | 0.16%             | 2039-03-15      | Floating      | 6.64%                 | 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      | $100297.30    | 0.16%             | 2039-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                      | Griffon Corp.                                                                          | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185460.28    | 0.29%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                       | Guardian Life Global Funding                                                           | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44983.56     | 0.07%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                    | Gulfport Energy Operating Corp.                                                        | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    179000 | PA      | $185073.66    | 0.29%             | 2029-09-01      | Fixed         | 6.75%                 | 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        |     62489 | PA      | $62658.26     | 0.10%             | 2036-09-17      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73711.64     | 0.11%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35540.53     | 0.06%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                | Herc Holdings, Inc.                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35488.14     | 0.05%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co.                                                         | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69806.74     | 0.11%             | 2030-10-15      | Fixed         | 4.40%                 | 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      | $61813.51     | 0.10%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                       | Hilton Grand Vacations Trust, Series 2025-3EXT, Class C                                | CUSIP: 43283DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100493.26    | 0.16%             | 2044-10-25      | Fixed         | 5.39%                 | 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      | $86701.90     | 0.13%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | Hilton USA Trust, Series 2016-HHV, Class C                                             | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99465.25     | 0.15%             | 2038-11-05      | Variable      | 4.19%                 | 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        |    290625 | PA      | $292158.05    | 0.45%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                             | HUB International Ltd.                                                                 | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96644.17     | 0.15%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                               | Icahn Enterprises LP                                                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34545.18     | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                     | Illumina, Inc.                                                                         | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32315.11     | 0.05%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64040.02     | 0.10%             | 2031-04-22      | Variable      | 5.10%                 | 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      | $133066.16    | 0.21%             | 2050-10-15      | Fixed         | 3.99%                 | 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      | $501340.20    | 0.78%             | 2064-11-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class M1A                                | CUSIP: 46664DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $602727.06    | 0.93%             | 2065-05-25      | Variable      | 5.67%                 | 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      | $66090.88     | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                              | JetBlue Airways Corp.                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25208.41     | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund         | JPMorgan U.S. Government Money Market Fund - Class IM                                  | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   1840027 | NS      | $1840027.19   | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF Ltd.                                          | KREF Ltd., Series 2021-FL2, Class AS                                                   | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150048.75    | 0.23%             | 2039-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                            | Kodiak Gas Services LLC                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199237.91    | 0.31%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                            | Kodiak Gas Services LLC                                                                | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97724.53     | 0.15%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                  | Lamar Media Corp.                                                                      | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99469.73     | 0.15%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                 | Vital Energy, Inc.                                                                     | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34508.74     | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                            | Level 3 Financing, Inc.                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230422.05    | 0.36%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                    | Life Time, Inc.                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266535.36    | 0.41%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                 | Light & Wonder International, Inc.                                                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116479.80    | 0.18%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc.                                                                 | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $110586.74    | 0.17%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc.                                                                 | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119491.24    | 0.19%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                           | Lindblad Expeditions LLC                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104365.50    | 0.16%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                      | Lineage OP LP                                                                          | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64631.09     | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | 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      | $150378.15    | 0.23%             | 2038-11-15      | Floating      | 6.16%                 | 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      | $100274.20    | 0.16%             | 2038-11-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                           | MF1 Ltd., Series 2021-FL7, Class D                                                     | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99781.70     | 0.15%             | 2036-10-16      | Floating      | 6.40%                 | 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      | $148041.30    | 0.23%             | 2036-10-16      | Floating      | 6.65%                 | 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      | $99844.48     | 0.15%             | 2038-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MHP                                                | MHP, Series 2021-STOR, Class E                                                         | CUSIP: 55293BAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99828.83     | 0.15%             | 2038-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust         | MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96914 | PA      | $93375.71     | 0.14%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC                                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243707.58    | 0.38%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21976.75     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31781.25     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                                             | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72966.74     | 0.11%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                          | Michaels Cos., Inc. (The)                                                              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38500.51     | 0.06%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                           | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41107.13     | 0.06%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                           | Marvell Technology, Inc.                                                               | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64860.84     | 0.10%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                       | MasTec, Inc.                                                                           | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64692.79     | 0.10%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                              | Matador Resources Co.                                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101481.49    | 0.16%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                       | Mattel, Inc.                                                                           | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16115.71     | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                        | McGraw-Hill Education, Inc.                                                            | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116140.42    | 0.18%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                      | MetLife, Inc., Series G                                                                | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97071.96     | 0.15%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                          | MFA Trust, Series 2025-NQM5, Class M1                                                  | CUSIP: 59319DAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $756113.25    | 1.17%             | 2070-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                        | Ziggo Financing Partnership, Class Senior Secured First Lien Term Loan                 | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7818 | PA      | $7830.25      | 0.01%             | 2028-04-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                        | Midwest Gaming Borrower LLC                                                            | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83668.71     | 0.13%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                           | AthenaHealth Group, Inc.                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205555.14    | 0.32%             | 2030-02-15      | Fixed         | 6.50%                 | 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      | $117968.78    | 0.18%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                  | Molex Electronic Technologies LLC                                                      | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44525.50     | 0.07%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                         | MSILF Government Portfolio                                                             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1840027 | NS      | $1840027.19   | 2.85%             |  |  |  | No            |                  1 | 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        |     94869 | PA      | $91933.80     | 0.14%             | 2046-08-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM5, Class B1             | CUSIP: 61779BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $745365.44    | 1.15%             | 2070-07-25      | 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 2025-5C2, Class C           | CUSIP: 61779RCV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99708.00     | 0.15%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                               | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64989.09     | 0.10%             | 2032-08-15      | Fixed         | 5.20%                 | 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        |    193436 | PA      | $190389.14    | 0.30%             | 2027-10-01      | Variable      | 7.77%                 | 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      | $100110.65    | 0.16%             | 2039-03-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                | Medline Borrower LP                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90539.64     | 0.14%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                     | NCL Corp. Ltd.                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49839.07     | 0.08%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                     | NCL Corp. Ltd.                                                                         | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50002.45     | 0.08%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                           | NGL Energy Operating LLC                                                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31157.68     | 0.05%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc.                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102178.40    | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                            | Nabors Industries, Inc.                                                                | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225588.75    | 0.35%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                            | Nabors Industries, Inc.                                                                | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68845.80     | 0.11%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust       | Natixis Commercial Mortgage Securities Trust, Series 2019-10K, Class E                 | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93205.34     | 0.14%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                             | Neptune Bidco US, Inc.                                                                 | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71813.77     | 0.11%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                     | RealPage, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    180000 | PA      | $180069.30    | 0.28%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                | Newell Brands, Inc.                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53782.94     | 0.08%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                                         | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85778.31     | 0.13%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                    | Nissan Motor Acceptance Co. LLC                                                        | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90078.71     | 0.14%             | 2030-09-30      | Fixed         | 6.12%                 | 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        |    108648 | PA      | $105022.06    | 0.16%             | 2028-06-02      | Variable      | 7.85%                 | 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        |     78276 | PA      | $74460.05     | 0.12%             | 2027-12-23      | Variable      | 7.58%                 | 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        |        25 | PA      | $22.52        | 0.00%             | 2030-08-16      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Class Senior Secured Second Lien Term Loan                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     25000 | PA      | $24621.50     | 0.04%             | 2029-01-19      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                      | Novelis Corp.                                                                          | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36359.44     | 0.06%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                      | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                               | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101614.14    | 0.16%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2025-NQM23, Class M1                                                 | CUSIP: 67123BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $604515.00    | 0.94%             | 2065-10-25      | Variable      | 5.67%                 | 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      | $611131.92    | 0.95%             | 2064-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM18, Class M1                                                 | CUSIP: 673913AD1<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $631316.13    | 0.98%             | 2064-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp.                                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118999.36    | 0.18%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp.                                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182892.24    | 0.28%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                         | Olin Corp.                                                                             | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54654.53     | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                       | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65901.44     | 0.10%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                  | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     89000 | PA      | $93706.27     | 0.15%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102193.20    | 0.16%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                              | OneMain Finance Corp.                                                                  | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136637.01    | 0.21%             | 2033-03-15      | Fixed         | 6.50%                 | 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      | $100461.44    | 0.16%             | 2042-06-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                    | 1261229 BC Ltd.                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260191.72    | 0.40%             | 2032-04-15      | Fixed         | 10.00%                | 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      | $142342.30    | 0.22%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38627.82     | 0.06%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                     | PSEG Power LLC                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64473.22     | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | 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      | $150095.55    | 0.23%             | 2042-12-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                         | PRPM Trust, Series 2025-NQM3, Class B1                                                 | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753540.53    | 1.17%             | 2070-05-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                         | PRPM Trust, Series 2025-NQM6, Class B1                                                 | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $602736.96    | 0.93%             | 2070-12-25      | Variable      | 6.96%                 | 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        |    133552 | PA      | $134564.66    | 0.21%             | 2032-01-15      | Fixed         | 6.53%                 | 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        |    173063 | PA      | $174105.54    | 0.27%             | 2032-03-15      | Fixed         | 6.17%                 | 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      | $185601.17    | 0.29%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |    108436 | PA      | $108861.31    | 0.17%             | 2029-04-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                     | Park Intermediate Holdings LLC                                                         | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169959.90    | 0.26%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.              | Clydesdale Acquisition Holdings, Inc., Class Senior Secured First Lien Term Loan       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     70000 | PA      | $70137.20     | 0.11%             | 2029-04-13      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                                                          | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64250.59     | 0.10%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                  | PennyMac Financial Services, Inc.                                                      | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    295000 | PA      | $308996.24    | 0.48%             | 2032-05-15      | Fixed         | 6.88%                 | 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      | $150942.63    | 0.23%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                        | Qorvo, Inc.                                                                            | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66847.25     | 0.10%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                            | Qnity Electronics, Inc.                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72646.11     | 0.11%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                  | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69181.81     | 0.11%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                        | QXO Building Products, Inc.                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365826.54    | 0.57%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                            | Quikrete Holdings, Inc.                                                                | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250795.48    | 0.39%             | 2033-03-01      | 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      | $125228.04    | 0.19%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                           | Radiology Partners, Inc.                                                               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146424.25    | 0.23%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Finance LLC                             | INEOS U.S. Finance LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     19585 | PA      | $15943.61     | 0.02%             | 2030-02-18      | Variable      | 6.97%                 | 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        |    203463 | PA      | $204332.30    | 0.32%             | 2031-07-31      | Variable      | 6.22%                 | 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      | $150880.35    | 0.23%             | 2039-10-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                     | Anywhere Real Estate Group LLC                                                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79741.48     | 0.12%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC, Class Senior Secured First Lien Term Loan                    | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $109156.30    | 0.17%             | 2031-03-31      | Variable      | 7.05%                 | 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      | $149416.62    | 0.23%             | 2049-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                     | Rivers Enterprise Borrower LLC                                                         | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $312016.53    | 0.48%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                       | Rivers Enterprise Lender LLC                                                           | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148073.86    | 0.23%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                  | Rocket Cos., Inc.                                                                      | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72397.79     | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                  | Rocket Cos., Inc.                                                                      | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73070.83     | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                      | Rollins, Inc.                                                                          | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64308.70     | 0.10%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     61000 | PA      | $61278.55     | 0.09%             | 2036-01-15      | Fixed         | 5.38%                 | 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        |     64569 | PA      | $59910.94     | 0.09%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                      | SM Energy Co.                                                                          | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63940.41     | 0.10%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc.                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32340.01     | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                   | Sabre GLBL, Inc.                                                                       | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38684.77     | 0.06%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                               | Sabra Health Care LP                                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41240.23     | 0.06%             | 2031-12-01      | Fixed         | 3.20%                 | 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        |     44611 | PA      | $44669.27     | 0.07%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    157995 | PA      | $158766.80    | 0.25%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust                                        | SCOTT Trust, Series 2023-SFS, Class AS                                                 | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101830.71    | 0.16%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                      | Seaspan Corp.                                                                          | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    130000 | PA      | $123570.52    | 0.19%             | 2029-08-01      | Fixed         | 5.50%                 | 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        |     65000 | PA      | $64259.32     | 0.10%             | 2031-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                        | Caesars Entertainment, Inc., Class Senior Secured First Lien Term Loan                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    240000 | PA      | $238200.00    | 0.37%             | 2031-02-06      | Variable      | 5.97%                 | 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        |    128632 | PA      | $129766.72    | 0.20%             | 2029-02-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                  | Motion Finco Sarl, Class Senior Secured First Lien Term Loan                           | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     49875 | PA      | $44357.83     | 0.07%             | 2029-11-13      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                       | Vestis Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |     80000 | PA      | $73700.00     | 0.11%             | 2031-02-24      | Variable      | 6.07%                 | 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        |     19041 | PA      | $18342.76     | 0.03%             | 2031-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services, Inc.                      | Pacific Dental Services, Inc., Class Senior Secured First Lien Term Loan               | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $50125.56     | 0.08%             | 2031-03-17      | Variable      | 6.24%                 | 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        |     86578 | PA      | $85983.20     | 0.13%             | 2030-03-15      | Variable      | 8.47%                 | 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        |     74437 | PA      | $74600.04     | 0.12%             | 2031-03-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                           | Lumen Technologies, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    115000 | PA      | $114561.85    | 0.18%             | 2029-04-16      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                | Sirius XM Radio LLC                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186620.98    | 0.29%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | 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        |     64398 | PA      | $64666.66     | 0.10%             | 2031-05-01      | Variable      | 6.72%                 | 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        |    266843 | PA      | $254999.31    | 0.40%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                  | Solstice Advanced Materials, Inc.                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282635.95    | 0.44%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                      | Staples, Inc., Class Senior Secured First Lien Term Loan                               | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     34824 | PA      | $33158.58     | 0.05%             | 2029-08-23      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                     | Univision Communications, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    170000 | PA      | $169867.40    | 0.26%             | 2029-01-23      | Variable      | 7.42%                 | 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        |     65618 | PA      | $61728.14     | 0.10%             | 2031-06-06      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)         | Edelman Financial Engines Center LLC (The), Class Senior Secured Second Lien Term Loan | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     25000 | PA      | $25010.50     | 0.04%             | 2028-10-20      | Variable      | 8.97%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The), Series 2025                                                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96071.98     | 0.15%             | 2055-03-15      | Variable      | 6.38%                 | 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        |     49312 | PA      | $49568.33     | 0.08%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                 | Southern Power Co., Series B                                                           | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40583.22     | 0.06%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                          | OVG Business Services LLC, Class Senior Secured First Lien Term Loan                   | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204482 | PA      | $205121.33    | 0.32%             | 2031-06-25      | Variable      | 6.72%                 | 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        |    114133 | PA      | $114846.50    | 0.18%             | 2031-07-09      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                     | Ardonagh Group Finco Pty. Ltd., Class Senior Secured First Lien Term Loan              | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    134326 | PA      | $134298.30    | 0.21%             | 2031-02-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                  | Standard Building Solutions, Inc.                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92722.14     | 0.14%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                  | Standard Building Solutions, Inc.                                                      | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75266.12     | 0.12%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co. LLC                               | Star Leasing Co. LLC                                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46558.19     | 0.07%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                      | Staples, Inc.                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184156.53    | 0.29%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                      | Starwood Property Trust, Inc.                                                          | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156713.84    | 0.24%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                | Lightning Power LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    153062 | PA      | $154044.40    | 0.24%             | 2031-08-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                  | Kenan Advantage Group, Inc. (The), Class Senior Secured First Lien Term Loan           | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |     74621 | PA      | $74098.86     | 0.11%             | 2029-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     24200 | PA      | $24234.00     | 0.04%             | 2030-09-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                             | LifePoint Health, Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    137507 | PA      | $138112.23    | 0.21%             | 2031-05-19      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Golden State Foods                                 | Golden State Foods LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14962 | PA      | $15074.43     | 0.02%             | 2031-12-04      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                              | Suzano Netherlands BV                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $39680.20     | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                                     | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39773.59     | 0.06%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                            | Talen Energy Supply LLC                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81630.71     | 0.13%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                       | Tallgrass Energy Partners LP                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67424.70     | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                       | Tallgrass Energy Partners LP                                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55032.21     | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | 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        |     49874 | PA      | $48029.21     | 0.07%             | 2028-09-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                         | Zelis Payments Buyer, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    119110 | PA      | $118365.59    | 0.18%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                  | Taylor Morrison Communities, Inc.                                                      | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102952.20    | 0.16%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                        | TELUS Corp.                                                                            | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $87488.52     | 0.14%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                             | Tenet Healthcare Corp.                                                                 | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20604.38     | 0.03%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                             | Tenet Healthcare Corp.                                                                 | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20287.12     | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                             | Cengage Learning, Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    153838 | PA      | $154651.30    | 0.24%             | 2031-03-24      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                      | Textron, Inc.                                                                          | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59188.12     | 0.09%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corp.                              | Hexion Holdings Corp., Class Senior Secured First Lien Term Loan                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     62241 | PA      | $60184.51     | 0.09%             | 2029-03-15      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                     | RealPage, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19900 | PA      | $19989.15     | 0.03%             | 2028-04-24      | Variable      | 7.45%                 | 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        |    148105 | PA      | $127440.30    | 0.20%             | 2031-12-31      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                       | Acrisure LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    244383 | PA      | $244497.73    | 0.38%             | 2030-11-06      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                        | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154612 | PA      | $155095.46    | 0.24%             | 2031-06-02      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                       | McAfee Corp., Class Senior Secured First Lien Term Loan                                | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     64511 | PA      | $59746.15     | 0.09%             | 2029-03-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                    | CommScope, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    265000 | PA      | $265842.70    | 0.41%             | 2029-12-18      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC               | Frontier Communications Holdings LLC, Class Senior Secured First Lien Term Loan        | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99749 | PA      | $99951.73     | 0.15%             | 2031-07-01      | Variable      | 6.24%                 | 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        |    165445 | PA      | $165806.88    | 0.26%             | 2031-01-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                      | Freeport LNG Investments LLLP, Class Senior Secured First Lien Term Loan               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     66632 | PA      | $66985.81     | 0.10%             | 2028-12-21      | Variable      | 7.12%                 | 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        |     55750 | PA      | $56128.36     | 0.09%             | 2032-01-16      | Variable      | 6.67%                 | 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      | $64757.99     | 0.10%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94232.40     | 0.15%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133484.91    | 0.21%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10382.01     | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                                                        | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15634.79     | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | 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        |    254359 | PA      | $255562.41    | 0.40%             | 2028-12-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                             | Boxer Parent Co., Inc., Class Senior Secured First Lien Term Loan                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    138950 | PA      | $138752.00    | 0.22%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                         | Garda World Security Corp., Class Senior Secured First Lien Term Loan                  | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    104474 | PA      | $105048.29    | 0.16%             | 2029-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                        | Kaman Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    104802 | PA      | $105353.11    | 0.16%             | 2032-02-26      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                        | Kaman Corp., Class Senior Secured First Lien Term Loan                                 | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       949 | PA      | $954.15       | 0.00%             | 2032-02-26      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                            | Quikrete Holdings, Inc., Class Senior Secured First Lien Term Loan                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    238548 | PA      | $239553.22    | 0.37%             | 2032-02-10      | Variable      | 5.97%                 | 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        |      4950 | PA      | $4973.04      | 0.01%             | 2031-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                         | Trident TPI Holdings, Inc.                                                             | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80017.94     | 0.12%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                       | Focus Financial Partners LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    118611 | PA      | $118944.66    | 0.18%             | 2031-09-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                | Triton Container International Ltd.                                                    | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     65000 | PA      | $59129.73     | 0.09%             | 2032-03-15      | Fixed         | 3.25%                 | 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        |     55575 | PA      | $55876.38     | 0.09%             | 2032-02-19      | Variable      | 6.84%                 | 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        |     14962 | PA      | $15044.79     | 0.02%             | 2032-03-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC               | Prime Security Services Borrower LLC, Class Senior Secured First Lien Term Loan        | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    139649 | PA      | $139465.48    | 0.22%             | 2032-03-08      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| X Corp.                                            | X Corp., Class Senior Secured First Lien Term Loan                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184166 | PA      | $181338.50    | 0.28%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                     | Cotiviti, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    104475 | PA      | $100558.19    | 0.16%             | 2032-03-26      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| X Corp.                                            | X Corp., Class Senior Secured First Lien Term Loan                                     | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $54911.45     | 0.09%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                  | 1211 Avenue of the Americas Trust, Series 2015-1211, Class A1A2                        | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96837.50     | 0.15%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                         | BCPE Empire Holdings, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    153450 | PA      | $152107.31    | 0.24%             | 2030-12-11      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                          | UKG, Inc.                                                                              | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179009.98    | 0.28%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                     | US Foods, Inc.                                                                         | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193707.66    | 0.30%             | 2033-04-15      | Fixed         | 5.75%                 | 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      | $143790.89    | 0.22%             | 2051-10-15      | Variable      | 4.79%                 | 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        |     29850 | PA      | $29230.76     | 0.05%             | 2030-10-08      | Variable      | 9.97%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                         | United Natural Foods, Inc.                                                             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176004.50    | 0.27%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                 | United Rentals North America, Inc.                                                     | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159983.53    | 0.25%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                     | Uniti Group LP                                                                         | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59150.46     | 0.09%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                     | Univision Communications, Inc.                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81599.68     | 0.13%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                            | VSP Optical Group, Inc.                                                                | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22154.73     | 0.03%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                     | VT Topco, Inc.                                                                         | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82882.22     | 0.13%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                        | Grant Thornton Advisors LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     84788 | PA      | $85226.70     | 0.13%             | 2031-06-02      | Variable      | 6.72%                 | 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        |    109725 | PA      | $109941.16    | 0.17%             | 2032-07-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                                                     | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88259.50     | 0.14%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                         | AAdvantage Loyalty IP Ltd., Class Senior Secured First Lien Term Loan                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89550 | PA      | $90110.14     | 0.14%             | 2032-05-28      | Variable      | 7.13%                 | 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      | $25130.13     | 0.04%             | 2032-06-16      | Variable      | 6.31%                 | 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        |     89775 | PA      | $90308.71     | 0.14%             | 2032-05-31      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV, Class Senior Secured First Lien Term Loan                        | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     34825 | PA      | $34879.50     | 0.05%             | 2032-06-04      | Variable      | 5.67%                 | 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      | $118916.16    | 0.18%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87103.75     | 0.13%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                 | Venture Global Plaquemines LNG LLC                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56040.84     | 0.09%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                           | Venture Global LNG, Inc.                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54725.32     | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                           | Venture Global LNG, Inc.                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85796.89     | 0.13%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                              | Veritiv Operating Co.                                                                  | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $209910.29    | 0.33%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                                           | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39980.52     | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                       | Compass Power Generation LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    127316 | PA      | $128334.87    | 0.20%             | 2029-04-16      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC, Class Senior Secured First Lien Term Loan                                 | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     19900 | PA      | $19917.11     | 0.03%             | 2030-09-19      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-9, Class B2                                    | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751474.65    | 1.16%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-11, Class B1                                   | CUSIP: 924935AL3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $698679.31    | 1.08%             | 2070-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                 | Vertiv Group Corp.                                                                     | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75110.79     | 0.12%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                             | Colossus Acquireco LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    229425 | PA      | $229528.24    | 0.36%             | 2032-07-30      | Variable      | 5.41%                 | 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      | $630051.44    | 0.98%             | 2069-11-25      | Variable      | 6.85%                 | 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      | $509698.80    | 0.79%             | 2070-01-25      | Variable      | 7.01%                 | 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      | $631618.13    | 0.98%             | 2070-03-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-5, Class B1                                    | CUSIP: 92540XAE1<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $761256.15    | 1.18%             | 2070-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2025-6, Class B1                                    | CUSIP: 92540YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $757339.20    | 1.17%             | 2070-07-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                 | VICI Properties LP                                                                     | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37268.00     | 0.06%             | 2032-05-15      | Fixed         | 5.12%                 | 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      | $114425.00    | 0.18%             | 2032-06-17      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                | Victra Holdings LLC                                                                    | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $316933.42    | 0.49%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    213925 | PA      | $216438.62    | 0.34%             | 2031-01-15      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                | Viking Cruises Ltd.                                                                    | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    335000 | PA      | $340344.26    | 0.53%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                | Nexstar Media, Inc., Class Senior Secured First Lien Term Loan                         | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    109725 | PA      | $110370.19    | 0.17%             | 2032-06-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                          | Viper Energy Partners LLC                                                              | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43520.95     | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                           | Radiology Partners, Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    134662 | PA      | $134589.11    | 0.21%             | 2032-06-30      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                              | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20746.73     | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Finance U.S., Inc.                           | Crown Finance U.S., Inc., Class Senior Secured First Lien Term Loan                    | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114350 | PA      | $112992.59    | 0.18%             | 2031-12-02      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                              | Vital Care Issuer LLC, Series 2025-1A, Class A2                                        | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252862.50    | 0.39%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                 | Voyager Parent LLC                                                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74321.17     | 0.12%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                                 | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57401.45     | 0.09%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                              | WR Grace Holdings LLC                                                                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125206.62    | 0.19%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                  | WBI Operating LLC                                                                      | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $164463.34    | 0.25%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.        | DG Investment Intermediate Holdings 2, Inc., Class Senior Secured First Lien Term Loan | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230862.50    | 0.36%             | 2032-07-09      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                              | Walker & Dunlop, Inc.                                                                  | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $180381.95    | 0.28%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Froneri U.S., Inc.                                 | Froneri U.S., Inc., Class Senior Secured First Lien Term Loan                          | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    120000 | PA      | $120167.39    | 0.19%             | 2032-09-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd. (The)                       | Boots Group Bidco Ltd. (The), Class Senior Secured First Lien Term Loan                | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     80000 | PA      | $80533.20     | 0.12%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                 | Wand NewCo 3, Inc.                                                                     | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    444000 | PA      | $470120.52    | 0.73%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                     | EG America LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44439 | PA      | $44666.05     | 0.07%             | 2028-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                         | Team Health Holdings, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $84964.89     | 0.13%             | 2028-06-30      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Curium BidCo Sarl                                  | Curium BidCo Sarl, Class Senior Secured First Lien Term Loan                           | CUSIP: L2210TAM7<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |     49019 | PA      | $49570.60     | 0.08%             | 2031-08-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC, Class Senior Secured First Lien Term Loan                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     99750 | PA      | $100388.90    | 0.16%             | 2032-08-20      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                       | PetSmart LLC, Class Senior Secured First Lien Term Loan                                | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79775.20     | 0.12%             | 2032-08-18      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                              | Tiger Acquisition LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138863 | PA      | $139470.30    | 0.22%             | 2032-08-23      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                     | Watco Cos. LLC                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $314360.10    | 0.49%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                        | Wayfair LLC                                                                            | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271623.30    | 0.42%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                        | Wayfair LLC                                                                            | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72047.50     | 0.11%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings, Inc.                     | Victory Capital Holdings, Inc., Class Senior Secured First Lien Term Loan              | CUSIP: 92645DAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29925 | PA      | $30135.22     | 0.05%             | 2032-09-23      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                             | Aveanna Healthcare LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 05549DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109725 | PA      | $110554.52    | 0.17%             | 2032-09-17      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                         | TKO Worldwide Holdings LLC, Class Senior Secured First Lien Term Loan                  | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39800 | PA      | $40026.66     | 0.06%             | 2031-11-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                 | Pinnacle Buyer LLC, Class Senior Secured First Lien Term Loan                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     33548 | PA      | $33716.30     | 0.05%             | 2032-10-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                | Victra Holdings LLC, Class Senior Secured First Lien Term Loan                         | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249191 | PA      | $249852.78    | 0.39%             | 2029-03-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                             | Meade Pipeline Co. LLC, Class Senior Secured First Lien Term Loan                      | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |     90000 | PA      | $90618.75     | 0.14%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners, Inc.                | Green Infrastructure Partners, Inc., Class Senior Secured First Lien Term Loan         | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230862.50    | 0.36%             | 2032-09-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                     | Weatherford International Ltd.                                                         | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $184435.56    | 0.29%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                       | Lavender Dutch BorrowerCo BV, Class Senior Secured First Lien Term Loan                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     75000 | PA      | $75703.13     | 0.12%             | 2032-12-02      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                | American Axle & Manufacturing, Inc., Class Senior Secured First Lien Term Loan         | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85176.80     | 0.13%             | 2032-09-20      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance U.S., Inc.                    | ION Platform Finance U.S., Inc., Class Senior Secured First Lien Term Loan             | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $141214.50    | 0.22%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Openlane, Inc.                                     | Openlane, Inc., Class Senior Secured First Lien Term Loan                              | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105263.03    | 0.16%             | 2032-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Project Aurora U.S. Finco, Inc.                    | Project Aurora U.S. Finco, Inc., Class Senior Secured First Lien Term Loan             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     54862 | PA      | $55205.39     | 0.09%             | 2032-09-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                              | Blackfin Pipeline LLC, Class Senior Secured First Lien Term Loan                       | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $95296.88     | 0.15%             | 2032-10-01      | Variable      | 6.75%                 | 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        |   2067974 | PA      | $89201.21     | 0.14%             | 2058-05-15      | Variable      | 1.12%                 | 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      | $179999.96    | 0.28%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64011.97     | 0.10%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class C                        | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $123024.65    | 0.19%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                          | Zayo Group Holdings, Inc., Class Senior Secured First Lien Term Loan                   | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108798 | PA      | $103556.53    | 0.16%             | 2030-03-11      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                     | Dawn Bidco LLC, Class Senior Secured First Lien Term Loan                              | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $239572.80    | 0.37%             | 2032-10-07      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                      | Sunrise Financing Partnership, Class Senior Secured First Lien Term Loan               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85000 | PA      | $85410.13     | 0.13%             | 2032-02-17      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                           | WESCO Distribution, Inc.                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370871.71    | 0.57%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA, Class Senior Secured First Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    122468 | PA      | $122595.87    | 0.19%             | 2031-05-30      | Variable      | 10.86%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                            | Talen Energy Supply LLC, Class Senior Secured First Lien Term Loan                     | CUSIP: 87422LBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105148.05    | 0.16%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                    | NEP Group, Inc., Class Senior Secured First Lien Term Loan                             | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25513 | PA      | $23504.20     | 0.04%             | 2031-10-17      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                    | Live Nation Entertainment, Inc., Class Senior Secured First Lien Term Loan             | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $85212.50     | 0.13%             | 2032-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                    | Madison IAQ LLC, Class Senior Secured First Lien Term Loan                             | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76388 | PA      | $76964.85     | 0.12%             | 2032-05-06      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                   | CPI Holdco B LLC, Class CPI Holdco B LLC                                               | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14962 | PA      | $15010.97     | 0.02%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                         | Allison Transmission, Inc., Class Senior Secured First Lien Term Loan                  | CUSIP: 01973KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115742.90    | 0.18%             | 2033-01-03      | Variable      | 5.43%                 | 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      | $54319.88     | 0.08%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                         | Genmab A/S, Class Senior Secured First Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |     65000 | PA      | $65386.10     | 0.10%             | 2032-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                    | Whirlpool Corp.                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67929.13     | 0.11%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                       | Pye-Barker Fire & Safety LLC, Class Senior Secured First Lien Term Loan                | CUSIP: 69380SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34800 | PA      | $35057.35     | 0.05%             | 2032-12-16      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                | Bausch + Lomb Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: C0787FAL6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     20000 | PA      | $20235.00     | 0.03%             | 2031-01-15      | Variable      | 7.51%                 | 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        |     30000 | PA      | $30059.10     | 0.05%             | 2032-07-01      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                                | Tecta America Corp., Class Senior Secured First Lien Term Loan                         | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59700 | PA      | $60002.99     | 0.09%             | 2032-02-18      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                         | Willis North America, Inc.                                                             | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12019.67     | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | 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        |    183706 | PA      | $181865.52    | 0.28%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                            | Windstream Services LLC                                                                | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57789.03     | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                            | Windstream Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41038.32     | 0.06%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                             | XHR LP                                                                                 | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    269000 | PA      | $277967.12    | 0.43%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                          | XPO, Inc.                                                                              | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104676.00    | 0.16%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |       837 | NS      | $15000.55     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** DoubleLine ETF Trust

**Signature:** Henry V. Chase

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

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