# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001145549-23-011698
**Filing Date:** 2023-2
**Character Count:** 662464
**Document Hash:** 20e5fdaf333ecdd54764e97aa013b796
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011698.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011698

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 23675487

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

**MAIL ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Flexible Income Fund (Series ID: S000044832)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000139216 | Class I      | DFLEX           |
| C000139217 | Class N      | DLINX           |
| C000213588 | Class R6     | DFFLX           |

## Nport-Ex

------

**DoubleLine Flexible Income Fund** 

Schedule of Investments

December 31, 2022 (Unaudited)

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **Asset Backed Obligations - 5.4%** | **Asset Backed Obligations - 5.4%** | **Asset Backed Obligations - 5.4%** | **Asset Backed Obligations - 5.4%** | **Asset Backed Obligations - 5.4%** |
| 5000000 | Affirm Asset Securitization Trust, Series 2021-B-D | 2.54 % (a) | 08/17/2026 | 4483078 |
| 650000 | Amur Equipment Finance Receivables LLC, Series 2021-1A-E | 4.13 % (a) | 03/20/2028 | 583083 |
| 513000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A-C | 3.77 % (a) | 03/15/2027 | 476652 |
| 1819688 | CAL Funding Ltd., Series 2020-1A-A | 2.22 % (a) | 09/25/2045 | 1575534 |
| 808750 | CAL Funding Ltd., Series 2020-1A-B | 3.50 % (a) | 09/25/2045 | 707281 |
| 2468915 | Castlelake Aircraft Securitization Trust, Series 2018-1-B | 5.30 % (a) | 06/15/2043 | 1777480 |
| 2966202 | Castlelake Aircraft Structured Trust, Series 2019-1A-C | 6.90 % (a)(m) | 04/15/2039 | 1732034 |
| 1041983 | Diamond Resorts Owner Trust, Series 2021-1A-D | 3.83 % (a) | 11/21/2033 | 959646 |
| 6250000 | ExteNet LLC, Series 2019-1A-C | 5.22 % (a) | 07/26/2049 | 5844026 |
| 1749902 | GAIA Aviation Ltd., Series 2019-1-C | 7.00 % (a)(e)(m) | 12/15/2044 | 857905 |
| 2185299 | Horizon Aircraft Finance Ltd., Series 2019-1-C | 6.90 % (a)(m) | 07/15/2039 | 992549 |
| 1855212 | Jersey Mike's Funding, Series 2019-1A-A2 | 4.43 % (a) | 02/15/2050 | 1672955 |
| 1134247 | JOL Air Ltd., Series 2019-1-B | 4.95 % (a) | 04/15/2044 | 783608 |
| 1171110 | Loanpal Solar Loan Ltd., Series 2021-1GS-C | 3.50 % (a) | 01/20/2048 | 804897 |
| 3228819 | Lunar Structured Aircraft Portfolio Notes, Series 2021-1-C | 5.68 % (a)(m) | 10/15/2046 | 2578222 |
| 1431447 | Mosaic Solar Loan Trust, Series 2018-1A-C | 0.00 % (a)(b) | 06/22/2043 | 1317711 |
| 5499701 | Pagaya AI Debt Selection Trust, Series 2021-3-C | 3.27 % (a) | 05/15/2029 | 4626573 |
| 1350000 | Pagaya AI Debt Selection Trust, Series 2021-5-CERT | 0.00 % (a)(l)(m) | 08/15/2029 | 1141452 |
| 4482841 | Regional Ltd., Series 2021-1A-A | 5.75% | 04/15/2041 | 3899346 |
| 2350665 | Textainer Marine Containers Ltd., Series 2020-2A-A | 2.10 % (a) | 09/20/2045 | 2050798 |
| 1750000 | Upstart Securitization Trust, Series 2021-3-C | 3.28 % (a) | 07/20/2031 | 1507622 |
| 4575719 | Vivint Solar Financing LLC, Series 2018-1A-A | 4.73 % (a) | 04/30/2048 | 4064555 |
| 9779973 | WAVE LLC, Series 2019-1-C | 6.41 % (a)(m) | 09/15/2044 | 5193997 |
| 1121328 | Willis Engine Structured Trust, Series 2018-A-A | 4.75 % (a)(e) | 09/15/2043 | 883874 |
| 2812437 | Zephyrus Capital Aviation Partners Ltd., Series 2018-1-A | 4.61 % (a) | 10/15/2038 | 2307230 |
|  **Total Asset Backed Obligations** (Cost $67,734,729) | **Total Asset Backed Obligations** (Cost $67,734,729) | **Total Asset Backed Obligations** (Cost $67,734,729) |  | 52822108 |
|  **Bank Loans - 8.2%** | **Bank Loans - 8.2%** | **Bank Loans - 8.2%** | **Bank Loans - 8.2%** | **Bank Loans - 8.2%** |
|  | 1011778 B.C. Unlimited Liability Company, Senior Secured First Lien Term Loan |  |  |  |
| 67036 | (3 Month LIBOR USD + 1.75%) | 6.16% | 11/19/2026 | 66012 |
| 225426 | (1 Month LIBOR USD + 1.75%) | 6.13% | 01/31/2023 | 221984 |
| 225000 | AAdvantage Loyalty IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 8.99% | 04/20/2028 | 224403 |
| 562036 | Access CIG LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 7.82% | 02/27/2025 | 551790 |
| 188100 | Acrisure LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 0.50% Floor) | 8.63% | 02/16/2027 | 182535 |
| 115104 | Acuris Finance, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 8.73% | 02/16/2028 | 113378 |
| 374351 | Agiliti Health, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%) | 6.88% | 01/05/2026 | 366396 |
| 576913 | AI Aqua Merger Sub, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.50% Floor) | 7.97% | 07/31/2028 | 544822 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 233825 | Air Canada, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.75% Floor) | 8.13% | 08/11/2028 | 231815 |
| 200469 | Air Methods Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.17% | 04/22/2024 | 113541 |
| 702488 | AlixPartners LLP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.13% | 02/04/2028 | 697784 |
| 258796 | Alliance Laundry Systems LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.41% | 10/08/2027 | 254073 |
| 396013 | Alliant Holdings Intermediate LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 05/09/2025 | 391415 |
| 477093 | Allied Universal Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 7.82% | 05/12/2028 | 454195 |
| 366104 | Almonde, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.50%, 1.00% Floor) | 6.87% | 06/13/2024 | 324763 |
| 60000 | Almonde, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.25%, 1.00% Floor) | 10.62% | 06/16/2025 | 45043 |
| 341283 | Alterra Mountain Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 08/17/2028 | 337978 |
| 82325 | AMC Entertainment Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.27% | 04/22/2026 | 45013 |
|  | Amentum Government Services Holdings LLC, Senior Secured First Lien Term Loan |  |  |  |
| 345721 | (1 Month LIBOR USD + 4.00%) | 8.38% | 01/31/2023 | 338951 |
| 115118 | (6 Month LIBOR USD + 4.00%) | 8.17% | 03/30/2023 | 112863 |
| 129350 | Amentum Government Services Holdings LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 8.77% | 02/15/2029 | 126359 |
| 311900 | American Airlines, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 01/29/2027 | 296862 |
| 223875 | American Tire Distributors, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.61% | 10/20/2028 | 205965 |
| 171637 | American Trailer World Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.75% Floor) | 8.17% | 03/03/2028 | 149182 |
| 359378 | AmWINS Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.75% Floor) | 6.63% | 02/22/2028 | 353453 |
| 443535 | Applied Systems, Inc. | 8.83 % (c) | 09/19/2026 | 442093 |
| 315000 | Applied Systems, Inc. | 11.08 % (c) | 09/19/2027 | 313819 |
|  | APX Group, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 162922 | (6 Month LIBOR USD + 3.25%, 0.50% Floor) | 6.73% | 01/18/2023 | 161472 |
| 15 | (Prime Rate + 2.25%, 0.50% Floor) | 9.75% | 04/18/2023 | 15 |
| 208159 | Artera Services LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 1.00% Floor) | 7.98% | 03/06/2025 | 170395 |
| 58184 | Artera Services LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 8.23% | 03/06/2025 | 47857 |
| 587161 | Ascend Learning LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 12/11/2028 | 556620 |
| 103216 | Ascend Learning LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.75%, 0.50% Floor) | 10.13% | 12/10/2029 | 89325 |
| 525493 | AssuredPartners, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 02/12/2027 | 511591 |
| 143913 | AssuredPartners, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%, 0.50% Floor) | 7.82% | 02/12/2027 | 140099 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 234126 | Astra Acquisition Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.63% | 10/25/2028 | 207787 |
| 145387 | Asurion LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 12/23/2026 | 129970 |
| 339455 | Asurion LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 07/30/2027 | 298086 |
| 50000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/31/2028 | 39292 |
| 525000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/19/2029 | 411188 |
| 164506 | Atlas Purchaser, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.25%, 0.75% Floor) | 8.68% | 05/08/2028 | 116491 |
| 10873 | Aveanna Healthcare LLC, Senior Secured First Lien (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 7.77% | 07/17/2028 | 8421 |
| 154021 | Aveanna Healthcare LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.14% | 07/17/2028 | 119289 |
| 190000 | Aveanna Healthcare LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%, 0.50% Floor) | 11.39% | 12/10/2029 | 114000 |
| 235000 | Axalta Coating Systems US Holdings, Inc. | 7.32 % (c) | 12/20/2029 | 235529 |
| 429682 | Bally's Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.54% | 10/02/2028 | 398745 |
| 547549 | Bausch & Lomb Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.25%, 0.50% Floor) | 7.84% | 05/10/2027 | 522313 |
| 197933 | BCP Renaissance Parent LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%, 1.00% Floor) | 7.82% | 11/02/2026 | 196413 |
| 54588 | BCPE Empire Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.63%, 0.50% Floor) | 9.05% | 06/11/2026 | 53223 |
| 337323 | Blackhawk Network Holdings, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.00%) | 7.08% | 06/16/2025 | 329583 |
| 753525 | Blackstone CQP Holdco LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.48% | 06/05/2028 | 751170 |
| 288281 | Boxer Parent Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 10/02/2025 | 276685 |
| 36056 | Bright Bidco B.V. (3 Month Secured Overnight Financing Rate + 8.00%, 1.00% Floor) | 12.09% | 10/29/2027 | 31669 |
| 692632 | Brookfield WEC Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.13% | 08/01/2025 | 683939 |
| 645317 | Brown Group Holding LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.88% | 06/07/2028 | 634653 |
| 127400 | Cablevision Lightpath LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.57% | 11/30/2027 | 122225 |
| 437982 | Caesars Resort Collection LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 07/21/2025 | 437459 |
| 48375 | Calpine Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 08/12/2026 | 47840 |
| 298379 | Camelot US Acquisition Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 10/30/2026 | 294090 |
| 65784 | Camelot US Acquisition Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.38% | 10/30/2026 | 64880 |
| 82875 | Carnival Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.75% Floor) | 7.38% | 06/30/2025 | 79693 |
| 481487 | Carnival Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.63% | 10/18/2028 | 452116 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 526838 | Castle US Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 01/29/2027 | 328286 |
| 516080 | Castlelake Aviation LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.52% | 10/22/2026 | 512439 |
| 572452 | Cengage Learning, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 4.75%, 1.00% Floor) | 7.81% | 07/14/2026 | 516192 |
| 235000 | Central Parent, Inc. (3 Month Secured Overnight Financing Rate + 4.50%, 0.50% Floor) | 9.08% | 07/06/2029 | 233277 |
| 257340 | Charter Communications Operating LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 02/01/2027 | 251679 |
| 196500 | Charter Next Generation, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 12/01/2027 | 191235 |
| 355500 | CHG Healthcare Services, Inc, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 09/29/2028 | 348564 |
| 93591 | Cincinnati Bell, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%, 0.50% Floor) | 7.67% | 11/22/2028 | 92094 |
| 753360 | Clarios Global LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 04/30/2026 | 740805 |
| 114847 | Clear Channel Outdoor Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 7.91% | 08/21/2026 | 104870 |
| 255567 | ClubCorp Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%) | 7.48% | 09/18/2024 | 231354 |
| 492525 | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.18%, 0.50% Floor) | 8.60% | 04/13/2029 | 470300 |
| 242579 | CMG Media Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 8.23% | 12/17/2026 | 227809 |
| 691735 | CNT Holdings Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.50%, 0.75% Floor) | 7.24% | 11/08/2027 | 671291 |
| 22459 | Columbus McKinnon Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.50% | 05/15/2028 | 22206 |
| 378896 | Compass Power Generation LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.25%, 1.00% Floor) | 8.69% | 04/16/2029 | 376608 |
| 138250 | Conair Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 7.42% | 05/17/2028 | 116994 |
| 87750 | Connect US Finco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.89% | 12/11/2026 | 86918 |
| 136850 | Conservice Midco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%) | 8.63% | 05/13/2027 | 133115 |
| 194948 | Constant Contact, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 7.91% | 02/10/2028 | 172773 |
| 228827 | Corelogic, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.94% | 06/02/2028 | 191715 |
| 461513 | Cornerstone Building Brands, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.13% | 10/16/2028 | 414207 |
| 102339 | Cyanco Intermediate Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 03/17/2025 | 98629 |
| 358210 | Cyxtera DC Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.36% | 05/01/2024 | 307054 |
| 344486 | DCert Buyer, Inc., Senior Secured First Lien Term Loan (6 Month Secured Overnight Financing Rate + 4.00%) | 8.70% | 10/16/2026 | 333536 |
| 95000 | DCert Buyer, Inc., Senior Secured Second Lien Term Loan (6 Month Secured Overnight Financing Rate + 7.00%) | 11.70% | 02/19/2029 | 87115 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 434217 | Deerfield Dakota Holding LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 1.00% Floor) | 8.07% | 04/09/2027 | 406605 |
| 415000 | Delta 2 Sarl, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%, 0.50% Floor) | 7.57% | 01/14/2030 | 415311 |
| 75000 | Delta Topco, Inc., Senior Secured Second Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor) | 11.65% | 12/01/2028 | 59719 |
| 246193 | DexKo Global, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.75%, 0.50% Floor) | 8.59% | 10/04/2028 | 221539 |
| 483608 | DG Investment Intermediate Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.75% Floor) | 8.07% | 03/31/2028 | 463659 |
| 45000 | DG Investment Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 6.75%, 0.75% Floor) | 11.07% | 03/30/2029 | 39975 |
| 618750 | Diamond (BC) B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.16% | 09/29/2028 | 599027 |
| 121344 | Diamond Sports Group LLC, Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 08/24/2026 | 15573 |
| 395570 | DirectTV Financing LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.38% | 08/02/2027 | 385970 |
| 76174 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.92% | 04/06/2026 | 72805 |
| 141683 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%) | 7.92% | 04/06/2026 | 135418 |
| 277900 | Echo Global Logistics, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.57% | 11/24/2028 | 261921 |
| 244476 | Edgewater Generation LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 12/12/2025 | 232741 |
| 108726 | EG America LLC, Senior Secured First Lien Delayed-Draw Term Loan (3 Month LIBOR USD + 4.25%, 0.50% Floor) | 8.98% | 03/31/2026 | 102134 |
| 184832 | EG Group Limited, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.73% | 02/06/2025 | 175014 |
| 212314 | Eisner Advisory Group LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.25%, 0.75% Floor) | 9.69% | 07/28/2028 | 201698 |
| 67895 | Element Materials Technology Group, Inc. (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.93% | 06/22/2029 | 66509 |
| 147105 | Element Materials Technology Group, Inc. (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.93% | 06/22/2029 | 144102 |
| 202795 | Endurance International Group, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.72% | 02/10/2028 | 183023 |
| 168292 | Energizer Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.63% | 12/22/2027 | 165557 |
| 202731 | Envision Healthcare Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.75%, 1.00% Floor) | 8.33% | 03/31/2027 | 54061 |
| 82800 | Envision Healthcare Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 1.00% Floor) | 8.37% | 03/31/2027 | 28980 |
| 19647 | eResearchTechnology, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor) | 8.88% | 02/04/2027 | 17394 |
| 133313 | Everi Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.88% | 08/03/2028 | 132424 |
| 680243 | EW Scripps Company, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.56%, 0.75% Floor) | 6.95% | 05/01/2026 | 670295 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 133759 | Exgen Renewables LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%, 1.00% Floor) | 7.24% | 12/15/2027 | 132686 |
| 332488 | Fertitta Entertainment LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.00%, 0.50% Floor) | 8.32% | 01/29/2029 | 316779 |
| 296108 | Filtration Group Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 03/31/2025 | 293642 |
| 292788 | FINThrive Software Intermediate Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.38% | 12/18/2028 | 249114 |
| 187311 | First Advantage Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%) | 7.13% | 01/29/2027 | 184267 |
| 107387 | Foresight Energy LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.00%, 1.50% Floor) | 12.73 % (m) | 06/30/2027 | 107387 |
| 285417 | Freeport LNG Investments LLP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.74% | 12/21/2028 | 272059 |
| 455000 | Garda World Security Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%) | 8.93% | 10/30/2026 | 443853 |
| 224438 | Garda World Security Corporation, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%) | 8.53% | 02/01/2029 | 216582 |
| 94763 | Gates Global LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%, 0.50% Floor) | 7.82% | 11/16/2029 | 94259 |
| 172316 | Getty Images, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%) | 8.94% | 02/19/2026 | 172208 |
| 157823 | GIP II Blue Holding LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 09/29/2028 | 156721 |
| 148071 | Global Medical Response, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.63% | 03/14/2025 | 105809 |
| 209515 | Global Medical Response, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 1.00% Floor) | 8.42% | 10/02/2025 | 148102 |
| 85000 | Go Daddy Operating Company LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 11/09/2029 | 84970 |
| 517125 | Gogo Intermediate Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.16% | 04/28/2028 | 513355 |
| 360168 | GoodRX, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%) | 7.13% | 10/10/2025 | 351614 |
| 383533 | Grab Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor) | 8.89% | 01/29/2026 | 379697 |
| 458078 | Graham Packaging Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.75% Floor) | 7.38% | 08/04/2027 | 450953 |
| 466280 | Granite US Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.75% | 09/30/2026 | 466572 |
| 601856 | Gray Television, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.62% | 01/02/2026 | 587270 |
| 323431 | Great Outdoors Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 03/06/2028 | 311504 |
| 451494 | Greeneden US Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.38% | 12/01/2027 | 434470 |
| 68492 | Greystone Select Financial LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.23% | 06/16/2028 | 66095 |
|  | Grinding Media, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) |  |  |  |
| 141984 | (6 Month LIBOR USD + 4.00%, 0.75% Floor) | 7.70% | 03/06/2023 | 132754 |
| 112937 | (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 7.70% | 01/05/2023 | 105597 |
| 70954 | (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.77% | 01/05/2023 | 66342 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  | Gulf Finance LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.75%, 1.00% Floor) |  |  |  |
| 61471 | (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 10.97% | 01/09/2023 | 58192 |
| 34926 | (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 11.14% | 01/31/2023 | 33063 |
| 280725 | Hayward Industries, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.88% | 05/29/2028 | 269322 |
| 500460 | Heartland Dental LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.39% | 04/30/2025 | 466303 |
| 368714 | Helios Software Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%) | 8.17% | 03/13/2028 | 362647 |
| 538923 | H-Food Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.69%) | 8.07% | 05/23/2025 | 481460 |
| 246875 | Hightower Holding LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.28% | 04/21/2028 | 227330 |
| 181763 | Horizon Therapeutics USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%, 0.50% Floor) | 6.19% | 03/15/2028 | 181812 |
| 547250 | Hunter Douglas Holding B.V., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.50%, 0.50% Floor) | 7.86% | 02/26/2029 | 484267 |
| 336599 | Hyland Software, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 07/01/2024 | 332770 |
| 128959 | Hyland Software, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.63% | 07/07/2025 | 122640 |
| 176853 | ICON Luxembourg SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 7.00% | 07/03/2028 | 176544 |
| 135769 | IHeartCommunications, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 05/01/2026 | 124866 |
| 452748 | Intelsat Jackson Holdings S.A., Senior Secured First Lien Term Loan (6 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 7.44% | 02/01/2029 | 438034 |
| 428475 | ION Trading Technologies SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%) | 8.42% | 03/31/2028 | 407510 |
| 186675 | IRB Holding Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%, 0.75% Floor) | 7.32% | 12/15/2027 | 181448 |
| 585038 | Iron Mountain Information Management LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 01/02/2026 | 578456 |
| 116812 | Ivanti Software, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 0.75% Floor) | 9.01% | 12/01/2027 | 93024 |
| 399702 | Jazz Pharmaceuticals, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 05/05/2028 | 396798 |
| 390063 | Jo-Ann Stores LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.08% | 07/07/2028 | 267519 |
| 516376 | Kenan Advantage Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 03/24/2026 | 504665 |
| 207476 | Kestrel Bidco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.35% | 12/11/2026 | 190327 |
| 123750 | KKR Apple Bidco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.13% | 09/22/2028 | 122251 |
| 465217 | Kronos Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.48% | 12/22/2026 | 443805 |
| 198374 | LBM Acquisition LLC, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.75%, 0.75% Floor) | 7.12% | 12/17/2027 | 172865 |
| 687750 | Leslie's Poolmart, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%, 0.50% Floor) | 7.23% | 03/09/2028 | 674903 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 102567 | Lions Gate Capital Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%) | 6.63% | 03/24/2025 | 98208 |
| 183272 | LogMeIn, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%) | 9.14% | 08/31/2027 | 118760 |
| 281074 | Lumen Technologies, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%) | 6.63% | 03/15/2027 | 267446 |
| 396281 | Lummus Technology Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 06/30/2027 | 380429 |
| 723975 | Madison IAQ LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.99% | 06/21/2028 | 675382 |
| 58344 | Maravai Intermediate Holdings LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor) | 6.96% | 10/19/2027 | 57359 |
| 543933 | Mavis Tire Express Services Topco Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.00%, 0.75% Floor) | 8.50% | 05/04/2028 | 520329 |
| 398000 | McAfee Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%, 0.50% Floor) | 7.97% | 03/01/2029 | 371561 |
| 320684 | MED ParentCo LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%) | 8.63% | 08/31/2026 | 275112 |
| 655050 | Medline Borrower LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 10/23/2028 | 623676 |
| 264939 | Messer Industries GMBH, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%) | 7.23% | 03/02/2026 | 263076 |
| 98375 | MIC Glen LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 07/21/2028 | 93825 |
| 135223 | Michaels Stores, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.25%, 0.75% Floor) | 8.98% | 04/14/2028 | 117231 |
| 687977 | Milano Acquisition Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 10/01/2027 | 647559 |
| 135000 | Mileage Plus Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.25%, 1.00% Floor) | 10.00% | 06/21/2027 | 139101 |
| 573189 | Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.75%) | 9.17% | 03/27/2026 | 549545 |
| 331650 | Mirion Technologies, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.48% | 10/20/2028 | 326320 |
| 532064 | Mister Car Wash Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%) | 7.42% | 05/14/2026 | 525602 |
| 391529 | Mitchell International, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.41% | 10/16/2028 | 361963 |
| 55000 | Mitchell International, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.50%, 0.50% Floor) | 11.23% | 10/15/2029 | 45959 |
| 351450 | Monogram Food Solutions LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.44% | 08/28/2028 | 340028 |
| 102986 | Nascar Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.88% | 10/19/2026 | 102882 |
| 515601 | Natgasoline LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.94% | 11/14/2025 | 504000 |
| 58655 | National Intergovernmental Purchasing Alliance Company, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 3.50%) | 8.08% | 05/23/2025 | 57996 |
| 115290 | NCR Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%) | 6.92% | 08/28/2026 | 112264 |
| 197429 | NEP Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 10/20/2025 | 171188 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 267300 | Olympus Water US Holding Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.50% Floor) | 8.50% | 11/09/2028 | 257314 |
| 576772 | OneDigital Borrower LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.49% | 11/16/2027 | 546491 |
| 414221 | Organon & Company, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.75% | 06/02/2028 | 411226 |
| 254936 | Oryx Midstream Services Permian Basin LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.92% | 10/05/2028 | 252327 |
| 96000 | Outcomes Group Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%) | 6.92% | 10/24/2025 | 93301 |
| 686401 | Packaging Coordinators Midco, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.75% Floor) | 8.23% | 11/30/2027 | 652696 |
| 475404 | Packers Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.54% | 03/06/2028 | 418358 |
| 264649 | PAI HoldCo, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.16% | 10/28/2027 | 234712 |
| 201923 | Park River Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.75% Floor) | 6.99% | 12/28/2027 | 177440 |
| 287482 | Pathway Vet Alliance LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 03/31/2027 | 241005 |
| 101130 | PCI Gaming Authority, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.88% | 05/29/2026 | 100709 |
| 514153 | PECF USS Intermediate Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 0.50% Floor) | 8.63% | 12/15/2028 | 430639 |
| 22527 | Pediatric Associates Holding Company LLC, Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 12/29/2028 | 21448 |
| 297358 | Pediatric Associates Holding Company LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 12/29/2028 | 283110 |
| 124375 | Penn National Gaming, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.75%, 0.50% Floor) | 7.17% | 05/03/2029 | 123347 |
| 690237 | Peraton Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 02/01/2028 | 675283 |
| 174125 | Perrigo Investments LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 2.50%, 0.50% Floor) | 6.92% | 04/20/2029 | 173472 |
| 422475 | Petco Health and Wellness Company, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.75% Floor) | 6.92% | 03/03/2028 | 410726 |
| 207375 | PetSmart, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 02/11/2028 | 203551 |
| 290873 | PetVet Care Centers LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 02/14/2025 | 274265 |
| 336375 | PG&E Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.44% | 06/23/2025 | 334273 |
| 697575 | Phoenix Guarantor, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 03/05/2026 | 658096 |
| 79046 | Phoenix Services International LLC, Senior Secured First Lien Delayed-Draw Term Loan (1 Month Secured Overnight Financing Rate + 12.00%, 2.00% Floor or 10% PIK) | 15.73% | 03/28/2023 | 76279 |
| 52989 | Phoenix Services International LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 12.00%, 2.00% Floor or 10.00% PIK) | 16.33% | 03/28/2023 | 51134 |
| 443946 | Phoenix Services International LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor) | 6.67 % (f) | 03/03/2025 | 48002 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 260000 | Playa Hotels & Resorts B.V., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.58% | 01/05/2029 | 253934 |
| 214463 | PMHC, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.49% | 04/23/2029 | 182349 |
| 93338 | PointClickCare Technologies, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 0.75% Floor) | 7.75% | 12/29/2027 | 91004 |
|  | Polar US Borrower LLC, Senior Secured First Lien Term Loan |  |  |  |
| 142602 | (3 Month LIBOR USD + 4.75%) | 9.02% | 10/15/2025 | 115935 |
| 124072 | (6 Month SOFR USD + 4.75%) | 8.69% | 04/13/2023 | 100871 |
| 466020 | Polaris Newco LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.73% | 06/02/2028 | 426409 |
| 73875 | PQ Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%, 0.50% Floor) | 6.91% | 06/09/2028 | 72905 |
| 44063 | PRA Health Sciences, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%, 0.50% Floor) | 7.00% | 07/03/2028 | 43986 |
| 150500 | Prairie ECI Acquiror LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%) | 9.13% | 03/11/2026 | 146696 |
| 266750 | Pregis Topco LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.75%) | 8.19% | 07/31/2026 | 259981 |
|  | Pretium PKG Holdings, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 223136 | (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 7.74% | 01/06/2023 | 178988 |
| 73864 | (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.73% | 03/08/2023 | 59249 |
| 65000 | Pretium PKG Holdings, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%, 0.50% Floor) | 11.48% | 09/30/2029 | 40544 |
| 474107 | Prometric Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 1.00% Floor) | 7.39% | 01/29/2025 | 418995 |
| 693000 | Proofpoint, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.98% | 08/31/2028 | 668069 |
| 209320 | Pug LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.88% | 02/12/2027 | 174259 |
| 575650 | QUIKRETE Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 06/11/2028 | 571917 |
| 322733 | Rackspace Technology Global, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.75% Floor) | 7.38% | 02/15/2028 | 203339 |
| 662086 | Radiate Holdco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.63% | 09/25/2026 | 540878 |
|  | Radiology Partners, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 367093 | (1 Month LIBOR USD + 4.25%) | 8.64% | 01/30/2023 | 309851 |
| 145000 | (1 Month LIBOR USD + 4.25%) | 4.33% | 01/29/2023 | 122389 |
| 272311 | RealPage, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.38% | 04/24/2028 | 259512 |
| 136133 | Redstone Holdco LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.11% | 04/27/2028 | 94903 |
| 308046 | RegionalCare Hospital Partners Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%) | 8.16% | 11/14/2025 | 291142 |
| 334839 | Renaissance Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 05/30/2025 | 320107 |
| 115000 | Renaissance Holding Corporation, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%) | 11.38% | 05/29/2026 | 107620 |
| 122813 | Rent-A-Center, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.69% | 02/17/2028 | 118668 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 25601 | Rentpath, Inc., Senior Secured First Lien Term Loan (Prime Rate + 0.00%) | 3.25% | 04/25/2024 | 384 |
| 123437 | Reynolds Consumer Products LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.13% | 02/04/2027 | 122636 |
| 233825 | Scientific Games International, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor) | 7.42% | 04/16/2029 | 231237 |
| 158245 | Securus Technologies Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 11/01/2024 | 119487 |
| 237448 | Sedgwick Claims Management Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.63% | 12/31/2025 | 231363 |
| 451807 | Sedgwick Claims Management Services, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 09/03/2026 | 444304 |
| 264779 | Sinclair Television Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.89% | 09/30/2026 | 253129 |
| 203575 | Six Flags Theme Parks, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.75%) | 6.14% | 04/17/2026 | 198469 |
| 145000 | SkyMiles IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor) | 7.99% | 10/20/2027 | 148073 |
| 305028 | SMG US Midco, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.50%) | 6.91% | 01/23/2025 | 297912 |
| 411639 | Sophia LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.50% Floor) | 8.23% | 10/07/2027 | 398263 |
| 710000 | Sotera Health Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.16% | 12/11/2026 | 658525 |
| 470784 | Sound Inpatient Physicians, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 06/27/2025 | 385360 |
| 761301 | Southern Veterinary Partners LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 1.00% Floor) | 8.38% | 10/05/2027 | 731165 |
| 284050 | Spin Holdco, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.77% | 03/06/2028 | 241016 |
| 129675 | Spirit AeroSystems, Inc. (1 Month Secured Overnight Financing Rate + 4.50%, 0.50% Floor) | 8.82% | 01/15/2027 | 128824 |
| 584453 | SRS Distribution, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.50% Floor) | 7.88% | 06/02/2028 | 560190 |
| 291262 | Staples, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%) | 9.44% | 04/16/2026 | 270104 |
| 160293 | Stars Group Holdings B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.25%) | 6.98% | 07/21/2026 | 158334 |
| 460793 | Sunshine Luxembourg SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.48% | 10/01/2026 | 442425 |
| 265118 | Surf Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%) | 8.23% | 03/05/2027 | 257733 |
| 151019 | Sweetwater Borrower LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.25%, 0.75% Floor) | 8.69% | 08/07/2028 | 140448 |
| 208193 | SWF Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.75% | 10/06/2028 | 171082 |
|  | TAMKO Building Products LLC, Senior Secured First Lien Term Loan |  |  |  |
| 162014 | (3 Month LIBOR USD + 3.00%) | 7.41% | 01/31/2023 | 157356 |
| 79666 | (3 Month LIBOR USD + 3.00%) | 7.73% | 02/28/2023 | 77376 |
| 74471 | (3 Month LIBOR USD + 3.00%) | 7.73% | 03/31/2023 | 72330 |
| 147750 | Tecta America Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.25%, 0.75% Floor) | 8.69% | 04/06/2028 | 142209 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 145676 | Telesat Canada, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%) | 7.17% | 12/07/2026 | 68728 |
| 207900 | Tempo Acquisition LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.00%, 0.50% Floor) | 7.32% | 08/31/2028 | 207588 |
|  | TGP Holdings LLC, Senior Secured First Lien Delayed-Draw Term Loan |  |  |  |
| 3348 | (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.64% | 06/29/2028 | 2694 |
| 3315 | (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.32% | 12/30/2022 | 2668 |
| 101571 | TGP Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.75% Floor) | 7.32% | 06/29/2028 | 81737 |
| 94288 | The Dun & Bradstreet Corporation, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.57% | 01/18/2029 | 93006 |
| 313477 | The Edelman Financial Engines Centre LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 04/07/2028 | 293336 |
| 154180 | The Edelman Financial Engines Centre LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%) | 11.13% | 07/20/2026 | 139408 |
| 4460 | The Hillman Group, Inc., Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.14% | 07/14/2028 | 4338 |
| 232737 | The Hillman Group, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.75%, 0.50% Floor) | 7.14% | 07/14/2028 | 226379 |
| 201300 | Tiger Acquisition LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.32% | 06/01/2028 | 191626 |
| 281996 | Titan Acquisition Limited, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 3.00%) | 8.15% | 03/28/2025 | 264172 |
| 233383 | Trans Union LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.25%, 0.50% Floor) | 6.63% | 12/01/2028 | 231487 |
| 162972 | Travel Leaders Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 01/25/2024 | 149832 |
| 217994 | Travelport Finance (Luxembourg) SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 1.50%, 1.00% Floor) | 5.17% | 02/28/2025 | 218763 |
| 193088 | Traverse Midstream Partners LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 1.00% Floor) | 8.80% | 09/27/2024 | 192968 |
| 544602 | TricorBraun Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 03/03/2028 | 520917 |
|  | Trident TPI Holdings, Inc., Senior Secured First Lien Delayed-Draw Term Loan |  |  |  |
| 6560 | (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 7.67% | 12/30/2022 | 6316 |
| 3922 | (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 8.07% | 12/30/2022 | 3775 |
| 73520 | Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.50% Floor) | 7.67% | 09/15/2028 | 70777 |
| 512415 | Triton Water Holdings, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.50%, 0.50% Floor) | 8.23% | 03/31/2028 | 478275 |
| 354244 | UFC Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 2.75%, 0.75% Floor) | 7.11% | 04/29/2026 | 350259 |
| 75470 | UKG, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 05/04/2026 | 72909 |
| 95000 | UKG, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.00% | 05/03/2027 | 87661 |
| 98441 | Ultra Clean Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%) | 8.13% | 08/27/2025 | 98194 |
| 576709 | United Airlines, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.11% | 04/21/2028 | 571063 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 246936 | United Natural Foods, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.25%) | 7.69% | 10/22/2025 | 246675 |
| 77600 | Univar Solutions USA, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 07/01/2026 | 77422 |
| 74625 | Univision Communications, Inc., Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.83% | 06/24/2029 | 73916 |
| 496329 | US Foods, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.00%) | 6.38% | 09/14/2026 | 492391 |
|  | Vantage Specialty Chemicals, Inc., Senior Secured First Lien Term Loan |  |  |  |
| 240451 | (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 8.23% | 03/31/2023 | 235372 |
| 228128 | (3 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.91% | 01/31/2023 | 223309 |
| 462785 | Verscend Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 08/27/2025 | 460761 |
| 202438 | Viad Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.50% Floor) | 9.38% | 07/31/2028 | 192000 |
| 246875 | Victoria's Secret & Company, Senior secured First Lien Term Loan (3 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.98% | 08/02/2028 | 240703 |
| 140000 | Virgin Media Bristol LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%) | 7.57% | 01/31/2029 | 138985 |
| 394472 | VS Buyer LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 02/26/2027 | 384363 |
| 3153 | VT Topco, Inc., Senior Secured First Lien Delayed-Draw Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 08/01/2025 | 3065 |
| 86442 | VT Topco, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.75%, 0.75% Floor) | 8.13% | 08/01/2025 | 84029 |
| 313771 | Wand NewCo, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 02/05/2026 | 298361 |
| 122468 | WaterBridge Midstream Operating LLC, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.75%, 1.00% Floor) | 9.13% | 06/22/2026 | 118048 |
| 351450 | Whatabrands LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.25%, 0.50% Floor) | 7.63% | 08/03/2028 | 340467 |
| 124608 | Wheel Pros, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 0.75% Floor) | 8.82% | 05/11/2028 | 85186 |
| 478714 | WWEX UNI TopCo Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 07/26/2028 | 439653 |
| 261026 | Zayo Group Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.38% | 03/09/2027 | 212611 |
| 184893 | Zebra Buyer LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.00%, 0.50% Floor) | 7.75% | 11/01/2028 | 182721 |
| 235000 | Ziggo Financing Partnership, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 2.50%) | 6.82% | 04/28/2028 | 229695 |
|  **Total Bank Loans** (Cost $85,889,899) | **Total Bank Loans** (Cost $85,889,899) | **Total Bank Loans** (Cost $85,889,899) |  | 80889459 |
|  **Collateralized Loan Obligations - 19.1%** | **Collateralized Loan Obligations - 19.1%** | **Collateralized Loan Obligations - 19.1%** | **Collateralized Loan Obligations - 19.1%** | **Collateralized Loan Obligations - 19.1%** |
| 2000000 | AIMCO Ltd., Series 2021-15A-D (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 6.98 % (a) | 10/17/2034 | 1858249 |
| 2000000 | Apidos, Series 2013-12A-DR (3 Month LIBOR USD + 2.60%, 0.00% Floor) | 6.68 % (a) | 04/15/2031 | 1805369 |
| 2500000 | Apidos, Series 2018-29A-C (3 Month LIBOR USD + 2.75%, 0.00% Floor) | 7.11 % (a) | 07/25/2030 | 2302574 |
| 2500000 | Atrium Corporation, Series 13A-D (3 Month LIBOR USD + 2.70%, 0.00% Floor) | 7.02 % (a) | 11/21/2030 | 2228946 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1000000 | Atrium Corporation, Series 14A-D (3 Month LIBOR USD + 2.95%, 2.95% Floor) | 7.03 % (a) | 08/23/2030 | 939102 |
| 500000 | Bain Capital Credit Ltd., Series 2017-2A-DR2 (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.46 % (a) | 07/25/2034 | 458086 |
| 1250000 | Bain Capital Credit Ltd., Series 2021-7A-D (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.57 % (a) | 01/22/2035 | 1146464 |
| 1737500 | Barings Ltd., Series 2015-2A-ER (3 Month LIBOR USD + 6.45%, 0.00% Floor) | 10.69 % (a) | 10/20/2030 | 1465495 |
| 4000000 | Barings Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 07/20/2029 | 3715870 |
| 2000000 | Barings Ltd., Series 2019-2A-CR (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.48 % (a) | 04/15/2036 | 1832389 |
| 2000000 | Barings Ltd., Series 2020-1A-DR (3 Month LIBOR USD + 3.20%, 3.20% Floor) | 7.28 % (a) | 10/15/2036 | 1860402 |
| 1000000 | Barings Ltd., Series 2021-1A-E (3 Month LIBOR USD + 6.30%, 6.30% Floor) | 10.66 % (a) | 04/25/2034 | 887658 |
| 3770000 | BlueMountain Ltd., Series 2013-2A-DR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.22 % (a) | 10/22/2030 | 3253104 |
| 500000 | BlueMountain Ltd., Series 2015-3A-CR (3 Month LIBOR USD + 2.60%, 0.00% Floor) | 6.84 % (a) | 04/20/2031 | 422508 |
| 1000000 | BlueMountain Ltd., Series 2016-3A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.71 % (a) | 11/15/2030 | 847110 |
| 1000000 | BlueMountain Ltd., Series 2017-2A-C (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.24 % (a) | 10/20/2030 | 881507 |
| 2000000 | Canyon Capital Ltd., Series 2012-1RA-D (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.08 % (a) | 07/15/2030 | 1844454 |
| 2000000 | Canyon Capital Ltd., Series 2014-1A-CR (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.16 % (a) | 01/30/2031 | 1716271 |
| 2500000 | Canyon Capital Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 6.98 % (a) | 07/15/2031 | 2158759 |
| 3000000 | Canyon Capital Ltd., Series 2020-2A-DR (3 Month LIBOR USD + 3.15%, 3.15% Floor) | 7.23 % (a) | 10/15/2034 | 2715455 |
| 2000000 | Canyon Capital Ltd., Series 2021-1A-D (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.18 % (a) | 04/15/2034 | 1799998 |
| 2500000 | Canyon Capital Ltd., Series 2021-4A-D (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.13 % (a) | 10/15/2034 | 2267769 |
| 1000000 | Canyon Capital Ltd., Series 2021-4A-E (3 Month LIBOR USD + 6.30%, 6.30% Floor) | 10.38 % (a) | 10/15/2034 | 881509 |
| 500000 | Carlyle Global Market Strategies Ltd., Series 2020-2A-CR (3 Month LIBOR USD + 3.20%, 3.20% Floor) | 7.56 % (a) | 01/25/2035 | 443763 |
| 3500000 | Cathedral Lake Ltd., Series 2021-8A-C (3 Month LIBOR USD + 2.62%, 2.62% Floor) | 6.86 % (a) | 01/20/2035 | 3321352 |
| 3500000 | Cathedral Lake Ltd., Series 2021-8A-D1 (3 Month LIBOR USD + 3.42%, 3.42% Floor) | 7.66 % (a) | 01/20/2035 | 3227865 |
| 1500000 | Chenango Park Ltd., Series 2018-1A-C (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.08 % (a) | 04/15/2030 | 1369014 |
| 500000 | CIFC Funding Ltd., Series 2018-3A-D (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.04 % (a) | 07/18/2031 | 471876 |
| 1000000 | CIFC Funding Ltd., Series 2019-3A-CR (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.13 % (a) | 10/16/2034 | 937559 |
| 1000000 | CIFC Funding Ltd., Series 2020-3A-DR (3 Month LIBOR USD + 3.10%, 3.10% Floor) | 7.34 % (a) | 10/20/2034 | 929828 |
| 1000000 | Dryden Ltd., Series 2019-68A-DR (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.43 % (a) | 07/15/2035 | 901921 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 900000 | Dryden Ltd., Series 2020-77A-DR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.68 % (a) | 05/20/2034 | 808329 |
| 2500000 | Dryden Senior Loan Fund, Series 2013-28A-B1LR (3 Month LIBOR USD + 3.15%, 0.00% Floor) | 7.76 % (a) | 08/15/2030 | 2348746 |
| 3000000 | Dryden Senior Loan Fund, Series 2015-37A-DR (3 Month LIBOR USD + 2.50%, 2.50% Floor) | 6.58 % (a) | 01/15/2031 | 2643811 |
| 1000000 | Dryden Senior Loan Fund, Series 2016-45A-DR (3 Month LIBOR USD + 3.15%, 3.15% Floor) | 7.23 % (a) | 10/15/2030 | 930062 |
| 1000000 | Dryden Senior Loan Fund, Series 2017-50A-D (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.33 % (a) | 07/15/2030 | 900369 |
| 2500000 | Goldentree Loan Opportunities Ltd., Series 2016-12A-DR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.18 % (a) | 07/21/2030 | 2348673 |
| 1500000 | Greenwood Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.50%, 0.00% Floor) | 6.58 % (a) | 04/15/2031 | 1350113 |
| 284838 | Halcyon Loan Advisors Funding Ltd., Series 2014-2A-D (3 Month LIBOR USD + 5.00%, 0.00% Floor) | 9.37 % (a) | 04/28/2025 | 68064 |
| 500000 | Halcyon Loan Advisors Funding Ltd., Series 2018-1A-A2 (3 Month LIBOR USD + 1.80%, 1.80% Floor) | 6.04 % (a) | 07/21/2031 | 470525 |
| 2000000 | Hayfin Ltd., Series 2018-8A-B (3 Month LIBOR USD + 1.48%, 1.48% Floor) | 5.72 % (a) | 04/20/2031 | 1922901 |
| 1500000 | Highbridge Loan Management Ltd., Series 13A-18-D (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.08 % (a) | 10/15/2030 | 1333526 |
| 2000000 | Highbridge Loan Management Ltd., Series 2013-2A-CR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 10/20/2029 | 1801422 |
| 3175000 | LCM LP, Series 14A-DR (3 Month LIBOR USD + 2.75%, 0.00% Floor) | 6.99 % (a) | 07/20/2031 | 2688978 |
| 1250000 | LCM LP, Series 19A-E2 (3 Month LIBOR USD + 5.70%, 5.70% Floor) | 9.78 % (a) | 07/15/2027 | 1120180 |
| 2000000 | LCM LP, Series 20A-DR (3 Month LIBOR USD + 2.80%, 0.00% Floor) | 7.04 % (a) | 10/20/2027 | 1919973 |
| 5000000 | LCM LP, Series 26A-D (3 Month LIBOR USD + 2.50%, 2.50% Floor) | 6.74 % (a) | 01/20/2031 | 4089655 |
| 1500000 | LCM LP, Series 27A-D (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 07/16/2031 | 1220816 |
| 4500000 | Madison Park Funding Ltd., Series 2015-18A-BR (3 Month LIBOR USD + 1.60%, 0.00% Floor) | 5.88 % (a) | 10/21/2030 | 4379204 |
| 500000 | Madison Park Funding Ltd., Series 2015-18A-DR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.23 % (a) | 10/21/2030 | 446110 |
| 1000000 | Madison Park Funding Ltd., Series 2018-30A-D (3 Month LIBOR USD + 2.50%, 2.50% Floor) | 6.58 % (a) | 04/15/2029 | 939403 |
| 2000000 | Madison Park Funding Ltd., Series 2020-46A-DR (3 Month LIBOR USD + 3.15%, 3.15% Floor) | 7.23 % (a) | 10/15/2034 | 1863556 |
| 1000000 | Madison Park Funding Ltd., Series 2021-52A-D (3 Month LIBOR USD + 3.15%, 3.15% Floor) | 7.47 % (a) | 01/22/2035 | 903448 |
| 3500000 | Magnetite Ltd., Series 2018-20A-D (3 Month LIBOR USD + 2.50%, 0.00% Floor) | 6.74 % (a) | 04/20/2031 | 3302454 |
| 1750000 | Magnetite Ltd., Series 2019-23A-DR (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.41 % (a) | 01/25/2035 | 1627299 |
| 1000000 | Marathon Ltd., Series 2017-9A-A2 (3 Month LIBOR USD + 1.75%, 0.00% Floor) | 5.83 % (a) | 04/15/2029 | 985121 |
| 3500000 | Marble Point Ltd., Series 2021-3A-D1 (3 Month LIBOR USD + 3.50%, 3.50% Floor) | 7.58 % (a) | 10/17/2034 | 3160512 |
| 1000000 | Myers Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.29 % (a) | 10/20/2030 | 890921 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1000000 | Neuberger Berman Loan Advisers Ltd., Series 2016-21A-DR2 (3 Month LIBOR USD + 3.30%, 3.30% Floor) | 7.54 % (a) | 04/20/2034 | 940909 |
| 4000000 | Neuberger Berman Loan Advisers Ltd., Series 2017-16SA-DR (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 6.98 % (a) | 04/15/2034 | 3601544 |
| 1500000 | Neuberger Berman Loan Advisers Ltd., Series 2017-25A-DR (3 Month LIBOR USD + 2.85%, 2.85% Floor) | 7.04 % (a) | 10/18/2029 | 1403296 |
| 1000000 | Neuberger Berman Loan Advisers Ltd., Series 2017-26A-D (3 Month LIBOR USD + 2.65%, 2.65% Floor) | 6.84 % (a) | 10/18/2030 | 924471 |
| 1500000 | Neuberger Berman Loan Advisers Ltd., Series 2018-28A-D (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.09 % (a) | 04/20/2030 | 1388085 |
| 1000000 | Neuberger Berman Loan Advisers Ltd., Series 2020-38A-DR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.24 % (a) | 10/20/2035 | 926000 |
| 4500000 | Octagon Investment Partners Ltd., Series 2012-1A-CRR (3 Month LIBOR USD + 3.90%, 3.90% Floor) | 7.98 % (a) | 07/15/2029 | 4098729 |
| 500000 | Octagon Investment Partners Ltd., Series 2014-1A-CR3 (3 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.40 % (a) | 02/14/2031 | 464079 |
| 1250000 | Octagon Investment Partners Ltd., Series 2017-1A-D (3 Month LIBOR USD + 6.20%, 0.00% Floor) | 10.44 % (a) | 03/17/2030 | 974500 |
| 2000000 | Octagon Investment Partners Ltd., Series 2017-1A-DR (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.64 % (a) | 07/20/2030 | 1790802 |
| 4000000 | Octagon Investment Partners Ltd., Series 2018-1A-C (3 Month LIBOR USD + 2.60%, 2.60% Floor) | 6.84 % (a) | 01/20/2031 | 3529420 |
| 3000000 | Octagon Investment Partners Ltd., Series 2018-2A-C (3 Month LIBOR USD + 2.85%, 0.00% Floor) | 7.21 % (a) | 07/25/2030 | 2670372 |
| 500000 | Octagon Investment Partners Ltd., Series 2019-1A-ER (3 Month LIBOR USD + 7.00%, 7.00% Floor) | 11.24 % (a) | 01/20/2035 | 437858 |
| 1000000 | Octagon Investment Partners Ltd., Series 2020-2A-DR (3 Month LIBOR USD + 3.30%, 3.30% Floor) | 7.38 % (a) | 07/15/2036 | 904014 |
| 2500000 | OHA Credit Funding Ltd., Series 2021-16A-E (3 Month LIBOR USD + 6.10%, 6.10% Floor) | 10.29 % (a) | 10/18/2034 | 2216860 |
| 500000 | Park Avenue Institutional Advisers Ltd., Series 2021-2A-D (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.48 % (a) | 07/15/2034 | 444497 |
| 4000000 | RR Ltd., Series 2018-4A-C (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 04/15/2030 | 3526771 |
| 2000000 | Sound Point Ltd., Series 2015-2A-DRRR (3 Month LIBOR USD + 4.50%, 4.50% Floor) | 8.74 % (a) | 07/20/2032 | 1727699 |
| 6000000 | Sound Point Ltd., Series 2019-2A-DR (3 Month LIBOR USD + 3.30%, 3.30% Floor) | 7.38 % (a) | 07/15/2034 | 5195009 |
| 1000000 | Sound Point Ltd., Series 2020-1A-DR (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.59 % (a) | 07/20/2034 | 919276 |
| 5000000 | Sound Point Ltd., Series 2020-2A-DR (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.71 % (a) | 10/25/2034 | 4576175 |
| 3375000 | Sound Point Ltd., Series 2021-4A-D (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.76 % (a) | 10/25/2034 | 3006894 |
| 1750000 | Southwick Park LLC, Series 2019-4A-DR (3 Month LIBOR USD + 2.95%, 2.95% Floor) | 7.19 % (a) | 07/20/2032 | 1610671 |
| 5000000 | Steele Creek Ltd., Series 2019-2A-BR (3 Month LIBOR USD + 1.85%, 1.85% Floor) | 5.93 % (a) | 07/15/2032 | 4759526 |
| 3500000 | Steward Park Ltd., Series 2015-1A-DR (3 Month LIBOR USD + 2.60%, 2.60% Floor) | 6.68 % (a) | 01/15/2030 | 3154770 |
| 1500000 | Symphony Ltd., Series 2015-16A-DR (3 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.13 % (a) | 10/15/2031 | 1333793 |
| 2000000 | THL Credit Wind River Ltd., Series 2013-2A-E1R (3 Month LIBOR USD + 6.75%, 0.00% Floor) | 10.94 % (a) | 10/18/2030 | 1620638 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2000000 | THL Credit Wind River Ltd., Series 2014-1A-DRR (3 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.19 % (a) | 07/18/2031 | 1708228 |
| 4000000 | THL Credit Wind River Ltd., Series 2014-2A-DR (3 Month LIBOR USD + 2.90%, 2.90% Floor) | 6.98 % (a) | 01/15/2031 | 3463459 |
| 2000000 | THL Credit Wind River Ltd., Series 2014-2A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 01/15/2031 | 1595329 |
| 1500000 | THL Credit Wind River Ltd., Series 2014-3A-DR2 (3 Month LIBOR USD + 3.40%, 3.40% Floor) | 7.72 % (a) | 10/22/2031 | 1284410 |
| 2000000 | THL Credit Wind River Ltd., Series 2017-1A-DR (3 Month LIBOR USD + 3.72%, 3.72% Floor) | 7.91 % (a) | 04/18/2036 | 1706575 |
| 1750000 | THL Credit Wind River Ltd., Series 2017-1A-ER (3 Month LIBOR USD + 7.06%, 7.06% Floor) | 11.25 % (a) | 04/18/2036 | 1422215 |
| 1500000 | THL Credit Wind River Ltd., Series 2017-3A-DR (3 Month LIBOR USD + 3.85%, 3.85% Floor) | 7.93 % (a) | 04/15/2035 | 1335673 |
| 1500000 | THL Credit Wind River Ltd., Series 2017-4A-D (3 Month LIBOR USD + 2.65%, 0.00% Floor) | 7.33 % (a) | 11/20/2030 | 1367218 |
| 1500000 | THL Credit Wind River Ltd., Series 2018-1A-D (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 6.98 % (a) | 07/15/2030 | 1318841 |
| 3500000 | THL Credit Wind River Ltd., Series 2018-2A-D (3 Month LIBOR USD + 3.00%, 0.00% Floor) | 7.08 % (a) | 07/15/2030 | 3001946 |
| 500000 | THL Credit Wind River Ltd., Series 2021-3A-D (3 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.59 % (a) | 07/20/2033 | 447732 |
| 1000000 | THL Credit Wind River Ltd., Series 2021-4A-D (3 Month LIBOR USD + 3.20%, 3.20% Floor) | 7.44 % (a) | 01/20/2035 | 879761 |
| 1500000 | TIAA Ltd., Series 2017-2A-B (3 Month LIBOR USD + 1.50%, 0.00% Floor) | 5.58 % (a) | 01/16/2031 | 1440497 |
| 6000000 | Trimaran CAVU LLC, Series 2019-1A-B (3 Month LIBOR USD + 2.20%, 2.20% Floor) | 6.44 % (a) | 07/20/2032 | 5856461 |
| 500000 | Upland Ltd., Series 2016-1A-CR (3 Month LIBOR USD + 2.90%, 0.00% Floor) | 7.14 % (a) | 04/20/2031 | 456865 |
| 500000 | Vibrant Ltd., Series 2015-3A-A2RR (3 Month LIBOR USD + 1.85%, 0.00% Floor) | 6.09 % (a) | 10/20/2031 | 480938 |
| 3900000 | Voya Ltd., Series 2013-1A-CR (3 Month LIBOR USD + 2.95%, 0.00% Floor) | 7.03 % (a) | 10/15/2030 | 3381176 |
| 1500000 | Voya Ltd., Series 2017-3A-CR (3 Month LIBOR USD + 3.15%, 0.00% Floor) | 7.39 % (a) | 04/20/2034 | 1355107 |
|  **Total Collateralized Loan Obligations** (Cost $208,762,944) | **Total Collateralized Loan Obligations** (Cost $208,762,944) | **Total Collateralized Loan Obligations** (Cost $208,762,944) |  | 188005486 |
|  **Foreign Corporate Bonds - 6.8%** | **Foreign Corporate Bonds - 6.8%** | **Foreign Corporate Bonds - 6.8%** | **Foreign Corporate Bonds - 6.8%** | **Foreign Corporate Bonds - 6.8%** |
| 44000 | 1375209 B.C. Ltd. | 9.00 % (a) | 01/30/2028 | 43065 |
| 200000 | Adani Electricity Mumbai Ltd. | 3.95% | 02/12/2030 | 153225 |
| 300000 | Adani Electricity Mumbai Ltd. | 3.87% | 07/22/2031 | 217873 |
| 1200000 | Adani International Container Terminal Private Ltd. | 3.00% | 02/16/2031 | 941229 |
| 200000 | Adani Ports & Special Economic Zone Ltd. | 4.00% | 07/30/2027 | 174920 |
| 200000 | Adani Ports & Special Economic Zone Ltd. | 4.20% | 08/04/2027 | 175693 |
| 600000 | Adani Ports & Special Economic Zone Ltd. | 4.38% | 07/03/2029 | 504660 |
| 400000 | Adani Ports & Special Economic Zone Ltd. | 3.10% | 02/02/2031 | 294022 |
| 600000 | AES Andes S.A. (5 Year Swap Rate USD + 4.64%) | 7.13 % (a) | 03/26/2079 | 571865 |
| 1000000 | AES Andres B.V. | 5.70 % (a) | 05/04/2028 | 868520 |
| 235417 | AI Candelaria Spain S.A. | 7.50% | 12/15/2028 | 223362 |
| 500000 | AI Candelaria Spain S.A. | 5.75% | 06/15/2033 | 381040 |
| 500000 | AI Candelaria Spain S.A. | 5.75 % (a) | 06/15/2033 | 381040 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 200000 | Altice Financing S.A. | 5.00 % (a) | 01/15/2028 | 161430 |
| 200000 | Altice France Holding S.A. | 6.00 % (a) | 02/15/2028 | 118488 |
| 255000 | Altice France Holding S.A. | 5.50 % (a) | 10/15/2029 | 194900 |
| 700000 | AngloGold Ashanti Holdings PLC | 3.75% | 10/01/2030 | 607728 |
| 200000 | ARD Finance S.A. (7.25% PIK) | 6.50 % (a) | 06/30/2027 | 139423 |
| 205742 | Avation Capital S.A. (9.00% PIK) | 8.25 % (a) | 10/31/2026 | 162901 |
| 600000 | Banco Davivienda S.A. (10 Year CMT Rate + 5.10%) | 6.65 % (a)(h) | 04/22/2031 | 463500 |
| 400000 | Banco do Brasil S.A. (10 Year CMT Rate + 4.40%) | 6.25 % (h) | 04/15/2024 | 359920 |
| 500000 | Banco do Brasil S.A. (10 Year CMT Rate + 6.36%) | 9.00 % (h) | 06/18/2024 | 501058 |
| 300000 | Banco GNB Sudameris S.A. (5 Year CMT Rate + 6.66%) | 7.50% | 04/16/2031 | 218254 |
| 1000000 | Banco Internacional del Peru S.A.A. Interbank (1 Year CMT Rate + 3.71%) | 4.00% | 07/08/2030 | 903775 |
| 200000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.03%) | 6.63 % (h) | 01/24/2032 | 165964 |
| 1200000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.35%) | 7.63 % (h) | 01/10/2028 | 1126041 |
| 200000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.47%) | 7.50 % (h) | 06/27/2029 | 183430 |
| 200000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.47%) | 7.50 % (a)(h) | 06/27/2029 | 183430 |
| 400000 | Bangkok Bank PCL (5 Year CMT Rate + 4.73%) | 5.00 % (h) | 09/23/2025 | 379827 |
| 1276000 | Bank Hapoalim B.M. | 3.26 % (a)(g) | 01/21/2032 | 1103408 |
| 200000 | Bank Leumi (5 Year CMT Rate + 1.63%) | 3.28 % (a) | 01/29/2031 | 177921 |
| 1000000 | BBVA Bancomer S.A. (5 Year CMT Rate + 2.65%) | 5.13% | 01/18/2033 | 899231 |
| 200000 | BBVA Bancomer S.A. (5 Year CMT Rate + 4.31%) | 5.88% | 09/13/2034 | 185061 |
| 319650 | Bioceanico Sovereign Certificate Limited | 0.00% | 06/05/2034 | 221038 |
| 195000 | Bombardier, Inc. | 7.88 % (a) | 04/15/2027 | 189547 |
| 450000 | Braskem Idesa SAPI | 6.99% | 02/20/2032 | 322071 |
| 1000000 | Braskem Netherlands Finance B.V. (5 Year CMT Rate + 8.22%) | 8.50% | 01/23/2081 | 970549 |
| 850000 | C&W Senior Financing | 6.88% | 09/15/2027 | 792353 |
| 600000 | CAP S.A. | 3.90 % (a) | 04/27/2031 | 469351 |
| 900000 | CAP S.A. | 3.90% | 04/27/2031 | 704027 |
| 2000000 | Chile Electricity PEC S.p.A. | 0.00 % (a) | 01/25/2028 | 1446968 |
| 200000 | Corporacion Financiera de Desarrollo S.A. (3 Month LIBOR USD + 5.61%) | 5.25% | 07/15/2029 | 191859 |
| 600000 | Credito Real S.A.B. de C.V. (5 Year CMT Rate + 7.03%) | 9.13 % (f)(h) | 11/29/2027 | 4656 |
| 200000 | DBS Group Holdings Ltd. (5 Year CMT Rate + 1.10%) | 1.82% | 03/10/2031 | 178014 |
| 334346 | Digicel Group Holdings Ltd. (5.00% + 3.00% PIK or 8.00% PIK) | 8.00 % (a) | 04/01/2025 | 91151 |
| 344666 | Digicel Group Holdings Ltd. (7.00% PIK) | 7.00 % (a)(h) | 01/17/2023 | 33174 |
| 850000 | Ecopetrol S.A. | 4.63% | 11/02/2031 | 651002 |
| 150000 | Ecopetrol S.A. | 5.88% | 05/28/2045 | 104765 |
| 2050000 | Ecopetrol S.A. | 5.88% | 11/02/2051 | 1381684 |
| 450000 | eG Global Finance PLC | 8.50 % (a) | 10/30/2025 | 419941 |
| 900000 | EIG Pearl Holdings SARL | 4.39% | 11/30/2046 | 694238 |
| 1100000 | EIG Pearl Holdings SARL | 3.55% | 08/31/2036 | 925795 |
| 338000 | Empresa de Transmision Electrica S.A. | 5.13% | 05/02/2049 | 274140 |
| 621500 | Empresa Electrica Angamos S.A. | 4.88% | 05/25/2029 | 556476 |
| 796320 | Empresa Electrica Cochrane S.p.A. | 5.50% | 05/14/2027 | 737711 |
| 1800000 | Empresas Publicas de Medellin ESP | 4.25% | 07/18/2029 | 1431990 |
| 650000 | Empresas Publicas de Medellin ESP | 4.38% | 02/15/2031 | 506201 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 700000 | Equate Petrochemical B.V. | 2.63% | 04/28/2028 | 611625 |
| 255000 | EverArc Escrow SARL | 5.00 % (a) | 10/30/2029 | 209432 |
| 448235 | Fenix Power Peru S.A. | 4.32% | 09/20/2027 | 410861 |
| 191360 | Fideicomiso P.A. Pacifico Tres | 8.25% | 01/15/2035 | 172176 |
| 600000 | Freeport Indonesia PT | 5.32 % (a) | 04/14/2032 | 553341 |
| 400000 | Freeport Indonesia PT | 6.20% | 04/14/2052 | 350205 |
| 300000 | Freeport-McMoRan, Inc. | 4.38% | 08/01/2028 | 280542 |
| 300000 | Freeport-McMoRan, Inc. | 5.25% | 09/01/2029 | 289973 |
| 1000000 | Freeport-McMoRan, Inc. | 4.63% | 08/01/2030 | 933075 |
| 832194 | Galaxy Pipeline Assets Bidco Ltd. | 2.16 % (a) | 03/31/2034 | 710137 |
| 869877 | Galaxy Pipeline Assets Bidco Ltd. | 2.94% | 09/30/2040 | 702476 |
| 475000 | Garda World Security Corporation | 4.63 % (a) | 02/15/2027 | 420233 |
| 335000 | Garda World Security Corporation | 6.00 % (a) | 06/01/2029 | 272639 |
| 1600000 | Gran Tierra Energy International Holdings Ltd. | 6.25% | 02/15/2025 | 1400247 |
| 200000 | Gran Tierra Energy, Inc. | 7.75 % (a) | 05/23/2027 | 162327 |
| 515000 | Grifols Escrow Issuer S.A. | 4.75 % (a) | 10/15/2028 | 445295 |
| 273171 | Guara Notre SARL | 5.20% | 06/15/2034 | 231533 |
| 1048800 | Hunt Oil Company of Peru LLC Sucursal Del Peru | 6.38% | 06/01/2028 | 999839 |
| 300000 | Indofood CBP Sukses Makmur Tbk PT | 3.40% | 06/09/2031 | 249822 |
| 200000 | Indofood CBP Sukses Makmur Tbk PT | 3.54% | 04/27/2032 | 165063 |
| 200000 | Indonesia Asahan Aluminium Persero PT | 5.80% | 05/15/2050 | 168006 |
| 150000 | Intelsat Jackson Holdings S.A. | 6.50 % (a) | 03/15/2030 | 134474 |
| 35079 | Invepar Holdings | 0.00 % (f)(m) | 12/30/2028 |  |
| 726000 | Inversiones La Construccion S.A. | 4.75% | 02/07/2032 | 592395 |
| 600000 | Itau Unibanco Holding S.A. (5 Year CMT Rate + 3.45%) | 3.88% | 04/15/2031 | 546429 |
| 265500 | JSW Hydro Energy Ltd. | 4.13 % (a) | 05/18/2031 | 221678 |
| 1300000 | JSW Steel Ltd. | 5.05% | 04/05/2032 | 1028009 |
| 300000 | Kasikornbank PCL (5 Year CMT Rate + 4.94%) | 5.28 % (h) | 10/14/2025 | 282566 |
| 1400000 | Korea Development Bank | 1.63% | 01/19/2031 | 1099244 |
| 160000 | Kronos Acquisition Holdings, Inc. | 5.00 % (a) | 12/31/2026 | 138600 |
| 135000 | Kronos Acquisition Holdings, Inc. | 7.00 % (a) | 12/31/2027 | 111206 |
| 200000 | LG Chem Ltd. | 2.38 % (a) | 07/07/2031 | 157604 |
| 853200 | LLPL Capital Pte Ltd. | 6.88% | 02/04/2039 | 753512 |
| 938520 | LLPL Capital Pte Ltd. | 6.88 % (a) | 02/04/2039 | 828863 |
| 330000 | Mattamy Group Corporation | 4.63 % (a) | 03/01/2030 | 268047 |
| 1400000 | MC Brazil Downstream Trading SARL | 7.25% | 06/30/2031 | 1157181 |
| 1250000 | Mercury Chile Holdco LLC | 6.50 % (a) | 01/24/2027 | 1200000 |
| 600000 | Mexarrend SAPI de C.V. | 10.25 % (a) | 07/24/2024 | 138869 |
| 410100 | Mexico Generadora de Energia S. de R.L. | 5.50% | 12/06/2032 | 395747 |
| 300000 | Minejesa Capital B.V. | 4.63% | 08/10/2030 | 264060 |
| 2700000 | Minejesa Capital B.V. | 5.63% | 08/10/2037 | 2106825 |
| 250000 | Mong Duong Finance Holdings B.V. | 5.13% | 05/07/2029 | 208457 |
| 400000 | Movida Europe S.A. | 5.25% | 02/08/2031 | 300437 |
| 342600 | MV24 Capital B.V. | 6.75% | 06/01/2034 | 313662 |
| 750000 | Network i2i Ltd. (5 Year CMT Rate + 3.39%) | 3.98 % (h) | 03/03/2026 | 656250 |
| 1450000 | Oleoducto Central S.A. | 4.00% | 07/14/2027 | 1281681 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 252000 | Orazul Energy Peru S.A. | 5.63% | 04/28/2027 | 227962 |
| 150000 | Pampa Energia S.A. | 9.13% | 04/15/2029 | 137969 |
| 340000 | Parkland Corporation | 4.63 % (a) | 05/01/2030 | 281841 |
| 1750000 | Petrobras Global Finance B.V. | 6.75% | 06/03/2050 | 1530360 |
| 900000 | Petroleos del Peru S.A. | 4.75% | 06/19/2032 | 697230 |
| 400000 | Petroleos del Peru S.A. | 5.63% | 06/19/2047 | 262330 |
| 900000 | Petroleos Mexicanos | 6.75% | 09/21/2047 | 576255 |
| 160000 | Primo Water Holdings, Inc. | 4.38 % (a) | 04/30/2029 | 138363 |
| 400000 | Qatar Energy | 2.25% | 07/12/2031 | 332072 |
| 1100000 | Reliance Industries Ltd. | 2.88% | 01/12/2032 | 892833 |
| 373333 | Rutas 2 and 7 Finance Ltd. | 0.00% | 09/30/2036 | 235958 |
| 1000000 | Sasol Financing USA LLC | 5.50% | 03/18/2031 | 815525 |
| 900144 | SCC Power PLC (4.00% + 4.00% PIK) | 8.00 % (a) | 12/31/2028 | 320451 |
| 487579 | SCC Power PLC (4.00% or 4.00% PIK) | 4.00 % (a) | 05/17/2032 | 19421 |
| 350000 | Scotiabank Peru S.A.A. (3 Month LIBOR USD + 3.86%) | 8.63% | 12/13/2027 | 345945 |
| 155000 | Seaspan Corporation | 5.50 % (a) | 08/01/2029 | 117665 |
| 800000 | Shinhan Financial Group Company Ltd. (5 Year CMT Rate + 2.06%) | 2.88 % (a)(h) | 05/12/2026 | 687800 |
| 500000 | Simpar Europe S.A. | 5.20% | 01/26/2031 | 379415 |
| 250000 | Superior Plus LP | 4.50 % (a) | 03/15/2029 | 214111 |
| 500000 | Telefonica Moviles Chile S.A. | 3.54 % (a) | 11/18/2031 | 410345 |
| 115000 | Telesat LLC | 4.88 % (a) | 06/01/2027 | 51830 |
| 3300000 | Temasek Financial Ltd. | 1.00 % (a) | 10/06/2030 | 2550302 |
| 250000 | Temasek Financial Ltd. | 1.63% | 08/02/2031 | 198398 |
| 151000 | Tervita Corporation | 11.00 % (a) | 12/01/2025 | 163129 |
| 275000 | Titan Acquisition Ltd. | 7.75 % (a) | 04/15/2026 | 248096 |
| 200000 | TK Elevator Holdco GmbH | 7.63 % (a) | 07/15/2028 | 163628 |
| 450000 | TK Elevator US Newco, Inc. | 5.25 % (a) | 07/15/2027 | 400320 |
| 738623 | UEP Penonome S.A. | 6.50% | 10/01/2038 | 547504 |
| 553967 | UEP Penonome S.A. | 6.50 % (a) | 10/01/2038 | 410628 |
| 2800000 | Unifin Financiera S.A.B. de C.V. (5 Year CMT Rate + 6.31%) | 8.88 % (f)(h) | 01/29/2025 | 21840 |
| 300000 | UPL Corporation Ltd. | 4.50% | 03/08/2028 | 252235 |
| 1100000 | UPL Corporation Ltd. | 4.63% | 06/16/2030 | 869456 |
| 1100000 | Vedanta Resources Finance PLC | 9.25 % (a) | 04/23/2026 | 714258 |
| 1300000 | Vedanta Resources Ltd. | 6.13% | 08/09/2024 | 822291 |
| 300000 | VTR Comunicaciones S.p.A. | 5.13% | 01/15/2028 | 186790 |
| 700000 | VTR Finance NV | 6.38% | 07/15/2028 | 271457 |
| 325000 | VZ Secured Financing B.V. | 5.00 % (a) | 01/15/2032 | 264690 |
|  **Total Foreign Corporate Bonds** (Cost $81,957,529) | **Total Foreign Corporate Bonds** (Cost $81,957,529) | **Total Foreign Corporate Bonds** (Cost $81,957,529) |  | 67150251 |
|  **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 2.5%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 2.5%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 2.5%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 2.5%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 2.5%** |
| 1100000 | Banco Nacional de Comercio Exterior (5 Year CMT Rate + 2.00%) | 2.72% | 08/11/2031 | 921724 |
| 400000 | Brazilian Government International Bond | 5.00% | 01/27/2045 | 297661 |
| 1200000 | Brazilian Government International Bond | 5.63% | 02/21/2047 | 954688 |
| 400000 | Chile Government International Bond | 2.55% | 01/27/2032 | 328271 |
| 1100000 | Chile Government International Bond | 3.10% | 05/07/2041 | 794021 |
| 1000000 | Chile Government International Bond | 3.50% | 01/25/2050 | 724874 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2300000 | Chile Government International Bond | 3.10% | 01/22/2061 | 1440588 |
| 1300000 | Colombia Government International Bond | 3.13% | 04/15/2031 | 969428 |
| 2200000 | Colombia Government International Bond | 3.25% | 04/22/2032 | 1606984 |
| 500000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 342028 |
| 2000000 | Colombia Government International Bond | 4.13% | 05/15/2051 | 1203678 |
| 500000 | Dominican Republic International Bond | 6.00 % (a) | 02/22/2033 | 452901 |
| 500000 | Dominican Republic International Bond | 5.88% | 01/30/2060 | 368585 |
| 2500000 | Indonesia Government International Bond | 3.70% | 10/30/2049 | 1939078 |
| 800000 | Mexico Government International Bond | 2.66% | 05/24/2031 | 647223 |
| 3950000 | Mexico Government International Bond | 4.28% | 08/14/2041 | 3055413 |
| 300000 | Mexico Government International Bond | 4.35% | 01/15/2047 | 226538 |
| 1000000 | Mexico Government International Bond | 4.40% | 02/12/2052 | 738917 |
| 1000000 | Panama Government International Bond | 2.25% | 09/29/2032 | 744255 |
| 1200000 | Panama Government International Bond | 4.30% | 04/29/2053 | 871267 |
| 400000 | Panama Government International Bond | 4.50% | 04/01/2056 | 293118 |
| 2300000 | Panama Government International Bond | 3.87% | 07/23/2060 | 1491285 |
| 400000 | Peruvian Government International Bond | 3.30% | 03/11/2041 | 292316 |
| 400000 | Philippine Government International Bond | 1.65% | 06/10/2031 | 320668 |
| 700000 | Philippine Government International Bond | 3.70% | 03/01/2041 | 574392 |
| 1000000 | Philippine Government International Bond | 3.70% | 02/02/2042 | 821317 |
| 400000 | Philippine Government International Bond | 2.95% | 05/05/2045 | 289854 |
| 400000 | Philippine Government International Bond | 2.65% | 12/10/2045 | 270615 |
| 950000 | Republic of South Africa Government Bond | 4.30% | 10/12/2028 | 850250 |
| 200000 | Saudi Government International Bond | 2.25% | 02/02/2033 | 162849 |
| 1100000 | Saudi Government International Bond | 3.45% | 02/02/2061 | 790854 |
|  **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $32,962,411) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $32,962,411) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $32,962,411) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations**<br> (Cost $32,962,411) | 24785640 |
|  **Non-Agency Commercial Mortgage Backed Obligations - 12.8%** | **Non-Agency Commercial Mortgage Backed Obligations - 12.8%** |  |  |  |
| 2633000 | 280 Park Avenue Mortgage Trust, Series 2017-280P-F (1 Month LIBOR USD + 2.83%, 2.83% Floor) | 7.06 % (a) | 09/15/2034 | 2374759 |
| 15393538 | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1-XA | 0.96 % (a)(g)(i) | 05/15/2053 | 782258 |
| 10194000 | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3-XD | 1.18 % (a)(g)(i) | 10/15/2054 | 827977 |
| 1017000 | AREIT Trust, Series 2019-CRE3-D (Secured Overnight Financing Rate 1 Month + 2.76%, 2.65% Floor) | 7.09 % (a) | 09/14/2036 | 947062 |
| 1308000 | Atrium Hotel Portfolio Trust, Series 2017-ATRM-E (1 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.62 % (a) | 12/15/2036 | 1171861 |
| 9900140 | BANK, Series 2017-BNK5-XA | 0.95 % (g)(i) | 06/15/2060 | 316017 |
| 59519897 | BANK, Series 2018-BN11-XA | 0.46 % (g)(i) | 03/15/2061 | 1219985 |
| 1958000 | BBCMS Mortgage Trust, Series 2018-CBM-E (1 Month LIBOR USD + 3.55%, 3.55% Floor) | 7.87 % (a) | 07/15/2037 | 1823938 |
| 956000 | BBCMS Mortgage Trust, Series 2018-TALL-E (1 Month LIBOR USD + 2.44%, 2.44% Floor) | 6.76 % (a) | 03/15/2037 | 677369 |
| 1675000 | BBCMS Mortgage Trust, Series 2019-BWAY-E (1 Month LIBOR USD + 2.85%, 2.85% Floor) | 7.17 % (a) | 11/15/2034 | 1387480 |
| 1306046 | BB-UBS Trust, Series 2012-TFT-TE | 3.56 % (a)(g)(m) | 06/05/2030 | 987716 |
| 1216000 | BDS Ltd., Series 2019-FL4-B (1 Month LIBOR USD + 1.75%, 1.75% Floor) | 6.08 % (a) | 08/15/2036 | 1209732 |
| 56277625 | Benchmark Mortgage Trust, Series 2022-B32-XA | 0.46 % (a)(g)(i) | 01/15/2055 | 1305174 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2866000 | BPR Trust, Series 2021-TY-D (1 Month LIBOR USD + 2.35%, 2.35% Floor) | 6.67 % (a) | 09/15/2038 | 2607299 |
| 1282650 | BX Trust, Series 2017-SLCT-F (1 Month LIBOR USD + 4.38%, 4.25% Floor) | 8.69 % (a) | 07/15/2034 | 1238246 |
| 367000 | BX Trust, Series 2018-GW-G (1 Month LIBOR USD + 2.92%, 2.92% Floor) | 7.24 % (a) | 05/15/2035 | 344101 |
| 1575000 | BX Trust, Series 2019-CALM-E (1 Month LIBOR USD + 2.00%, 2.00% Floor) | 6.32 % (a) | 11/15/2032 | 1493601 |
| 467500 | BX Trust, Series 2019-XL-G (Secured Overnight Financing Rate 1 Month + 2.41%, 2.41% Floor) | 6.75 % (a) | 10/15/2036 | 448347 |
| 2821000 | BX Trust, Series 2021-BXMF-G (1 Month LIBOR USD + 3.35%, 3.35% Floor) | 7.67 % (a) | 10/15/2026 | 2554796 |
| 2820000 | BX Trust, Series 2021-VIEW-E (1 Month LIBOR USD + 3.60%, 3.60% Floor) | 7.92 % (a) | 06/15/2036 | 2571179 |
| 2868000 | BX Trust, Series 2021-VOLT-F (1 Month LIBOR USD + 2.40%, 2.40% Floor) | 6.72 % (a) | 09/15/2036 | 2648503 |
| 2677280 | BX Trust, Series 2021-XL2-E (1 Month LIBOR USD + 1.85%, 1.85% Floor) | 6.16 % (a) | 10/15/2038 | 2523526 |
| 1119631 | Carbon Capital Commercial Mortgage Trust, Series 2019-FL2-B (1 Month LIBOR USD + 2.85%, 2.85% Floor) | 7.17 % (a) | 10/15/2035 | 1059356 |
| 8766672 | CD Commercial Mortgage Trust, Series 2017-CD3-XA | 0.97 % (g)(i) | 02/10/2050 | 264096 |
| 3844967 | CFCRE Commercial Mortgage Trust, Series 2016-C4-XA | 1.61 % (g)(i) | 05/10/2058 | 151986 |
| 22058000 | CFCRE Commercial Mortgage Trust, Series 2018-TAN-X | 1.63 % (a)(g)(i) | 02/15/2033 | 1032 |
| 1515120 | Citigroup Commercial Mortgage Trust, Series 2014-GC25-XA | 0.95 % (g)(i) | 10/10/2047 | 18823 |
| 6484470 | Citigroup Commercial Mortgage Trust, Series 2016-C1-XA | 1.82 % (g)(i) | 05/10/2049 | 309089 |
| 2213799 | Citigroup Commercial Mortgage Trust, Series 2016-P4-XA | 1.89 % (g)(i) | 07/10/2049 | 108044 |
| 530000 | Citigroup Commercial Mortgage Trust, Series 2018-TBR-E (1 Month LIBOR USD + 2.80%, 2.80% Floor) | 7.24 % (a) | 12/15/2036 | 503647 |
| 1216000 | CLNC Ltd., Series 2019-FL1-B (Secured Overnight Financing Rate 1 Month + 2.01%, 1.90% Floor) | 6.34 % (a) | 08/20/2035 | 1164518 |
| 1762460 | Commercial Mortgage Pass-Through Trust, Series 2013-CR10-XA | 0.64 % (g)(i) | 08/10/2046 | 3246 |
| 925821 | Commercial Mortgage Pass-Through Trust, Series 2014-CR17-XA | 0.95 % (g)(i) | 05/10/2047 | 8274 |
| 10918276 | Commercial Mortgage Pass-Through Trust, Series 2015-CR25-XA | 0.80 % (g)(i) | 08/10/2048 | 187707 |
| 6634889 | Commercial Mortgage Pass-Through Trust, Series 2015-CR27-XA | 0.91 % (g)(i) | 10/10/2048 | 132996 |
| 1227000 | Commercial Mortgage Pass-Through Trust, Series 2015-DC1-C | 4.30 % (g) | 02/10/2048 | 1057900 |
| 1652240 | Commercial Mortgage Pass-Through Trust, Series 2015-DC1-XA | 0.98 % (g)(i) | 02/10/2048 | 25131 |
| 9542105 | Commercial Mortgage Pass-Through Trust, Series 2015-LC21-XA | 0.65 % (g)(i) | 07/10/2048 | 121624 |
| 2681594 | Commercial Mortgage Pass-Through Trust, Series 2016-DC2-XA | 0.94 % (g)(i) | 02/10/2049 | 60496 |
| 2228000 | Commercial Mortgage Pass-Through Trust, Series 2018-HCLV-D (1 Month LIBOR USD + 2.28%, 2.18% Floor) | 6.59 % (a) | 09/15/2033 | 1947261 |
| 2134000 | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4-F (1 Month LIBOR USD + 2.65%, 2.65% Floor) | 6.97 % (a) | 05/15/2036 | 2043065 |
| 2292342 | CSAIL Commercial Mortgage Trust, Series 2015-C1-XA | 0.82 % (g)(i) | 04/15/2050 | 28326 |
| 42580717 | CSAIL Commercial Mortgage Trust, Series 2018-CX12-XA | 0.57 % (g)(i) | 08/15/2051 | 1001503 |
| 31953402 | CSAIL Commercial Mortgage Trust, Series 2021-C20-XA | 1.04 % (g)(i) | 03/15/2054 | 1826779 |
| 18269000 | CSAIL Commercial Mortgage Trust, Series 2021-C20-XD | 1.48 % (a)(g)(i) | 03/15/2054 | 1619496 |
| 1974822 | CSMC Trust, Series 2014-USA-X1 | 0.54 % (a)(g)(i) | 09/15/2037 | 22516 |
| 2477000 | CSMC Trust, Series 2020-FACT-D (1 Month LIBOR USD + 3.71%, 3.71% Floor) | 8.03 % (a) | 10/15/2037 | 2222516 |
| 1768000 | ELP Commercial Mortgage Trust, Series 2021-ELP-C (1 Month LIBOR USD + 1.32%, 1.32% Floor) | 5.64 % (a) | 11/15/2038 | 1683244 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2246218 | Extended Stay America Trust, Series 2021-ESH-D (1 Month LIBOR USD + 2.25%, 2.25% Floor) | 6.57 % (a) | 07/15/2038 | 2156258 |
| 2264000 | Fontainebleau Miami Beach Trust, Series 2019-FBLU-G | 3.96 % (a)(g) | 12/10/2036 | 2039592 |
| 639609 | FREMF Mortgage Trust, Series 2016-KF18-B (1 Month LIBOR USD + 5.50%, 5.50% Floor) | 9.64 % (a) | 05/25/2026 | 624835 |
| 372621 | FREMF Mortgage Trust, Series 2017-KF27-B (1 Month LIBOR USD + 4.35%, 4.35% Floor) | 8.49 % (a) | 12/25/2026 | 363583 |
| 700066 | FREMF Mortgage Trust, Series 2017-KF30-B (1 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.39 % (a) | 03/25/2027 | 689777 |
| 1479905 | FREMF Mortgage Trust, Series 2017-KF34-B (1 Month LIBOR USD + 2.70%, 2.55% Floor) | 6.84 % (a) | 08/25/2024 | 1467271 |
| 392798 | FREMF Mortgage Trust, Series 2018-KF44-B (1 Month LIBOR USD + 2.15%, 2.15% Floor) | 6.29 % (a) | 02/25/2025 | 386933 |
| 705226 | FREMF Mortgage Trust, Series 2018-KF49-B (1 Month LIBOR USD + 1.90%, 1.90% Floor) | 6.04 % (a) | 06/25/2025 | 665534 |
| 226669 | FREMF Mortgage Trust, Series 2019-KF61-B (1 Month LIBOR USD + 2.20%, 2.20% Floor) | 6.34 % (a) | 04/25/2029 | 211158 |
| 2439632 | FREMF Mortgage Trust, Series 2019-KF71-C (1 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.14 % (a) | 10/25/2029 | 2302598 |
| 1350000 | FS Rialto, Series 2022-FL4-AS (Secured Overnight Financing Rate 30 Day Average + 2.40%, 2.40% Floor) | 6.21 % (a) | 01/19/2039 | 1290712 |
| 2370000 | Greystone Commercial Real Estate Notes, Series 2019-FL2-D (1 Month LIBOR USD + 2.40%, 2.40% Floor) | 6.72 % (a) | 09/15/2037 | 2252536 |
| 442000 | GS Mortgage Securities Corporation Trust, Series 2018-GS10-WLSD | 4.90 % (a)(g) | 03/10/2033 | 372084 |
| 553000 | GS Mortgage Securities Corporation Trust, Series 2018-GS10-WLSE | 4.90 % (a)(g) | 03/10/2033 | 455109 |
| 1509000 | GS Mortgage Securities Corporation Trust, Series 2018-RIVR-E (1 Month LIBOR USD + 1.55%, 1.55% Floor) | 5.87 % (a) | 07/15/2035 | 1162363 |
| 850000 | GS Mortgage Securities Corporation Trust, Series 2018-TWR-E (1 Month LIBOR USD + 2.35%, 2.10% Floor) | 6.67 % (a) | 07/15/2031 | 738061 |
| 850000 | GS Mortgage Securities Corporation Trust, Series 2018-TWR-F (1 Month LIBOR USD + 3.05%, 2.80% Floor) | 7.37 % (a) | 07/15/2031 | 713836 |
| 850000 | GS Mortgage Securities Corporation Trust, Series 2018-TWR-G (1 Month LIBOR USD + 4.17%, 3.93% Floor) | 8.49 % (a) | 07/15/2031 | 681972 |
| 7062238 | GS Mortgage Securities Trust, Series 2014-GC24-XA | 0.71 % (g)(i) | 09/10/2047 | 62684 |
| 6944592 | GS Mortgage Securities Trust, Series 2015-GS1-XA | 0.76 % (g)(i) | 11/10/2048 | 126275 |
| 5328237 | GS Mortgage Securities Trust, Series 2016-GS2-XA | 1.73 % (g)(i) | 05/10/2049 | 234694 |
| 2377000 | GSCG Trust, Series 2019-600C-E | 3.99 % (a)(g) | 09/06/2034 | 1983942 |
| 1376000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20-C | 4.56 % (g) | 07/15/2047 | 1227708 |
| 5058439 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4-XA | 0.59 % (g)(i) | 12/15/2049 | 86703 |
| 1957000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT-EFX | 5.36 % (a)(g) | 07/05/2033 | 1691415 |
| 2555000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP-F (1 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.32 % (a) | 07/15/2036 | 2336294 |
| 766000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES-C | 4.34 % (a) | 05/05/2032 | 711449 |
| 784000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES-D | 4.45 % (a)(g) | 05/05/2032 | 724585 |
| 915000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES-E | 4.45 % (a)(g) | 05/05/2032 | 842525 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 960000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES-F | 4.45 % (a)(g) | 05/05/2032 | 880674 |
| 1049000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-UES-G | 4.45 % (a)(g) | 05/05/2032 | 939814 |
| 1685000 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN-EFX | 3.97 % (a) | 01/16/2037 | 1427200 |
| 1234402 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C18-XA | 0.67 % (g)(i) | 02/15/2047 | 5653 |
| 2973000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C21-C | 4.64 % (g) | 08/15/2047 | 2740229 |
| 100000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23-C | 4.48 % (g) | 09/15/2047 | 89394 |
| 150000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25-C | 4.44 % (g) | 11/15/2047 | 130482 |
| 1115000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C29-C | 4.18 % (g) | 05/15/2048 | 987276 |
| 3191261 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C29-XA | 0.57 % (g)(i) | 05/15/2048 | 34345 |
| 4153025 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31-XA | 0.82 % (g)(i) | 08/15/2048 | 72722 |
| 470000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33-C | 4.62 % (g) | 12/15/2048 | 417748 |
| 2532000 | LCCM Trust, Series 2017-LC26-C | 4.71 % (a) | 07/12/2050 | 2150148 |
| 2505215 | LSTAR Commercial Mortgage Trust, Series 2016-4-XA | 1.70 % (a)(g)(i) | 03/10/2049 | 53227 |
| 12147368 | LSTAR Commercial Mortgage Trust, Series 2017-5-X | 0.79 % (a)(g)(i) | 03/10/2050 | 249330 |
| 2837000 | Med Trust, Series 2021-MDLN-G (1 Month LIBOR USD + 5.25%, 5.25% Floor) | 9.57 % (a) | 11/15/2038 | 2577007 |
| 1141351 | Merchants Bank of Indiana Multifamily Housing Mortgage Loan Trust, Series 2021-Q015-B (Secured Overnight Financing Rate 30 Day Average + 2.85%, 0.00% Floor) | 6.65 % (a) | 08/25/2024 | 1140266 |
| 2200000 | MF1 Ltd., Series 2021-FL7-C (1 Month LIBOR USD + 2.05%, 2.05% Floor) | 6.39 % (a) | 10/16/2036 | 2066698 |
| 2538000 | MFT Trust, Series 2020-ABC-D | 3.48 % (a)(g) | 02/10/2042 | 1661225 |
| 2500000 | MKT Mortgage Trust, Series 2020-525M-F | 2.94 % (a)(g) | 02/12/2040 | 1361339 |
| 100000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18-C | 4.47 % (g) | 10/15/2047 | 92548 |
| 274000 | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27-C | 4.50 % (g) | 12/15/2047 | 246502 |
| 393000 | Morgan Stanley Capital Trust, Series 2017-ASHF-D (1 Month LIBOR USD + 2.33%, 2.20% Floor) | 6.64 % (a) | 11/15/2034 | 363140 |
| 837000 | Morgan Stanley Capital Trust, Series 2018-SUN-F (1 Month LIBOR USD + 2.55%, 2.55% Floor) | 6.87 % (a) | 07/15/2035 | 801176 |
| 2489000 | Morgan Stanley Capital Trust, Series 2019-NUGS-F (1 Month LIBOR USD + 2.84%, 4.34% Floor) | 7.16 % (a) | 12/15/2036 | 1706077 |
| 2284679 | MSCG Trust, Series 2018-SELF-F (1 Month LIBOR USD + 3.05%, 3.05% Floor) | 7.37 % (a) | 10/15/2037 | 2135328 |
| 1919000 | Natixis Commercial Mortgage Securities Trust, Series 2018-FL1-C (1 Month LIBOR USD + 2.20%, 2.20% Floor) | 6.52 % (a) | 06/15/2035 | 1715642 |
| 1183000 | Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC-AMZ1 | 3.50 % (a)(g) | 01/15/2037 | 1057443 |
| 685000 | Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC-AMZ2 | 3.50 % (a)(g) | 01/15/2037 | 588550 |
| 639000 | Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC-AMZ3 | 3.50 % (a)(g) | 01/15/2037 | 537247 |
| 1500000 | One New York Plaza Trust, Series 2020-1NYP-C (1 Month LIBOR USD + 2.20%, 2.20% Floor) | 6.52 % (a) | 01/15/2036 | 1375420 |

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 2750000 | RLGH Trust, Series 2021-TROT-D (1 Month LIBOR USD + 1.71%, 1.71% Floor) | 6.03 % (a) | 04/15/2036 | 2582447 |
| 2874000 | Soho Trust, Series 2021-SOHO-B | 2.70 % (a)(g) | 08/10/2038 | 2112227 |
| 2889000 | SREIT Trust, Series 2021-IND-F (1 Month LIBOR USD + 2.54%, 2.54% Floor) | 6.85 % (a) | 10/15/2038 | 2581055 |
| 961000 | STWD Ltd., Series 2019-FL1-D (Secured Overnight Financing Rate 1 Month + 2.46%, 2.35% Floor) | 6.79 % (a) | 07/15/2038 | 907302 |
| 296049 | TTAN, Series 2021-MHC-F (1 Month LIBOR USD + 2.90%, 2.90% Floor) | 7.22 % (a) | 03/15/2038 | 275582 |
| 1097000 | UBS Commercial Mortgage Trust, Series 2018-C8-C | 4.71 % (g) | 02/15/2051 | 932801 |
| 12958792 | UBS Commercial Mortgage Trust, Series 2018-C8-XA | 0.84 % (g)(i) | 02/15/2051 | 438686 |
| 1321442 | VMC Finance LLC, Series 2019-FL3-D (1 Month LIBOR USD + 2.65%, 2.65% Floor) | 6.98 % (a) | 09/15/2036 | 1236995 |
| 100000 | Wells Fargo Commercial Mortgage Trust, Series 2015-C27-C | 3.89% | 02/15/2048 | 87139 |
| 400000 | Wells Fargo Commercial Mortgage Trust, Series 2015-C28-C | 4.08 % (g) | 05/15/2048 | 357360 |
| 9564433 | Wells Fargo Commercial Mortgage Trust, Series 2015-C30-XA | 0.88 % (g)(i) | 09/15/2058 | 179748 |
| 4949866 | Wells Fargo Commercial Mortgage Trust, Series 2015-C31-XA | 0.95 % (g)(i) | 11/15/2048 | 105839 |
| 1855920 | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1-XA | 1.07 % (g)(i) | 05/15/2048 | 32944 |
| 6366771 | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2-XA | 0.61 % (g)(i) | 07/15/2058 | 79262 |
| 1909737 | Wells Fargo Commercial Mortgage Trust, Series 2016-C33-XA | 1.58 % (g)(i) | 03/15/2059 | 75334 |
| 3617888 | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6-XA | 1.58 % (g)(i) | 11/15/2049 | 153486 |
| 13771853 | Wells Fargo Commercial Mortgage Trust, Series 2017-C38-XA | 0.97 % (g)(i) | 07/15/2050 | 446514 |
| 2423000 | Wells Fargo Commercial Mortgage Trust, Series 2017-C41-C | 4.49 % (g) | 11/15/2050 | 1948661 |
| 1998090 | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1-XA | 1.38 % (g)(i) | 01/15/2060 | 91723 |
| 2267000 | Wells Fargo Commercial Mortgage Trust, Series 2018-C47-C | 4.93 % (g) | 09/15/2061 | 1897033 |
| 1136277 | Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE-D (1 Month LIBOR USD + 2.50%, 2.50% Floor) | 6.82 % (a) | 02/15/2040 | 1008737 |
| 1136277 | Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE-E (1 Month LIBOR USD + 3.65%, 3.65% Floor) | 7.97 % (a) | 02/15/2040 | 1000922 |
| 2693790 | WF-RBS Commercial Mortgage Trust, Series 2014-C21-XA | 1.00 % (g)(i) | 08/15/2047 | 34891 |
|  **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $150,763,295) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $150,763,295) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $150,763,295) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $150,763,295) | 125806621 |
|  **Non-Agency Residential Collateralized Mortgage Obligations - 18.5%** | **Non-Agency Residential Collateralized Mortgage Obligations - 18.5%** |  |  |  |
| 3020689 | ACE Securities Corporation Home Equity Loan Trust, Series 2007-HE1-A2A (1 Month LIBOR USD + 0.18%, 0.18% Floor) | 4.57% | 01/25/2037 | 1768938 |
| 1226078 | ACE Securities Corporation Home Equity Loan Trust, Series 2007-HE1-A2D (1 Month LIBOR USD + 0.50%, 0.50% Floor) | 4.89% | 01/25/2037 | 717976 |
| 1000000 | AMSR Trust, Series 2020-SFR4-E1 | 2.21 % (a) | 11/17/2037 | 881624 |
| 5122000 | AMSR Trust, Series 2021-SFR3-G | 3.80 % (a) | 10/17/2038 | 4281444 |
| 8244711 | APS Resecuritization Trust, Series 2015-3-1MZ (12 Month US Treasury Average + 0.96%, 0.96% Floor) | 2.65 % (a) | 10/27/2046 | 6918120 |
| 1695539 | Asset Backed Securities Corporation Home Equity Loan Trust, Series 2007-HE2-A4 (1 Month LIBOR USD + 0.23%, 0.23% Floor) | 4.62% | 05/25/2037 | 1182324 |
| 1131464 | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-2-2A1 | 3.29 % (g) | 07/25/2036 | 966219 |
| 730539 | Bear Stearns ALT-A Trust, Series 2006-4-22A1 | 3.62 % (g) | 08/25/2036 | 546882 |
| 1960360 | Chase Mortgage Finance Trust, Series 2007-S4-A4 (1 Month LIBOR USD + 0.60%, 0.60% Floor, 6.00% Cap) | 4.99% | 06/25/2037 | 647729 |
| 133769 | CHL Mortgage Pass-Through Trust, Series 2005-HYB9-3A2A (12 Month LIBOR USD + 1.75%, 1.75% Floor, 11.00% Cap) | 5.91% | 02/20/2036 | 111002 |
| 256022 | CHL Mortgage Pass-Through Trust, Series 2007-14-A15 | 6.50% | 09/25/2037 | 149857 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5013662 | CHL Mortgage Pass-Through Trust, Series 2007-14-A19 | 6.00% | 09/25/2037 | 2788450 |
| 3184177 | CHL Mortgage Pass-Through Trust, Series 2007-9-A13 | 5.75% | 07/25/2037 | 1611012 |
| 413023 | CHL Mortgage Pass-Through Trust, Series 2007-HY1-1A1 | 2.87 % (g) | 04/25/2037 | 365803 |
| 669862 | CitiMortgage Alternative Loan Trust, Series 2007-A5-1A10 | 5.75% | 05/25/2037 | 597347 |
| 243186 | Countrywide Alternative Loan Trust, Series 2005-75CB-A3 | 5.50% | 01/25/2036 | 174782 |
| 527405 | Countrywide Alternative Loan Trust, Series 2006-23CB-2A2 | 6.50% | 08/25/2036 | 189409 |
| 3322538 | Countrywide Alternative Loan Trust, Series 2006-6CB-2A10 | 6.00% | 05/25/2036 | 1469317 |
| 2203621 | Countrywide Alternative Loan Trust, Series 2006-OA6-1A1A (1 Month LIBOR USD + 0.42%, 0.42% Floor) | 4.81% | 07/25/2046 | 1837720 |
| 301855 | Countrywide Alternative Loan Trust, Series 2007-15CB-A7 | 6.00% | 07/25/2037 | 194174 |
| 476954 | Countrywide Alternative Loan Trust, Series 2008-1R-2A3 | 6.00% | 08/25/2037 | 256105 |
| 417272 | Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-10-6A9 | 5.50% | 11/25/2035 | 194501 |
| 180371 | Credit Suisse First Boston Mortgage Securities Corporation, Series 2005-9-5A9 | 5.50% | 10/25/2035 | 106574 |
| 279788 | CSAB Mortgage Backed Trust, Series 2006-2-A5A | 6.58% | 09/25/2036 | 95511 |
| 732982 | CSMC Trust, Series 2011-12R-3A5 | 3.34 % (a)(g) | 07/27/2036 | 697656 |
| 7700000 | CSMC Trust, Series 2020-RPL6-A2 | 3.33 % (a)(g) | 03/25/2059 | 6558534 |
| 1500000 | CSMC Trust, Series 2021-NQM6-B1 | 3.29 % (a)(g) | 07/25/2066 | 776908 |
| 195559 | Deutsche ALT-B Securities, Inc. Mortgage Loan Trust, Series 2006-AB4-A1A | 6.01 % (g) | 10/25/2036 | 170993 |
| 113686 | Deutsche Mortgage & Asset Receiving Corporation, Series 2014-RS1-1A2 | 6.50 % (a)(g) | 07/27/2037 | 92300 |
| 7100000 | Federal Home Loan Mortgage Corporation STACR REMIC Trust, Series 2020-DNA2-B1 (1 Month LIBOR USD + 2.50%, 0.00% Floor) | 6.89 % (a) | 02/25/2050 | 6647651 |
| 6452000 | FirstKey Homes Trust, Series 2021-SFR1-F1 | 3.24 % (a) | 08/17/2038 | 5438905 |
| 8000000 | FMC GMSR Issuer Trust, Series 2021-GT1-A | 3.62 % (a)(g) | 07/25/2026 | 6519012 |
| 500000 | GCAT Trust, Series 2019-NQM3-B1 | 3.95 % (a)(g) | 11/25/2059 | 366021 |
| 6466714 | Home Partners of America Trust, Series 2019-2-F | 3.87 % (a) | 10/19/2039 | 5347326 |
| 789335 | Impac Secured Assets Trust, Series 2006-5-1A1C (1 Month LIBOR USD + 0.54%, 0.54% Floor, 11.50% Cap) | 4.93% | 02/25/2037 | 706595 |
| 1304863 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR19-2A1 | 3.39 % (g) | 08/25/2036 | 1079852 |
| 403929 | JP Morgan Mortgage Trust, Series 2005-S3-1A2 | 5.75% | 01/25/2036 | 201073 |
| 315032 | JP Morgan Mortgage Trust, Series 2007-A2-4A1M | 3.23 % (g) | 04/25/2037 | 257066 |
| 3300000 | Legacy Mortgage Asset Trust, Series 2021-GS1-A2 | 3.84 % (a)(e) | 10/25/2066 | 2771521 |
| 109895 | Lehman Mortgage Trust, Series 2006-1-1A3 | 5.50% | 02/25/2036 | 57050 |
| 5597250 | Lehman Mortgage Trust, Series 2006-GP3-1A1 (1 Month LIBOR USD + 0.40%, 0.40% Floor) | 4.79% | 06/25/2046 | 5007488 |
| 3000000 | LoanDepot GMSR Master Trust, Series 2018-GT1-A (1 Month LIBOR USD + 2.80%, 2.80% Floor) | 7.13 % (a) | 10/16/2023 | 2802059 |
| 70232 | MASTR Adjustable Rate Mortgages Trust, Series 2006-2-2A1 | 3.96 % (g) | 04/25/2036 | 39598 |
| 263949 | Merrill Lynch Alternative Note Asset Trust, Series 2007-F1-2A7 | 6.00% | 03/25/2037 | 105676 |
| 552110 | Merrill Lynch Mortgage Investors Trust, Series 2006-AF1-AF2C | 6.25% | 08/25/2036 | 253012 |
| 16473658 | Merrill Lynch Mortgage Investors Trust, Series 2006-HE6-A1 (1 Month LIBOR USD + 0.28%, 0.28% Floor) | 4.67% | 11/25/2037 | 8173951 |
| 4816620 | Morgan Stanley Mortgage Loan Trust, Series 2005-7-3A1 | 4.73 % (g) | 11/25/2035 | 2930083 |
| 81329 | Morgan Stanley Mortgage Loan Trust, Series 2005-7-4A1 | 5.50% | 11/25/2035 | 53883 |
| 295880 | Morgan Stanley Mortgage Loan Trust, Series 2006-2-7A1 | 5.47 % (g) | 02/25/2036 | 175282 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 456064 | Morgan Stanley Mortgage Loan Trust, Series 2007-8XS-A1 | 5.75 % (g) | 04/25/2037 | 231601 |
| 7835923 | Morgan Stanley Resecuritization Trust, Series 2013-R7-8B (12 Month US Treasury Average + 0.96%, 0.96% Floor) | 2.65 % (a)(m) | 12/26/2046 | 7167239 |
| 1604923 | New Century Home Equity Loan Trust, Series 2006-1-A2B (1 Month LIBOR USD + 0.36%, 0.36% Floor, 12.50% Cap) | 4.75% | 05/25/2036 | 1561193 |
| 3600000 | New York Mortgage Trust, Series 2021-BPL1-A2 | 2.98 % (a)(e) | 05/25/2026 | 3334429 |
| 10103756 | NovaStar Mortgage Funding Trust, Series 2006-3-A2C (1 Month LIBOR USD + 0.32%, 0.32% Floor, 11.00% Cap) | 4.71% | 10/25/2036 | 5711745 |
| 5700234 | PMT Credit Risk Transfer Trust, Series 2019-2R-A (1 Month LIBOR USD + 2.75%, 2.75% Floor) | 7.14 % (a) | 05/27/2023 | 5476124 |
| 438490 | PMT Credit Risk Transfer Trust, Series 2019-3R-A (1 Month LIBOR USD + 3.70%, 2.70% Floor) | 8.09 % (a) | 11/27/2031 | 421003 |
| 500000 | PMT Credit Risk Transfer Trust, Series 2021-FT1-A (1 Month LIBOR USD + 3.00%, 3.00% Floor) | 7.39 % (a) | 03/25/2026 | 486054 |
| 3100000 | Progress Residential Trust, Series 2019-SFR4-F | 3.68 % (a) | 10/17/2036 | 2937404 |
| 1100000 | Progress Residential Trust, Series 2021-SFR1-G | 3.86 % (a) | 04/17/2038 | 943092 |
| 7500000 | Progress Residential Trust, Series 2021-SFR2-F | 3.40 % (a) | 04/19/2038 | 6356440 |
| 8100000 | Progress Residential Trust, Series 2021-SFR3-F | 3.44 % (a) | 05/17/2026 | 6919601 |
| 3000000 | PRPM LLC, Series 2021-2-A2 | 3.77 % (a)(g) | 03/25/2026 | 2582499 |
| 292800 | Residential Accredit Loans, Inc., Series 2006-QS12-2A3 | 6.00% | 09/25/2036 | 231278 |
| 1497067 | Residential Asset Securitization Trust, Series 2005-A15-5A2 | 5.75% | 02/25/2036 | 582657 |
| 344363 | Residential Asset Securitization Trust, Series 2006-A2-A11 | 6.00% | 01/25/2046 | 148785 |
| 2905819 | Residential Funding Mortgage Securities Trust, Series 2006-S8-A10 | 6.00% | 09/25/2036 | 2222596 |
| 5750000 | Residential Mortgage Loan Trust, Series 2020-1-B1 | 3.95 % (a)(g) | 01/26/2060 | 4340374 |
| 4735168 | Soundview Home Loan Trust, Series 2007-OPT1-2A2 (1 Month LIBOR USD + 0.15%, 0.15% Floor) | 4.54% | 06/25/2037 | 3391901 |
| 1116000 | Starwood Mortgage Residential Trust, Series 2019-INV1-B1 | 3.66 % (a)(g) | 09/27/2049 | 900529 |
| 645018 | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-22-4A1 | 4.26 % (g) | 12/25/2035 | 571060 |
| 8193495 | Structured Asset Securities Corporation, Series 2007-OSI-A4 (1 Month LIBOR USD + 0.20%, 0.20% Floor) | 4.59% | 06/25/2037 | 5507634 |
| 5621766 | Structured Asset Securities Corporation, Series 2007-RF1-1A (1 Month LIBOR USD + 0.19%, 0.19% Floor) | 4.58 % (a) | 03/25/2037 | 4604899 |
| 13319166 | TBW Mortgage Backed Pass Through Trust, Series 2006-3-4A1 (1 Month LIBOR USD + 0.40%, 0.40% Floor, 7.50% Cap) | 4.79% | 07/25/2036 | 576869 |
| 13319253 | TBW Mortgage Backed Pass Through Trust, Series 2006-3-4A3 (-1 x 1 Month LIBOR USD + 7.10%, 0.00% Floor, 7.10% Cap) | 2.71 % (i)(j) | 07/25/2036 | 775721 |
| 6600000 | Toorak Mortgage Corporation Ltd., Series 2021-1-A2 | 3.10 % (a)(e) | 06/25/2024 | 6149805 |
| 5000000 | Tricon American Homes Trust, Series 2019-SFR1-F | 3.75 % (a) | 03/17/2038 | 4475431 |
| 1636999 | Velocity Commercial Capital Loan Trust, Series 2018-2-M2 | 4.51 % (a)(g) | 10/26/2048 | 1390574 |
| 416374 | Velocity Commercial Capital Loan Trust, Series 2018-2-M3 | 4.72 % (a)(g) | 10/26/2048 | 347123 |
| 1200212 | Velocity Commercial Capital Loan Trust, Series 2019-1-M5 | 5.70 % (a)(g) | 03/25/2049 | 981579 |
| 1784431 | Velocity Commercial Capital Loan Trust, Series 2019-2-M4 | 3.99 % (a)(g) | 07/25/2049 | 1504083 |
| 3100000 | Verus Securitization Trust, Series 2019-INV3-B1 | 3.73 % (a)(g) | 11/25/2059 | 2494909 |
| 2600000 | Verus Securitization Trust, Series 2021-3-B1 | 3.20 % (a)(g) | 06/25/2066 | 1622925 |
| 5000000 | Verus Securitization Trust, Series 2021-7-B1 | 4.14 % (a)(g) | 10/25/2066 | 3279521 |
| 3000000 | Verus Securitization Trust, Series 2021-R2-B1 | 3.25 % (a)(g) | 02/25/2064 | 2186096 |
| 550888 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-2-4CB | 6.00% | 03/25/2036 | 512713 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 793160 | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-HY6-2A2 | 3.13 % (g) | 06/25/2037 | 693147 |
| 262984 | Wells Fargo Alternative Loan Trust, Series 2007-PA5-1A1 | 6.25% | 11/25/2037 | 222230 |
| 4534286 | Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2007-2-A4 (1 Month LIBOR USD + 0.30%, 0.30% Floor) | 4.69% | 04/25/2037 | 3083116 |
|  **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $228,161,401) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $228,161,401) | **Total Non-Agency Residential Collateralized Mortgage Obligations** (Cost $228,161,401) |  | 182208294 |
|  **US Corporate Bonds - 4.5%** | **US Corporate Bonds - 4.5%** | **US Corporate Bonds - 4.5%** | **US Corporate Bonds - 4.5%** | **US Corporate Bonds - 4.5%** |
| 425000 | Academy Ltd. | 6.00 % (a) | 11/15/2027 | 407492 |
| 175000 | Acrisure LLC | 6.00 % (a) | 08/01/2029 | 143243 |
| 275000 | Acuris Finance, Inc. | 5.00 % (a) | 05/01/2028 | 220807 |
| 500000 | AdaptHealth LLC | 5.13 % (a) | 03/01/2030 | 426295 |
| 215000 | Aethon United Finance Corporation | 8.25 % (a) | 02/15/2026 | 213517 |
| 55000 | Air Methods Corporation | 8.00 % (a)(f) | 05/15/2025 | 2999 |
| 185000 | Alliant Holdings Intermediate LLC | 6.75 % (a) | 10/15/2027 | 166687 |
| 205000 | Allied Universal Holdco LLC | 6.63 % (a) | 07/15/2026 | 187997 |
| 200000 | Allied Universal Holdco LLC | 6.00 % (a) | 06/01/2029 | 145412 |
| 70000 | AMC Entertainment Holdings, Inc. | 7.50 % (a) | 02/15/2029 | 37709 |
| 355000 | American Airlines, Inc. | 5.75 % (a) | 04/20/2029 | 325095 |
| 2436560 | American Airlines, Inc. | 5.25% | 01/15/2024 | 2380215 |
| 100000 | American Axle & Manufacturing, Inc. | 5.00% | 10/01/2029 | 80757 |
| 185000 | AmWINS Group, Inc. | 4.88 % (a) | 06/30/2029 | 157148 |
| 239000 | Antero Midstream Partners LP | 5.75 % (a) | 03/01/2027 | 226351 |
| 230000 | Antero Resources Corporation | 5.38 % (a) | 03/01/2030 | 213546 |
| 350000 | APi Group DE, Inc., | 4.75 % (a) | 10/15/2029 | 305191 |
| 290000 | Arconic Corporation | 6.13 % (a) | 02/15/2028 | 272596 |
| 145000 | Ashton Woods Finance Company | 4.63 % (a) | 04/01/2030 | 116567 |
| 300000 | ASP Unifrax Holdings, Inc. | 5.25 % (a) | 09/30/2028 | 241797 |
| 250000 | AssuredPartners, Inc. | 5.63 % (a) | 01/15/2029 | 206085 |
| 100000 | Bausch Health Companies, Inc. | 6.13 % (a) | 02/01/2027 | 69088 |
| 300000 | Bausch Health Companies, Inc. | 4.88 % (a) | 06/01/2028 | 191374 |
| 78000 | Bausch Health Companies, Inc. | 11.00 % (a) | 09/30/2028 | 61218 |
| 15000 | Bausch Health Companies, Inc. | 14.00 % (a) | 10/15/2030 | 8980 |
| 250000 | BCPE Empire Holdings, Inc. | 7.63 % (a) | 05/01/2027 | 224507 |
| 150000 | Blue Racer Midstream LLC | 7.63 % (a) | 12/15/2025 | 149070 |
| 25000 | Boxer Parent Company, Inc. | 7.13 % (a) | 10/02/2025 | 24352 |
| 195000 | Builders FirstSource, Inc. | 4.25 % (a) | 02/01/2032 | 158434 |
| 225000 | Caesars Entertainment, Inc. | 4.63 % (a) | 10/15/2029 | 183509 |
| 250000 | Callon Petroleum Company | 7.50 % (a) | 06/15/2030 | 229075 |
| 210000 | Calpine Corporation | 4.50 % (a) | 02/15/2028 | 187778 |
| 210000 | Calpine Corporation | 4.63 % (a) | 02/01/2029 | 180528 |
| 340000 | Carnival Corporation | 5.75 % (a) | 03/01/2027 | 243362 |
| 250000 | Carnival Corporation | 9.88 % (a) | 08/01/2027 | 236664 |
| 145000 | Castle US Holding Corporation | 9.50 % (a) | 02/15/2028 | 57728 |
| 355000 | CCO Holdings LLC | 4.75 % (a) | 03/01/2030 | 306968 |
| 295000 | CCO Holdings LLC | 4.50 % (a) | 08/15/2030 | 244381 |
| 200000 | CCO Holdings LLC | 4.75 % (a) | 02/01/2032 | 162549 |

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------

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 180000 | CCO Holdings LLC | 4.25 % (a) | 01/15/2034 | 133200 |
| 420000 | Cedar Fair LP | 5.25% | 07/15/2029 | 377855 |
| 270000 | Chesapeake Energy Corporation | 5.88 % (a) | 02/01/2029 | 256211 |
| 103000 | Clarios Global LP | 6.25 % (a) | 05/15/2026 | 100833 |
| 135000 | Clarivate Science Holdings Corporation | 4.88 % (a) | 07/01/2029 | 114973 |
| 110000 | Clean Harbors, Inc. | 5.13 % (a) | 07/15/2029 | 102215 |
| 55000 | Clear Channel Outdoor Holdings, Inc. | 7.75 % (a) | 04/15/2028 | 40222 |
| 145000 | Clear Channel Outdoor Holdings, Inc. | 7.50 % (a) | 06/01/2029 | 106741 |
| 305000 | Clearway Energy Operating LLC | 4.75 % (a) | 03/15/2028 | 281971 |
| 380000 | CNX Midstream Partners LP | 4.75 % (a) | 04/15/2030 | 312347 |
| 185000 | CNX Resources Corporation | 6.00 % (a) | 01/15/2029 | 170501 |
| 75000 | CNX Resources Corporation | 7.38 % (a) | 01/15/2031 | 71990 |
| 150000 | CommScope Technologies LLC | 5.00 % (a) | 03/15/2027 | 102117 |
| 225000 | CommScope, Inc. | 4.75 % (a) | 09/01/2029 | 181817 |
| 140000 | Community Health Systems, Inc. | 6.00 % (a) | 01/15/2029 | 117289 |
| 145000 | Community Health Systems, Inc. | 6.88 % (a) | 04/15/2029 | 74796 |
| 200000 | Community Health Systems, Inc. | 4.75 % (a) | 02/15/2031 | 145579 |
| 185000 | Consolidated Communications, Inc. | 5.00 % (a) | 10/01/2028 | 136672 |
| 225000 | Cornerstone Building Brands, Inc. | 6.13 % (a) | 01/15/2029 | 158821 |
| 285000 | Coty, Inc. | 5.00 % (a) | 04/15/2026 | 270654 |
| 170000 | Coty, Inc. | 6.50 % (a) | 04/15/2026 | 163463 |
| 470000 | CQP Holdco LP | 5.50 % (a) | 06/15/2031 | 411429 |
| 445000 | CSC Holdings LLC | 5.75 % (a) | 01/15/2030 | 251957 |
| 180000 | CSI Compressco LP | 7.50 % (a) | 04/01/2025 | 168584 |
| 190000 | CVR Nitrogen Finance Corporation | 6.13 % (a) | 06/15/2028 | 170698 |
| 100000 | Dana, Inc. | 5.38% | 11/15/2027 | 92934 |
| 65000 | Dana, Inc. | 4.25% | 09/01/2030 | 52461 |
| 290000 | Dealer Tire LLC | 8.00 % (a) | 02/01/2028 | 255621 |
| 210000 | Diamond Sports Group LLC | 5.38 % (a) | 08/15/2026 | 24937 |
| 245000 | DirectTV Financing LLC | 5.88 % (a) | 08/15/2027 | 219657 |
| 60000 | DISH DBS Corporation | 5.88% | 11/15/2024 | 55878 |
| 195000 | DISH DBS Corporation | 5.75 % (a) | 12/01/2028 | 156000 |
| 110000 | DISH DBS Corporation | 5.13% | 06/01/2029 | 71168 |
| 510000 | Dun & Bradstreet Corporation | 5.00 % (a) | 12/15/2029 | 437102 |
| 170000 | Embarq Corporation | 8.00% | 06/01/2036 | 79425 |
| 135000 | Emergent BioSolutions, Inc. | 3.88 % (a) | 08/15/2028 | 67324 |
| 140000 | Encompass Health Corporation | 4.50% | 02/01/2028 | 127393 |
| 45000 | Encompass Health Corporation | 4.75% | 02/01/2030 | 39589 |
| 145000 | Encompass Health Corporation | 4.63% | 04/01/2031 | 124863 |
| 120000 | Endo Luxembourg Finance Company SARL | 6.13 % (a) | 04/01/2029 | 91257 |
| 160000 | Energizer Holdings, Inc. | 6.50 % (a) | 12/31/2027 | 152470 |
| 155000 | EQM Midstream Partners LP | 4.75 % (a) | 01/15/2031 | 127016 |
| 180000 | Ferrellgas LP | 5.38 % (a) | 04/01/2026 | 163961 |
| 285000 | Fertitta Entertainment LLC | 6.75 % (a) | 01/15/2030 | 230415 |
| 630000 | Ford Motor Company | 3.25% | 02/12/2032 | 473585 |
| 200000 | Ford Motor Credit Company LLC | 4.39% | 01/08/2026 | 186751 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 200000 | Ford Motor Credit Company LLC | 4.95% | 05/28/2027 | 186954 |
| 260000 | Ford Motor Credit Company LLC | 3.63% | 06/17/2031 | 204583 |
| 255000 | Fortress Transportation and Infrastructure Investors LLC | 5.50 % (a) | 05/01/2028 | 217880 |
| 85000 | Frontier Communications Holdings LLC | 5.88 % (a) | 10/15/2027 | 79115 |
| 165000 | Frontier Communications Holdings LLC | 5.00 % (a) | 05/01/2028 | 144212 |
| 105000 | Frontier Communications Holdings LLC | 6.75 % (a) | 05/01/2029 | 87006 |
| 23218 | Frontier Communications Holdings LLC | 5.88% | 11/01/2029 | 17993 |
| 305000 | Full House Resorts, Inc. | 8.25 % (a) | 02/15/2028 | 270401 |
| 200000 | Gap, Inc. | 3.88 % (a) | 10/01/2031 | 139817 |
| 250000 | GCI LLC | 4.75 % (a) | 10/15/2028 | 210429 |
| 265000 | Glatfelter Corporation | 4.75 % (a) | 11/15/2029 | 159689 |
| 320000 | Global Access, Inc. | 5.00 % (a) | 07/15/2029 | 275285 |
| 361640 | Global Aircraft Leasing Company (7.25% PIK) | 6.50 % (a) | 09/15/2024 | 308172 |
| 280000 | Goodyear Tire & Rubber Company | 5.25% | 07/15/2031 | 229387 |
| 125000 | GrafTech Finance, Inc. | 4.63 % (a) | 12/15/2028 | 102837 |
| 305000 | Griffon Corporation | 5.75% | 03/01/2028 | 279548 |
| 112043 | Gulfport Energy Corporation | 8.00 % (a) | 05/17/2026 | 109385 |
| 315000 | Helios Software Holdings, Inc. | 4.63 % (a) | 05/01/2028 | 240644 |
| 135000 | Hertz Corporation | 5.00 % (a) | 12/01/2029 | 102586 |
| 365000 | Hess Midstream Operations LP | 4.25 % (a) | 02/15/2030 | 312539 |
| 450000 | Hess Midstream Operations LP | 5.50 % (a) | 10/15/2030 | 412293 |
| 230000 | H-Food Holdings LLC | 8.50 % (a) | 06/01/2026 | 133763 |
| 220000 | Hightower Holding LLC | 6.75 % (a) | 04/15/2029 | 184925 |
| 470000 | Hilcorp Energy LP | 6.25 % (a) | 11/01/2028 | 426184 |
| 300000 | Icahn Enterprises LP | 5.25% | 05/15/2027 | 275340 |
| 55000 | iHeartCommunications, Inc. | 8.38% | 05/01/2027 | 46887 |
| 305000 | II-VI, Inc. | 5.00 % (a) | 12/15/2029 | 263438 |
| 325000 | Illuminate Buyer LLC | 9.00 % (a) | 07/01/2028 | 272627 |
| 335000 | Installed Building Products, Inc. | 5.75 % (a) | 02/01/2028 | 301743 |
| 145000 | Iron Mountain, Inc. | 4.88 % (a) | 09/15/2029 | 126713 |
| 350000 | Iron Mountain, Inc. | 4.50 % (a) | 02/15/2031 | 288468 |
| 130000 | JELD-WEN, Inc. | 4.63 % (a) | 12/15/2025 | 109054 |
| 50000 | LD Holdings Group LLC | 6.13 % (a) | 04/01/2028 | 30325 |
| 200000 | Leeward Renewable Energy Operations LLC | 4.25 % (a) | 07/01/2029 | 171134 |
| 240000 | Legacy LifePoint Health LLC | 4.38 % (a) | 02/15/2027 | 203376 |
| 220000 | Legends Hospitality Holding Company LLC | 5.00 % (a) | 02/01/2026 | 196075 |
| 115000 | Level 3 Financing, Inc. | 3.75 % (a) | 07/15/2029 | 82881 |
| 320000 | LFS Topco LLC | 5.88 % (a) | 10/15/2026 | 258628 |
| 195000 | LifePoint Health, Inc. | 5.38 % (a) | 01/15/2029 | 110456 |
| 175000 | Lions Gate Capital Holdings LLC | 5.50 % (a) | 04/15/2029 | 101692 |
| 270000 | LSF9 Atlantis Holdings LLC | 7.75 % (a) | 02/15/2026 | 239304 |
| 155000 | Lumen Technologies, Inc. | 5.13 % (a) | 12/15/2026 | 134990 |
| 95000 | Lumen Technologies, Inc. | 4.00 % (a) | 02/15/2027 | 80720 |
| 285000 | M/I Homes, Inc. | 4.95% | 02/01/2028 | 253661 |
| 160000 | Madison IAQ LLC | 4.13 % (a) | 06/30/2028 | 134000 |
| 160000 | Madison IAQ LLC | 5.88 % (a) | 06/30/2029 | 109965 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 200000 | McGraw-Hill Education, Inc. | 5.75 % (a) | 08/01/2028 | 168367 |
| 305000 | Medline Borrower LP | 5.25 % (a) | 10/01/2029 | 242797 |
| 200000 | Metis Merger Sub LLC | 6.50 % (a) | 05/15/2029 | 168157 |
| 150000 | Michaels Companies, Inc. | 5.25 % (a) | 05/01/2028 | 120860 |
| 200000 | Michaels Companies, Inc. | 7.88 % (a) | 05/01/2029 | 133990 |
| 335000 | Midwest Gaming Borrower LLC | 4.88 % (a) | 05/01/2029 | 285475 |
| 315000 | Minerva Merger Sub, Inc. | 6.50 % (a) | 02/15/2030 | 232724 |
| 295000 | ModivCare Escrow Issuer, Inc. | 5.00 % (a) | 10/01/2029 | 249157 |
| 175000 | ModivCare, Inc. | 5.88 % (a) | 11/15/2025 | 164608 |
| 60000 | Moss Creek Resources Holdings, Inc. | 7.50 % (a) | 01/15/2026 | 54190 |
| 225000 | Murphy Oil USA, Inc. | 4.75% | 09/15/2029 | 206281 |
| 170000 | Nabors Industries Ltd. | 7.25 % (a) | 01/15/2026 | 160476 |
| 305000 | Nationstar Mortgage Holdings, Inc. | 5.75 % (a) | 11/15/2031 | 237534 |
| 225000 | Navient Corporation | 5.00% | 03/15/2027 | 197362 |
| 255000 | NCL Corporation Ltd. | 5.88 % (a) | 03/15/2026 | 200736 |
| 85000 | News Corporation | 5.13 % (a) | 02/15/2032 | 77473 |
| 200000 | NFP Corporation | 4.88 % (a) | 08/15/2028 | 170519 |
| 175000 | NGL Energy Operating LLC | 7.50 % (a) | 02/01/2026 | 156121 |
| 70000 | NGL Energy Partners LP | 7.50% | 04/15/2026 | 53657 |
| 685000 | NRG Energy, Inc. | 3.63 % (a) | 02/15/2031 | 521985 |
| 160000 | Oasis Petroleum, Inc. | 6.38 % (a) | 06/01/2026 | 156051 |
| 200000 | Occidental Petroleum Corporation | 6.63% | 09/01/2030 | 207127 |
| 290000 | Occidental Petroleum Corporation | 6.13% | 01/01/2031 | 293223 |
| 155000 | Occidental Petroleum Corporation | 6.45% | 09/15/2036 | 158450 |
| 155000 | Occidental Petroleum Corporation | 6.60% | 03/15/2046 | 159843 |
| 420000 | Olympus Water US Holding Corporation | 4.25 % (a) | 10/01/2028 | 341525 |
| 200000 | Olympus Water US Holding Corporation | 6.25 % (a) | 10/01/2029 | 152101 |
| 60000 | OneMain Finance Corporation | 7.13% | 03/15/2026 | 57187 |
| 220000 | OneMain Finance Corporation | 6.63% | 01/15/2028 | 202968 |
| 400000 | Organon & Company | 5.13 % (a) | 04/30/2031 | 347054 |
| 305000 | Owens & Minor, Inc. | 6.63 % (a) | 04/01/2030 | 262513 |
| 165000 | Par Petroleum LLC | 7.75 % (a) | 12/15/2025 | 159173 |
| 200000 | Park Intermediate Holdings LLC | 4.88 % (a) | 05/15/2029 | 169560 |
| 60000 | PBF Holding Company LLC | 6.00% | 02/15/2028 | 53623 |
| 140000 | PECF USS Intermediate Holding Corporation | 8.00 % (a) | 11/15/2029 | 91139 |
| 300000 | Penn National Gaming, Inc. | 5.63 % (a) | 01/15/2027 | 272496 |
| 145000 | Penn National Gaming, Inc. | 4.13 % (a) | 07/01/2029 | 114739 |
| 245000 | PennyMac Financial Services, Inc. | 4.25 % (a) | 02/15/2029 | 191438 |
| 225000 | Performance Food Group, Inc. | 5.50 % (a) | 10/15/2027 | 212690 |
| 180000 | Performance Food Group, Inc. | 4.25 % (a) | 08/01/2029 | 156204 |
| 500000 | PetSmart, Inc. | 7.75 % (a) | 02/15/2029 | 470534 |
| 315000 | Pike Corporation | 5.50 % (a) | 09/01/2028 | 275899 |
| 105000 | Post Holdings, Inc. | 5.50 % (a) | 12/15/2029 | 95235 |
| 72000 | Post Holdings, Inc. | 4.63 % (a) | 04/15/2030 | 62267 |
| 200000 | Premier Entertainment Sub LLC | 5.63 % (a) | 09/01/2029 | 147740 |
| 195000 | Prime Security Services Borrower LLC | 6.25 % (a) | 01/15/2028 | 177883 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 350000 | Radiate Holdco LLC | 4.50 % (a) | 09/15/2026 | 257698 |
| 75000 | Radiate Holdco LLC | 6.50 % (a) | 09/15/2028 | 31548 |
| 140000 | Radiology Partners, Inc. | 9.25 % (a) | 02/01/2028 | 78811 |
| 270000 | Realogy Group LLC | 5.25 % (a) | 04/15/2030 | 197319 |
| 130000 | Rent-A-Center, Inc. | 6.38 % (a) | 02/15/2029 | 105332 |
| 100000 | Roller Bearing Company of America, Inc. | 4.38 % (a) | 10/15/2029 | 86595 |
| 255000 | Royal Caribbean Cruises Ltd. | 5.50 % (a) | 08/31/2026 | 214837 |
| 130000 | RP Escrow Issuer LLC | 5.25 % (a) | 12/15/2025 | 99437 |
| 165000 | Schweitzer-Mauduit International, Inc. | 6.88 % (a) | 10/01/2026 | 146004 |
| 250000 | Scientific Games Holdings LP | 6.63 % (a) | 03/01/2030 | 211500 |
| 65000 | Scripps Escrow, Inc. | 5.88 % (a) | 07/15/2027 | 58115 |
| 100000 | Scripps Escrow, Inc. | 3.88 % (a) | 01/15/2029 | 80397 |
| 410000 | SEG Holding LLC | 5.63 % (a) | 10/15/2028 | 386638 |
| 275000 | Select Medical Corporation | 6.25 % (a) | 08/15/2026 | 262045 |
| 260000 | Southwestern Energy Company | 5.38% | 02/01/2029 | 241411 |
| 215000 | Southwestern Energy Company | 4.75% | 02/01/2032 | 184151 |
| 285000 | Spectrum Brands, Inc. | 5.00 % (a) | 10/01/2029 | 247111 |
| 225000 | SRS Distribution, Inc. | 4.63 % (a) | 07/01/2028 | 199742 |
| 200000 | SRS Distribution, Inc. | 6.13 % (a) | 07/01/2029 | 161964 |
| 190000 | Staples, Inc. | 7.50 % (a) | 04/15/2026 | 163921 |
| 85000 | Staples, Inc. | 10.75 % (a) | 04/15/2027 | 61343 |
| 145000 | Station Casinos LLC | 4.63 % (a) | 12/01/2031 | 116500 |
| 250000 | Suburban Propane Partners LP | 5.00 % (a) | 06/01/2031 | 212814 |
| 240000 | SunCoke Energy, Inc. | 4.88 % (a) | 06/30/2029 | 206325 |
| 115000 | Sunoco LP | 6.00% | 04/15/2027 | 113438 |
| 100000 | Sunoco LP | 4.50% | 05/15/2029 | 87614 |
| 90000 | SWF Escrow Issuer Corporation | 6.50 % (a) | 10/01/2029 | 52267 |
| 165000 | Tenet Healthcare Corporation | 6.25 % (a) | 02/01/2027 | 158819 |
| 145000 | Tenet Healthcare Corporation | 6.13 % (a) | 10/01/2028 | 130127 |
| 250000 | Tenet Healthcare Corporation | 6.13 % (a) | 06/15/2030 | 238639 |
| 115000 | TMS International Corporation | 6.25 % (a) | 04/15/2029 | 82536 |
| 275000 | Townsquare Media, Inc. | 6.88 % (a) | 02/01/2026 | 244407 |
| 285000 | TransDigm, Inc. | 5.50% | 11/15/2027 | 268208 |
| 196875 | Transocean Poseidon Ltd. | 6.88 % (a) | 02/01/2027 | 191894 |
| 305000 | Trident TPI Holdings, Inc. | 6.63 % (a) | 11/01/2025 | 266432 |
| 180000 | Triton Water Holdings, Inc. | 6.25 % (a) | 04/01/2029 | 144619 |
| 185000 | Uber Technologies, Inc. | 4.50 % (a) | 08/15/2029 | 161529 |
| 225000 | United Airlines, Inc. | 4.63 % (a) | 04/15/2029 | 196301 |
| 390000 | United Natural Foods, Inc. | 6.75 % (a) | 10/15/2028 | 375348 |
| 205000 | Uniti Group LP | 6.50 % (a) | 02/15/2029 | 136196 |
| 230000 | Univision Communications, Inc. | 4.50 % (a) | 05/01/2029 | 192771 |
| 170000 | USA Compression Partners LP | 6.88% | 09/01/2027 | 159223 |
| 220000 | Victoria's Secret Company | 4.63 % (a) | 07/15/2029 | 173008 |
| 85000 | Viking Cruises Ltd. | 13.00 % (a) | 05/15/2025 | 89814 |
| 605000 | Viking Cruises Ltd. | 5.88 % (a) | 09/15/2027 | 494130 |
| 105000 | Virtusa Corporation | 7.13 % (a) | 12/15/2028 | 80170 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 385000 | WASH Multifamily Acquisition, Inc. | 5.75 % (a) | 04/15/2026 | 363307 |
| 120000 | Weatherford International Ltd. | 6.50 % (a) | 09/15/2028 | 117809 |
| 160000 | Weatherford International Ltd. | 8.63 % (a) | 04/30/2030 | 153935 |
| 290000 | Western Midstream Operating LP | 4.30% | 02/01/2030 | 253801 |
| 70000 | Wheel Pros, Inc. | 6.50 % (a) | 05/15/2029 | 24850 |
| 190000 | WR Grace Holdings LLC | 5.63 % (a) | 08/15/2029 | 153856 |
| 380000 | XHR LP | 4.88 % (a) | 06/01/2029 | 311762 |
|  **Total US Corporate Bonds** (Cost $51,773,291) | **Total US Corporate Bonds** (Cost $51,773,291) | **Total US Corporate Bonds** (Cost $51,773,291) | **Total US Corporate Bonds** (Cost $51,773,291) | 43896416 |
|  **US Government and Agency Mortgage Backed Obligations - 7.8%** | **US Government and Agency Mortgage Backed Obligations - 7.8%** |  |  |  |
| 1222574 | Federal Home Loan Mortgage Corporation Pass-Thru, Series K722-X1 | 1.37 % (g)(i) | 03/25/2023 | 341 |
| 10309961 | Federal Home Loan Mortgage Corporation Pass-Thru, Series KF89-AS (Secured Overnight Financing Rate 30 Day Average + 0.37%, 0.00% Floor) | 4.10% | 09/25/2030 | 10055695 |
| 726098 | Federal Home Loan Mortgage Corporation REMICS, Series 3926-HS (-1 x 1 Month LIBOR USD + 6.45%, 0.00% Floor, 6.45% Cap) | 2.13 % (i)(j) | 09/15/2041 | 72724 |
| 240437 | Federal Home Loan Mortgage Corporation REMICS, Series 4471-GA | 3.00% | 02/15/2044 | 223779 |
| 1329857 | Federal Home Loan Mortgage Corporation REMICS, Series 4795-FB (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap) | 4.62% | 06/15/2048 | 1276267 |
| 14425477 | Federal Home Loan Mortgage Corporation REMICS, Series 4851-PF (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap) | 4.72% | 08/15/2057 | 13865420 |
| 2199351 | Federal Home Loan Mortgage Corporation REMICS, Series 4942-FB (1 Month LIBOR USD + 0.50%, 0.50% Floor, 6.00% Cap) | 4.82% | 04/15/2040 | 2145264 |
| 13081873 | Federal Home Loan Mortgage Corporation REMICS, Series 4944-F (1 Month LIBOR USD + 0.45%, 0.45% Floor, 6.50% Cap) | 4.84% | 01/25/2050 | 12736201 |
| 1638197 | Federal Home Loan Mortgage Corporation REMICS, Series 4981-GF (1 Month LIBOR USD + 0.40%, 0.40% Floor, 6.50% Cap) | 4.79% | 06/25/2050 | 1583967 |
| 7107107 | Federal National Mortgage Association REMICS, Series 2013-12-FT (1 Month LIBOR USD + 0.35%, 0.35% Floor, 6.50% Cap) | 4.74% | 02/25/2043 | 6855591 |
| 9067289 | Federal National Mortgage Association REMICS, Series 2017-11-SK (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.66 % (i)(j) | 03/25/2047 | 980045 |
| 4826237 | Federal National Mortgage Association REMICS, Series 2018-86-MF (1 Month LIBOR USD + 0.30%, 0.30% Floor, 6.50% Cap) | 4.69% | 12/25/2048 | 4710535 |
| 8738291 | Federal National Mortgage Association REMICS, Series 2020-54-AS (-1 x 1 Month LIBOR USD + 6.15%, 0.00% Floor, 6.15% Cap) | 1.76 % (i)(j) | 08/25/2050 | 941582 |
| 9768626 | Federal National Mortgage Association REMICS, Series 2021-32-AI | 3.00 % (i) | 05/25/2046 | 1255952 |
| 5728387 | Federal National Mortgage Association REMICS, Series 2022-43-FA (Secured Overnight Financing Rate 30 Day Average + 0.55%, 0.55% Floor, 6.00% Cap) | 4.48% | 07/25/2052 | 5499245 |
| 21634227 | Federal National Mortgage Association, Series 2019-M7-X | 0.33 % (g)(i) | 04/25/2029 | 356536 |
| 22077152 | Federal National Mortgage Association, Series 2021-M8-X | 0.26 % (g)(i) | 11/25/2035 | 489212 |
| 26998352 | Government National Mortgage Association, Series 2013-155-IB | 0.16 % (g)(i) | 09/16/2053 | 125108 |
| 8179600 | Government National Mortgage Association, Series 2019-128-KS (-1 x 1 Month LIBOR USD + 2.85%, 0.00% Floor, 2.85% Cap) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i)(j) | 10/20/2049 | 94486 |
| 7346104 | Government National Mortgage Association, Series 2020-104-SB (-1 x 1 Month LIBOR USD + 6.15%, 0.00% Floor, 6.15% Cap) | 1.80 % (i)(j) | 07/20/2050 | 909624 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 21495428 | Government National Mortgage Association, Series 2020-115-SA (-1 x 1 Month LIBOR USD + 4.20%, 0.00% Floor, 4.20% Cap) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i)(j) | 08/20/2050 | 787064 |
| 15809750 | Government National Mortgage Association, Series 2020-115-YS (-1 x 1 Month LIBOR USD + 4.20%, 0.00% Floor, 4.20% Cap) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i)(j) | 08/20/2050 | 558340 |
| 33523053 | Government National Mortgage Association, Series 2020-129-SA (-1 x 1 Month LIBOR USD + 3.75%, 0.00% Floor, 3.75% Cap) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i)(j) | 09/20/2050 | 659834 |
| 38481928 | Government National Mortgage Association, Series 2020-146-IJ | 2.50 % (i) | 10/20/2050 | 4938898 |
| 15731261 | Government National Mortgage Association, Series 2020-189-SU (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.95 % (i)(j) | 12/20/2050 | 1920477 |
| 13278898 | Government National Mortgage Association, Series 2021-193-DS (-1 x Secured Overnight Financing Rate 30 Day Average + 2.60%, 0.00% Floor, 2.60% Cap) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i)(j) | 11/20/2051 | 74795 |
| 8931097 | Government National Mortgage Association, Series 2021-1-SH (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.95 % (i)(j) | 01/20/2051 | 953300 |
| 29562607 | Government National Mortgage Association, Series 2021-35-IO | 0.99 % (g)(i) | 12/16/2062 | 2170968 |
|  **Total US Government and Agency Mortgage Backed Obligations** (Cost $94,041,378) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $94,041,378) |  |  | 76241250 |
|  **US Government and Agency Obligations - 4.5%** | **US Government and Agency Obligations - 4.5%** | **US Government and Agency Obligations - 4.5%** | **US Government and Agency Obligations - 4.5%** | **US Government and Agency Obligations - 4.5%** |
| 25000000 | United States Treasury Notes | 3.13% | 08/15/2025 | 24275391 |
| 21000000 | United States Treasury Notes | 3.13% | 08/31/2027 | 20200195 |
|  **Total US Government and Agency Obligations** (Cost $44,345,874) | **Total US Government and Agency Obligations** (Cost $44,345,874) |  |  | 44475586 |
|  **Common Stocks - 0.0% (n)** | **Common Stocks - 0.0% (n)** | **Common Stocks - 0.0% (n)** | **Common Stocks - 0.0% (n)** | **Common Stocks - 0.0% (n)** |
| 1098 | Bright Bidco B.V. (d)(l)(m) |  |  | 20456 |
| 2146 | CWT Travel Holdings, Inc. (d)(l)(m) |  |  | 14486 |
| 15376 | Foresight Equity (d)(l)(m) |  |  | 183896 |
| 4322 | Frontera Energy Corporation (l) |  |  | 39410 |
| 138 | Frontera Holdings LLC (d)(l)(m) |  |  | 2 |
| 3553 | Intelsat Emergence S.A. (d)(l)(m) |  |  | 85272 |
|  **Total Common Stocks** (Cost $991,507) | **Total Common Stocks** (Cost $991,507) |  |  | 343522 |
|  **Escrow Notes - 0.0% (n)** | **Escrow Notes - 0.0% (n)** | **Escrow Notes - 0.0% (n)** | **Escrow Notes - 0.0% (n)** | **Escrow Notes - 0.0% (n)** |
| 380000 | GCB Intelsat Jackson (d)(m) |  |  |  |
| 400000 | Gulfport Energy Corporation (d) |  |  | 752 |
|  **Total Escrow Notes** (Cost $-) | **Total Escrow Notes** (Cost $-) |  |  | 752 |
|  **Rights - 0.0% (n)** | **Rights - 0.0% (n)** | **Rights - 0.0% (n)** | **Rights - 0.0% (n)** | **Rights - 0.0% (n)** |
| 372 | Intelsat Jackson Holdings Ltd. - Series A (d)(m) |  |  | 2790 |
| 372 | Intelsat Jackson Holdings Ltd. - Series B (d)(m) |  |  | 2511 |
|  **Total Rights** (Cost $-) | **Total Rights** (Cost $-) |  |  | 5301 |
|  **Warrants - 0.0% (n)** | **Warrants - 0.0% (n)** | **Warrants - 0.0% (n)** | **Warrants - 0.0% (n)** | **Warrants - 0.0% (n)** |
| 3500 | Avation PLC, Expiration 10/21/2026, Strike Price GBP 0.54 (d) |  |  | 1270 |
| 29269 | OAS S.A., Expiration 5/16/2039, Strike Price BRL 1.00 (d)(m) |  |  |  |
|  **Total Warrants** (Cost $-) | **Total Warrants** (Cost $-) |  |  | 1270 |
|  **Short Term Investments - 9.2%** | **Short Term Investments - 9.2%** | **Short Term Investments - 9.2%** | **Short Term Investments - 9.2%** | **Short Term Investments - 9.2%** |
| 14410384 | First American Government Obligations Fund - Class U | 4.10 % (k) |  | 14410384 |
| 14410384 | JP Morgan U.S. Government Money Market Fund - Institutional Share Class | 4.11 % (k) |  | 14410384 |
| 14410384 | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | 4.11 % (k) |  | 14410384 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 16400000 | United States Treasury Bills |  | 04/20/2023 | 16186426 |
| 26700000 | United States Treasury Bills |  | 07/13/2023 | 26066150 |
| 5000000 | United States Treasury Bills |  | 11/02/2023 | 4810457 |
|  **Total Short Term Investments** (Cost $90,505,393) | **Total Short Term Investments** (Cost $90,505,393) | **Total Short Term Investments** (Cost $90,505,393) |  | 90294185 |
|  **Total Investments - 99.3%** (Cost $1,137,889,651) | **Total Investments - 99.3%** (Cost $1,137,889,651) | **Total Investments - 99.3%** (Cost $1,137,889,651) |  | 976926141 |
| Other Assets in Excess of Liabilities - 0.7% | Other Assets in Excess of Liabilities - 0.7% | Other Assets in Excess of Liabilities - 0.7% |  | 6601539 |
|  **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** |  | $**983527680** |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold
in transactions exempt from registration to qualified institutional buyers.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Principal only security

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Non-income producing security

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Security is in default or has failed to make a scheduled payment. Income is not being accrued.

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Perpetual maturity. The date disclosed is the next call date of the security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest only security

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Seven-day yield as of period end

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) Security pays interest at rates that represent residual cashflows available after more senior tranches have been
paid. The interest rate disclosed reflects the estimated rate in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Value determined using significant unobservable inputs.

BRL Brazilian Real

GBP British Pound

PIK A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.

------

**<u>SECURITY TYPE BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  Collateralized Loan Obligations | 19.1% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 18.5% |
|  Non-Agency Commercial Mortgage Backed Obligations | 12.8% |
|  Short Term Investments | 9.2% |
|  Bank Loans | 8.2% |
|  US Government and Agency Mortgage Backed Obligations | 7.8% |
|  Foreign Corporate Bonds | 6.8% |
|  Asset Backed Obligations | 5.4% |
|  US Government and Agency Obligations | 4.5% |
|  US Corporate Bonds | 4.5% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 2.5% |
|  Common Stocks | 0.0% (n) |
|  Rights | 0.0% (n) |
|  Warrants | 0.0% (n) |
|  Escrow Notes | 0.0% (n) |
|  Other Assets and Liabilities | 0.7% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

------

**<u>INVESTMENT BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  Collateralized Loan Obligations | 19.1% |
|  Non-Agency Residential Collateralized Mortgage Obligations | 18.5% |
|  Non-Agency Commercial Mortgage Backed Obligations | 12.8% |
|  Short Term Investments | 9.2% |
|  US Government and Agency Mortgage Backed Obligations | 7.8% |
|  Asset Backed Obligations | 5.4% |
|  US Government and Agency Obligations | 4.5% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 2.5% |
|  Energy | 2.1% |
|  Utilities | 1.8% |
|  Healthcare | 1.2% |
|  Electronics/Electric | 1.1% |
|  Business Equipment and Services | 1.1% |
|  Banking | 1.1% |
|  Transportation | 1.0% |
|  Media | 0.9% |
|  Chemicals/Plastics | 0.8% |
|  Retailers (other than Food/Drug) | 0.7% |
|  Aerospace & Defense | 0.7% |
|  Mining | 0.7% |
|  Finance | 0.7% |
|  Telecommunications | 0.6% |
|  Industrial Equipment | 0.5% |
|  Insurance | 0.5% |
|  Leisure | 0.4% |
|  Automotive | 0.4% |
|  Hotels/Motels/Inns and Casinos | 0.4% |
|  Building and Development (including Steel/Metals) | 0.3% |
|  Technology | 0.3% |
|  Commercial Services | 0.3% |
|  Food Products | 0.2% |
|  Food Service | 0.2% |
|  Financial Intermediaries | 0.2% |
|  Containers and Glass Products | 0.2% |
|  Chemical Products | 0.2% |
|  Pharmaceuticals | 0.2% |
|  Consumer Products | 0.2% |
|  Construction | 0.2% |
|  Diversified Manufacturing | 0.1% |
|  Cosmetics/Toiletries | 0.1% |
|  Environmental Control | 0.1% |
|  Real Estate | 0.0% (n) |
|  Beverage and Tobacco | 0.0% (n) |
|  Food/Drug Retailers | 0.0% (n) |
|  Pulp & Paper | 0.0% (n) |
|  Other Assets and Liabilities | 0.7% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Represents less than 0.05% of net assets

------

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

------

**1. Organization** 

DoubleLine Funds Trust, a Delaware statutory trust (the "Trust"), is an open-end investment management company registered under the Investment Company Act of 1940, as amended (the "1940 Act"). The Trust consists of 19 funds, DoubleLine Total Return Bond Fund, DoubleLine Core Fixed Income Fund, DoubleLine Emerging Markets Fixed Income Fund, DoubleLine Multi-Asset Growth Fund, DoubleLine Low Duration Bond Fund, DoubleLine Floating Rate Fund, DoubleLine Shiller Enhanced CAPE<sup>®</sup>, DoubleLine Flexible Income Fund, DoubleLine Low Duration Emerging Markets Fixed Income Fund, DoubleLine Selective Credit Fund, DoubleLine Long Duration Total Return Bond Fund, DoubleLine Strategic Commodity Fund, DoubleLine Global Bond Fund, DoubleLine Infrastructure Income Fund, DoubleLine Shiller Enhanced International CAPE<sup>®</sup>, DoubleLine Real Estate and Income Fund (formerly known as DoubleLine Colony Real Estate and Income Fund), DoubleLine Emerging Markets Local Currency Bond Fund, DoubleLine Income Fund and DoubleLine Multi-Asset Trend Fund (each, a "Fund" and, collectively, the "Funds").

Each Fund is classified as a diversified fund under the 1940 Act, except the DoubleLine Global Bond Fund, the DoubleLine Emerging Markets Local Currency Bond Fund, which are classified as non-diversified funds. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The remaining 25% of a fund's total assets is not subject to this limitation.

The Funds' investment objectives and dates each share class commenced operations are as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | | **Commencement of Operations** | **Commencement of Operations** | **Commencement of Operations** | **Commencement of Operations** |
| <br>**Fund Name** | <br>**Investment Objective** | **I Shares** | **N Shares** | **A Shares** | **R6 Shares** |
|  DoubleLine Total Return Bond Fund | Maximize total return | 4/6/2010 | 4/6/2010 |  | 7/31/2019 |
|  DoubleLine Core Fixed Income Fund | Maximize current income and total return | 6/1/2010 | 6/1/2010 |  | 7/31/2019 |
|  DoubleLine Emerging Markets Fixed Income Fund | Seek high total return from current income and capital appreciation | 4/6/2010 | 4/6/2010 |  |  |
|  DoubleLine Multi-Asset Growth Fund (Consolidated) | Seek long-term capital appreciation | 12/20/2010 |  | 12/20/2010 |  |
|  DoubleLine Low Duration Bond Fund | Seek current income | 9/30/2011 | 9/30/2011 |  | 7/31/2019 |
|  DoubleLine Floating Rate Fund | Seek a high level of current income | 2/1/2013 | 2/1/2013 |  |  |
|  DoubleLine Shiller Enhanced CAPE<sup>®</sup> | Seek total return which exceeds the total<br>return of its benchmark index | 10/31/2013 | 10/31/2013 |  | 7/31/2019 |
|  DoubleLine Flexible Income Fund | Seek long-term total return while striving to generate current income | 4/7/2014 | 4/7/2014 |  | 7/31/2019 |
|  DoubleLine Low Duration Emerging Markets Fixed Income Fund | Seek long-term total return | 4/7/2014 | 4/7/2014 |  |  |
|  DoubleLine Long Duration Total Return Bond Fund | Seek long-term total return | 12/15/2014 | 12/15/2014 |  |  |
|  DoubleLine Strategic Commodity Fund (Consolidated) | Seek long-term total return | 5/18/2015 | 5/18/2015 |  |  |
|  DoubleLine Global Bond Fund | Seek long-term total return | 12/17/2015 | 12/17/2015 |  |  |
|  DoubleLine Infrastructure Income Fund | Seek long-term total return while striving to generate current income | 4/1/2016 | 4/1/2016 |  |  |
|  DoubleLine Shiller Enhanced International CAPE<sup>®</sup> | Seek total return which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 12/23/2016 | 12/23/2016 |  |  |
|  DoubleLine Real Estate and Income Fund | Seek total return which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 12/17/2018 | 12/17/2018 |  |  |
|  DoubleLine Emerging Markets Local Currency Bond Fund | Seek high total return from current income and capital appreciation | 6/28/2019 | 6/28/2019 |  |  |
|  DoubleLine Income Fund | Maximize total return through investment<br>principally in income-producing securities | 9/3/2019 | 9/3/2019 |  |  |
|  DoubleLine Multi-Asset Trend Fund (Consolidated) | Seek total return (capital appreciation and<br>current income) which exceeds the total<br>return of its benchmark index over a full<br>market cycle | 2/26/2021 | 2/26/2021 |  |  |

---

------

**2. Significant Accounting Policies** 

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

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

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

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

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

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

---

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

---

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

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

Over-the-counter financial derivative instruments, such as forward currency exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of evaluations provided by independent pricing services or broker dealer quotations. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

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

------

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of December 31, 2022:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Total Return<br>Bond Fund** | **DoubleLine<br>Core Fixed<br>Income Fund** | **DoubleLine<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Growth Fund<br>(Consolidated)** | **DoubleLine<br>Low Duration<br>Bond Fund** | **DoubleLine<br>Floating<br>Rate Fund** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $116605968 | $48512955 | $18125987 | $3318807 | $24544755 | $19740772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Mutual Funds |  | 448502550 |  | 3881405 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 1424793 | 1617312 |  | 632264 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 11266 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange Traded Funds |  |  |  | 2319023 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate Investment Trusts |  |  |  | 649550 |  |  |
|  Total Level 1 | 116605969 | 498451564 | 19743299 | 10168785 | 25177019 | 19740772 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 14458512397 | 1218752542 |  | 1674455 | 137509506 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 9039586085 | 886366196 |  | 4372872 | 830325251 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 2979940584 | 464106102 |  |  | 845079852 | 1362534 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 2654009112 | 1371292346 |  |  | 1166025790 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 1529938005 | 286330803 |  |  | 337032966 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 1222234925 | 324625697 |  |  | 1012764366 | 3057119 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds |  | 1084153669 |  |  | 342675076 | 9775560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  | 456561144 | 377302033 |  | 598993442 | 612227 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 276765038 |  |  | 313871021 | 218910535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations |  | 120102505 | 165738428 |  | 53876644 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments |  | 28150363 |  | 4602283 | 185365983 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 5555939 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  | 3187 |  |  |  |  |
|  Total Level 2 | 31884221108 | 6522765531 | 543040461 | 10649610 | 5823519897 | 233717975 |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 142980737 | 783811 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 57361634 | 6796039 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 1379265 |  |  |  | 739519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 491124 |  |  |  | 393283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights |  | 22116 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations |  |  |  | 92090 |  |  |
|  Total Level 3 | 200342371 | 9472355 |  | 92090 |  | 1132802 |
|  Total | $32201169447 | $7030689450 | $562783760 | $20910485 | $5848696916 | $254591549 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Total Return<br>Bond Fund** | **DoubleLine<br>Core Fixed<br>Income<br>Fund** | **DoubleLine<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Growth Fund<br>(Consolidated)** | **DoubleLine<br>Low Duration<br>Bond Fund** | **DoubleLine<br>Floating<br>Rate Fund** |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | $(28266221) | $(3012145) | $— | $(142497) | $— | $— |
|  Total Level 1 | (28266221) | (3012145) |  | (142497) |  |  |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps |  |  |  | 187043 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loan Commitments |  | (225330) |  |  |  | (216153) |
|  Total Level 2 |  | (225330) |  | 187043 |  | (216153) |
|  Level 3 |  |  |  |  |  |  |
|  Total | $(28266221) | $(3237475) | $— | $44546 | $— | $(216153) |
| **Category** | **DoubleLine<br>Shiller<br>Enhanced<br>CAPE<sup>®</sup>** | **DoubleLine<br>Flexible<br>Income<br>Fund** | **DoubleLine<br>Low Duration<br>Emerging<br>Markets Fixed<br>Income Fund** | **DoubleLine<br>Long<br>Duration<br>Total Return<br>Bond Fund** | **DoubleLine<br>Strategic<br>Commodity<br>Fund<br>(Consolidated)** | **DoubleLine<br>Global Bond<br>Fund** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $51035424 | $43231152 | $11533492 | $249067 | $6388725 | $4934506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  | 39410 | 150391 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  | 1270 |  |  |  |  |
|  Total Level 1 | 51035424 | 43271832 | 11683883 | 249067 | 6388725 | 4934506 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 973389205 | 188005486 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations | 798388051 | 44475586 |  | 10964836 |  | 43716741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 620981275 | 175041055 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 569535021 | 124818905 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 327872413 | 40325949 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 345656151 | 80782072 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 324985725 | 67150251 | 200850119 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 280017465 | 43896416 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 108830065 | 76241250 |  | 32551388 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 18673996 | 24785640 | 31982822 |  |  | 70269527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | 126875634 | 47063033 |  |  | 200044406 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excrow Notes |  | 752 |  |  |  |  |
|  Total Level 2 | 4495205001 | 912586395 | 232832941 | 43516224 | 200044406 | 113986268 |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 5206574 | 987716 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 1920254 | 7167239 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 703130 | 304112 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations |  | 12496159 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 107387 |  |  |  |  |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Shiller<br>Enhanced<br>CAPE<sup>®</sup>** | **DoubleLine<br>Flexible<br>Income<br>Fund** | **DoubleLine<br>Low<br>Duration<br>Emerging<br>Markets<br>Fixed<br>Income<br>Fund** | **DoubleLine<br>Long<br>Duration<br>Total<br>Return<br>Bond Fund** | **DoubleLine<br>Strategic<br>Commodity<br>Fund<br>(Consolidated)** | **DoubleLine<br>Global Bond<br>Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights | $— | $5301 | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |
|  Total Level 3 | 7829958 | 21067914 |  |  |  |  |
|  Total | $4554070383 | $976926141 | $244516824 | $43765291 | $206433131 | $118920774 |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts | $— | $— | $— | $(126668) | $— | $— |
|  Total Level 1 |  |  |  | (126668) |  |  |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps | (398242756) |  |  |  | (1021857) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Exchange Contracts |  |  |  |  |  | (139760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loan Commitments |  | (80056) |  |  |  |  |
|  Total Level 2 | (398242756) | (80056) |  |  | (1021857) | (139760) |
|  Level 3 |  |  |  |  |  |  |
|  Total | $(398242756) | $(80056) | $— | $(126668) | $(1021857) | $(139760) |
| **Category** | **DoubleLine<br>Infrastructure<br>Income Fund** | **DoubleLine<br>Shiller<br>Enhanced<br>International<br>CAPE<sup>®</sup>** | **Doubleline<br>Real Estate<br>and Income<br>Fund** | **Doubleline<br>Emerging<br>Markets<br>Local<br>Currency<br>Bond Fund** | **Doubleline<br>Income Fund** | **DoubleLine<br>Multi-Asset<br>Trend Fund<br>(Consolidated)** |
|  **Investments in Securities** |  |  |  |  |  |  |
|  Level 1 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments | $12198729 | $4048938 | $1705032 | $668110 | $6676975 | $265518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Mutual Funds |  | 3887539 |  |  |  | 9699012 |
|  Total Level 1 | 12198729 | 7936477 | 1705032 | 668110 | 6676975 | 9964530 |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 158701696 | 2477234 |  |  | 1090630 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 144623257 | 3501088 | 2573029 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 53279187 | 3147643 | 524972 | 1215732 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations |  | 8706412 | 1448904 |  | 10529910 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Short Term Investments |  | 6865377 | 2029128 |  |  | 2515679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations |  | 6787634 |  |  | 10814693 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Obligations |  | 6715565 | 1595988 |  | 2637344 | 2270678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations |  | 5496313 | 1615962 |  | 10163543 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations |  | 1165168 |  |  | 2596797 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations |  | 167586 |  | 7047156 |  |  |
|  Total Level 2 | 356604140 | 45030020 | 9787983 | 8262888 | 37832917 | 4786357 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Category** | **DoubleLine<br>Infrastructure<br>Income Fund** | **DoubleLine<br>Shiller<br>Enhanced<br>International<br>CAPE<sup>®</sup>** | **Doubleline<br>Real Estate<br>and<br>Income<br>Fund** | **Doubleline<br>Emerging<br>Markets<br>Local<br>Currency<br>Bond<br>Fund** | **Doubleline<br>Income<br>Fund** | **DoubleLine<br>Multi-Asset<br>Trend Fund<br>(Consolidated)** |
|  Level 3 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $2064521 | $— | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations |  |  |  |  | 5247789 |  |
|  Total Level 3 | 2064521 |  |  |  | 5247789 |  |
|  Total | $370867390 | $52966497 | $11493015 | $8930998 | $49757681 | $14750887 |
|  **Other Financial Instruments** |  |  |  |  |  |  |
|  Level 1 | $— | $— | $— | $— | $— | $— |
|  Level 2 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Excess Return Swaps |  | (1991065) | (1805133) |  |  | (1065319) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Exchange Contracts |  | (1928862) |  |  |  |  |
|  Total Level 2 |  | (3919927) | (1805133) |  |  |  |
|  Level 3 |  |  |  |  |  |  |
|  Total | $— | $(3919927) | $(1805133) | $— | $— | $(1065319) |

---

*See the Schedules of Investments for further disaggregation of investment categories.* 

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DoubleLine**<br> **Flexible**<br> **Income**<br> **Fund** | **Fair Value<br>as of<br>3/31/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers <br>Out of<br>Level 3<sup>(d)</sup>** | **Fair Value<br>as of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $18148394 | $(404145) | $(4322802) | $— | $806374 | $(1731662) | $— | $— | $12496159 | $(4202443) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | 8647146 | 104644 | (550093) | 92976 |  | (1127434) |  |  | 7167239 | (477814) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 1134911 | 2554 | (67801) | 6622 |  | (88570) |  |  | 987716 | (81594) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 502597 | (2247) | (244498) |  | 54043 | (5783) |  |  | 304112 | (207675) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 108383 | 334 | (3603) | 3269 |  | (996) |  |  | 107387 | (3250) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights |  |  | 5301 |  |  |  |  |  | 5301 | 5301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 73653 |  | (18385) | 841 | 11955 |  |  | (68064) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | 1287 |  | (17) |  |  |  |  | (1270) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  |  |  |  |  |  |  |  |  |  |
|  **Total** | $28616371 | $(298860) | $(5201898) | $103708 | $872372 | $(2954445) | $— | $(69334) | $21067914 | $(4972793) |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DoubleLine<br>Income Fund** | **Fair Value<br>as of<br>3/31/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into<br>Level 3<sup>(d)</sup>** | **Transfers<br>Out of<br>Level 3<sup>(d)</sup>** | **Fair<br>Value as<br>of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $7811068 | $(131791) | $(2084252) | $(819) | $307518 | $(653935) | $— | $— | $5247789 | $(2003287) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 1157833 | (97758) | 149266 | 5659 |  | (1215000) |  |  |  |  |
|  **Total** | $8968901 | $(229549) | $(1934986) | $4840 | $307518 | $(1868935) | $— | $— | $5247789 | $(2003287) |

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*<sup>(a)</sup>* *Purchases include all purchases of securities, payups and corporate actions.* 

*<sup>(b)</sup>* *Sales include all sales of securities, maturities, and paydowns.* 

*<sup>(c)</sup>* *Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at December 31, 2022 may be due to a security that was not held or categorized as Level 3 at either period end.* 

*<sup>(a)</sup>* *Transfers into or out of Level 3 can be attributed to changes in the availability of pricing sources and/or in the observability of significant inputs used to measure the fair value of those instruments.* 

The following is a summary of quantitative information about Level 3 Fair Value Measurements:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DoubleLine Flexible Income<br>Fund** | **Fair<br>Value as<br>of<br>12/31/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $12496159 | Market Comparables | Market Quotes | $45.42 - $84.55 ($61.34) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Residential Collateralized Mortgage Obligations | $7167239 | Market Comparables | Market Quotes | $91.47 ($91.47) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $987716 | Market Comparables | Market Quotes | $75.63 ($75.63) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $304112 | Market Comparables | Market Quotes | $0.02 - $24.00 ($15.54) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | $107387 | Market Comparables | Market Quotes | $100.00 ($100.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | $5301 | Intrinsic Value | Asset Sale Proceeds | $6.75 - $7.50 ($7.14) | Significant changes in asset sale proceeds would have resulted in direct changes in fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | $— | Intrinsic Value | Underlying Equity Price | $0.00 ($0.00) | Significant changes in the Underlying Equity Price would have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes | $— | Income Approach | Expected Value | $0.00 ($0.00) | Significant changes in the expected value would have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $— | Market Comparables | EBITDA Multiples | $0.00 ($0.00) | Significant changes in the EBITDA multiple would have resulted in direct changes in the fair value of the security |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DoubleLine Income Fund** | **Fair<br>Value as<br>of<br>12/30/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values<br>(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $5247789 | Market Comparables | Market Quotes | $32.33 - $5.533.79 ($1,241.25) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |

---

*<sup>(e)</sup>* *Unobservable inputs were weighted by the relative fair value of the instruments.*

## 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 Funds Trust

- **b. Investment Company Act file number:** 811-22378

- **c. CIK number of Registrant:** 0001480207

- **d. LEI of Registrant:** 549300MUFFXFRMY0RH66

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Flexible Income Fund

- **b. EDGAR series identifier (if any):** S000044832

- **c. LEI of Series:** 5493009OEOOJK54WE413

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $988219373.92

**Total Liabilities:** $6502044.21

**Net Assets:** $981717329.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 37.000000000000 | **1-Year:** 13330.000000000000 | **5-Year:** 98610.000000000000 | **10-Year:** 67700.000000000000 | **30-Year:** 20543.000000000000

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

- **3-Month:** 397.000000000000 | **1-Year:** 27883.000000000000 | **5-Year:** 81712.000000000000 | **10-Year:** 35933.000000000000 | **30-Year:** 4295.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139216 | -1.11%               | 1.55%                | 0.60%                |
| Class ID C000139217 | -1.01%               | 1.52%                | 0.46%                |
| Class ID C000213588 | -0.99%               | 1.55%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4671312.40             | $-9728600.13                               |
| Month 2  | $-1550084.65             | $12307821.71                               |
| Month 3  | $-1241905.74             | $1998613.03                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $292315.74    | 0.03%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   1750000 | PA      | $1530360.02   | 0.16%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $576255.33    | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                         | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $470533.75    | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                   | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $139422.49    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $143242.75    | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                     | AES Andes SA                                                                     | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $571864.53    | 0.06%             | 2079-03-26      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AES ANDRES BV                                    | AES Andres BV                                                                    | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | DO        |   1000000 | PA      | $868520.00    | 0.09%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2134000 | PA      | $2043064.71   | 0.21%             | 2036-05-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $312346.71    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                         | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $220807.13    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                  | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $426295.00    | 0.04%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $574392.07    | 0.06%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $821316.78    | 0.08%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                          | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $37709.35     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5122000 | PA      | $4281443.95   | 0.44%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                 | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305191.45    | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                       | APS Resecuritization Trust 2015-3                                                | CUSIP: 00191XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8244711 | PA      | $6918119.95   | 0.70%             | 2046-10-27      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $213516.73    | 0.02%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2021-B                                         | CUSIP: 00834DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4483078.50   | 0.46%             | 2026-08-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                 | Air Methods Corp                                                                 | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $2999.43      | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2019-CRE3 Trust                                                            | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1017000 | PA      | $947061.93    | 0.10%             | 2036-09-14      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $325095.10    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                      | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407492.48    | 0.04%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                           | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $381040.00    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                            | Aimco CLO 15 Ltd                                                                 | CUSIP: 00889BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1858249.40   | 0.19%             | 2034-10-17      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                             | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                       | CUSIP: 00443LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3020689 | PA      | $1768937.64   | 0.18%             | 2037-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                             | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                       | CUSIP: 00443LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226078 | PA      | $717976.29    | 0.07%             | 2037-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157147.65    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                   | Amur Equipment Finance Receivables IX LLC                                        | CUSIP: 03237KAF1<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $583083.28    | 0.06%             | 2028-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $166686.85    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $187997.30    | 0.02%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |    700000 | PA      | $607727.62    | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213545.80    | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $145411.93    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527405 | PA      | $189409.31    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $226351.47    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XII                                                                   | CUSIP: 03764DAL5<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1805368.60   | 0.18%             | 2031-04-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301855 | PA      | $194174.40    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust Resecuritization 2008-1R                                  | CUSIP: 02152LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476954 | PA      | $256105.44    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                              | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $161430.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $194900.33    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXIX                                                                  | CUSIP: 03767MAL2<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2302574.50   | 0.23%             | 2030-07-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                     | Atrium Hotel Portfolio Trust 2017-ATRM                                           | CUSIP: 04965JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1308000 | PA      | $1171861.14   | 0.12%             | 2036-12-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                         | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $118488.34    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 B PTT                          | American Airlines 2016-1 Class B Pass Through Trust                              | CUSIP: 02376YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2436560 | PA      | $2380214.95   | 0.24%             | 2024-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                  | Atrium XIII                                                                      | CUSIP: 04966HAJ5<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2228946.00   | 0.23%             | 2030-11-21      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                     | BB-UBS Trust                                                                     | CUSIP: 05490AAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306046 | PA      | $987715.68    | 0.10%             | 2030-06-05      | Variable      | 3.56%                 | No            |                  3 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80757.24     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec                   | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15393538 | PA      | $782258.03    | 0.08%             | 2053-05-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2019-FL4 LTD                                                                 | CUSIP: 05492KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1216000 | PA      | $1209731.52   | 0.12%             | 2036-08-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1387480.22   | 0.14%             | 2034-11-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                   | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10194000 | PA      | $827977.07    | 0.08%             | 2054-10-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                     | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272595.66    | 0.03%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    956000 | PA      | $677369.21    | 0.07%             | 2037-03-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-ATL                                | BX Trust 2019-CALM                                                               | CUSIP: 05608FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $1493600.69   | 0.15%             | 2032-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                   | Arivo Acceptance Auto Loan Receivables Trust 2021-1                              | CUSIP: 04047AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513000 | PA      | $476652.15    | 0.05%             | 2027-03-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $116566.95    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                   | Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2          | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695539 | PA      | $1182323.87   | 0.12%             | 2037-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206084.86    | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187778.47    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2021-4 Ltd                                                            | CUSIP: 13877QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $881508.60    | 0.09%             | 2034-10-15      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                  | Atrium XIV LLC                                                                   | CUSIP: 04965LAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $939102.50    | 0.10%             | 2030-08-23      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA                               | Avation Capital SA                                                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | SG        |    205742 | PA      | $162901.40    | 0.02%             | 2026-10-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Carbon Capital VI Commercial M                   | Carbon Capital VI Commercial Mortgage 2019-FL2 Trust                             | CUSIP: 140817AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119631 | PA      | $1059355.58   | 0.11%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137F5PX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1329857 | PA      | $1276267.37   | 0.13%             | 2048-06-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                   | BBCMS Trust 2018-CBM                                                             | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958000 | PA      | $1823937.70   | 0.19%             | 2037-07-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                         | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224507.50    | 0.02%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10309961 | PA      | $10055695.02  | 1.02%             | 2030-09-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137FKAX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14425477 | PA      | $13865419.85  | 1.41%             | 2057-08-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2866000 | PA      | $2607299.08   | 0.27%             | 2038-09-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                   | BX Commercial Mortgage Trust 2019-XL                                             | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467500 | PA      | $448347.23    | 0.05%             | 2036-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137FQQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13081873 | PA      | $12736200.61  | 1.30%             | 2050-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137FQVP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199351 | PA      | $2145263.62   | 0.22%             | 2040-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2820000 | PA      | $2571178.71   | 0.26%             | 2036-06-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2017-SLCT                                                               | CUSIP: 05607DAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1282650 | PA      | $1238246.32   | 0.13%             | 2034-07-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2677280 | PA      | $2523526.04   | 0.26%             | 2038-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-BXMF                                                               | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2821000 | PA      | $2554796.05   | 0.26%             | 2026-10-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2868000 | PA      | $2648503.07   | 0.27%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1146464.50   | 0.12%             | 2035-01-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8766672 | PA      | $264096.00    | 0.03%             | 2050-02-10      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                   | CFCRE Commercial Mortgage Trust 2018-TAN                                         | CUSIP: 12528DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22058000 | PA      | $1032.31      | 0.00%             | 2033-02-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                   | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3844967 | PA      | $151985.77    | 0.02%             | 2058-05-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117289.20    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    145000 | PA      | $74795.78     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145579.00    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256022 | PA      | $149856.83    | 0.02%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5013662 | PA      | $2788450.43   | 0.28%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-HY1                                         | CUSIP: 12544EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413023 | PA      | $365802.84    | 0.04%             | 2037-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2007-9                                           | CUSIP: 12544XAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3184177 | PA      | $1611012.01   | 0.16%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAG8<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $471875.85    | 0.05%             | 2031-07-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-III Ltd                                                        | CUSIP: 12554VAU0<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $937559.20    | 0.10%             | 2034-10-16      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $929828.50    | 0.09%             | 2034-10-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1, Ltd                               | CLNC 2019-FL1 Ltd                                                                | CUSIP: 12565DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1216000 | PA      | $1164518.21   | 0.12%             | 2035-08-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                    | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669862 | PA      | $597346.54    | 0.06%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9542105 | PA      | $121623.67    | 0.01%             | 2048-07-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10918276 | PA      | $187706.99    | 0.02%             | 2048-08-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    445000 | PA      | $251956.78    | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-CCRE17 Mortgage Trust                                                  | CUSIP: 12631DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925821 | PA      | $8274.43      | 0.00%             | 2047-05-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6634889 | PA      | $132996.35    | 0.01%             | 2048-10-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-FACT                                                                   | CUSIP: 126395AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2477000 | PA      | $2222515.99   | 0.23%             | 2037-10-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732982 | PA      | $697655.82    | 0.07%             | 2036-07-27      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1974822 | PA      | $22516.13     | 0.00%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP/FINANC                         | CSI Compressco LP / CSI Compressco Finance Inc                                   | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $168584.39    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170501.39    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71990.25     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1716270.80   | 0.17%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1844454.00   | 0.19%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2715455.40   | 0.28%             | 2034-10-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2158758.75   | 0.22%             | 2031-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1799997.60   | 0.18%             | 2034-04-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2021-4 Ltd                                                            | CUSIP: 13877PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2267769.50   | 0.23%             | 2034-10-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163463.50    | 0.02%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270653.67    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                   | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254586G8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180371 | PA      | $106574.26    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                   | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417272 | PA      | $194501.45    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18269000 | PA      | $1619495.70   | 0.16%             | 2054-03-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31953402 | PA      | $1826779.21   | 0.19%             | 2054-03-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92933.60     | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52460.85     | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                          | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $255621.49    | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                    | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195559 | PA      | $170992.58    | 0.02%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Re                   | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    113686 | PA      | $92300.17     | 0.01%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                      | Diamond Resorts Owner Trust 2021-1                                               | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041983 | PA      | $959645.98    | 0.10%             | 2033-11-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                         | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $24937.50     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    334346 | PA      | $91150.94     | 0.01%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    344666 | PA      | $33174.14     | 0.00%             | 2023-01-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $219657.20    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55877.63     | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $71168.35     | 0.01%             | 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        |    195000 | PA      | $156000.00    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                    | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $138869.45    | 0.01%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $452901.01    | 0.05%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 50 Senior Loan Fund                                                       | CUSIP: 262431AF6<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $900368.60    | 0.09%             | 2030-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MAU6<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $930061.70    | 0.09%             | 2030-10-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAU1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2643811.50   | 0.27%             | 2031-01-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden XXVIII Senior Loan Fund                                                   | CUSIP: 26251BAS5<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2348746.25   | 0.24%             | 2030-08-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 68 CLO Ltd                                                                | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $901920.60    | 0.09%             | 2035-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 77 CLO Ltd                                                                | CUSIP: 26252VAY7<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $808329.24    | 0.08%             | 2034-05-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                            | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $437102.14    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                     | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1768000 | PA      | $1683244.02   | 0.17%             | 2038-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127015.53    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    150000 | PA      | $104765.02    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    850000 | PA      | $651002.12    | 0.07%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2050000 | PA      | $1381684.11   | 0.14%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                            | eG Global Finance PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $419941.47    | 0.04%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                      | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $79424.85     | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                            | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    135000 | PA      | $67323.83     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127393.00    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39588.62     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124862.66    | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152470.27    | 0.02%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                           | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                  | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $91256.83     | 0.01%             | 2029-04-01      | None          | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2213799 | PA      | $108043.78    | 0.01%             | 2049-07-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $209431.50    | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                               | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    320000 | PA      | $275285.30    | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                      | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2246218 | PA      | $2156258.38   | 0.22%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                  | ExteNet LLC 2019-1                                                               | CUSIP: 30227XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $5844025.63   | 0.60%             | 2049-07-26      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                            | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $6519012.00   | 0.66%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2016-KF18 Mortgage Trust                                                   | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639609 | PA      | $624834.91    | 0.06%             | 2026-05-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-RPL6 Trust                                                             | CUSIP: 12656HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7700000 | PA      | $6558533.52   | 0.67%             | 2059-03-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $411428.64    | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2017-KF30 Mortgage Trust                                                   | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700066 | PA      | $689777.13    | 0.07%             | 2027-03-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2018-KF44 Mortgage Trust                                                   | CUSIP: 30296JAC2<br>LEI: 549300EOT0GWUWJMLC61 | Long             | ABS-MBS          | CORP              | US        |    392798 | PA      | $386933.34    | 0.04%             | 2025-02-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2017-KF27 Mortgage Trust                                                   | CUSIP: 30301BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372621 | PA      | $363582.88    | 0.04%             | 2026-12-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2017-KF34 Mortgage Trust                                                   | CUSIP: 30304QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479905 | PA      | $1467271.42   | 0.15%             | 2024-08-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2018-KF49 Mortgage Trust                                                   | CUSIP: 30307PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705226 | PA      | $665534.29    | 0.07%             | 2025-06-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2019-KF61 Mortgage Trust                                                   | CUSIP: 30311LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226668 | PA      | $211157.98    | 0.02%             | 2029-04-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2439632 | PA      | $2302597.52   | 0.23%             | 2029-10-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                             | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1290712.05   | 0.13%             | 2039-01-19      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136ABWA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7107107 | PA      | $6855591.01   | 0.70%             | 2043-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AVRG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9067289 | PA      | $980045.20    | 0.10%             | 2047-03-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137FTUF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638197 | PA      | $1583966.99   | 0.16%             | 2050-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $163961.46    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136B3SN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4826237 | PA      | $4710535.07   | 0.48%             | 2048-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21634227 | PA      | $356536.38    | 0.04%             | 2029-04-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BBGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8738291 | PA      | $941582.32    | 0.10%             | 2050-08-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BF7C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9768626 | PA      | $1255952.20   | 0.13%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BFNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22077152 | PA      | $489212.04    | 0.05%             | 2035-11-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                   | LSTAR Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2505215 | PA      | $53226.55     | 0.01%             | 2049-03-10      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                         | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $239303.70    | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $30324.75     | 0.00%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $230415.38    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                   | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  14410384 | NS      | $14410383.97  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LEEWARD RENEWABL                                 | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171133.57    | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                         | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $196075.00    | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2771520.51   | 0.28%             | 2066-10-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                          | Loanpal Solar Loan 2021-1 Ltd                                                    | CUSIP: 53948PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171110 | PA      | $804896.57    | 0.08%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6452000 | PA      | $5438905.02   | 0.55%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                   | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2264000 | PA      | $2039592.09   | 0.21%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    630000 | PA      | $473584.67    | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                 | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $204583.11    | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                   | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12147368 | PA      | $249329.58    | 0.03%             | 2050-03-10      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                   | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2066697.60   | 0.21%             | 2036-10-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1361339.00   | 0.14%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                       | MSCG Trust 2018-SELF                                                             | CUSIP: 55358PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2284679 | PA      | $2135328.21   | 0.22%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186954.00    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186751.00    | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134000.00    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XVIII Ltd                                                   | CUSIP: 55819BAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4379204.25   | 0.45%             | 2030-10-21      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $217879.65    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Remic Trust 2020-DNA2                                          | CUSIP: 35565KBD9<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $6647651.19   | 0.68%             | 2050-02-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XVIII Ltd                                                   | CUSIP: 55819BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $446109.70    | 0.05%             | 2030-10-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAG2<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $939402.60    | 0.10%             | 2029-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1863555.80   | 0.19%             | 2034-10-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LII Ltd                                                     | CUSIP: 55822BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $903448.10    | 0.09%             | 2035-01-22      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120860.35    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1627298.75   | 0.17%             | 2035-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                         | NGL Energy Partners LP / NGL Energy Finance Corp                                 | CUSIP: 62913TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $53656.96     | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $156121.23    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    685000 | PA      | $521985.44    | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                          | NYMT Loan Trust I Series 2021-BPL1                                               | CUSIP: 62955KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3334429.08   | 0.34%             | 2026-05-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                            | Nabors Industries Ltd                                                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160476.42    | 0.02%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $237534.00    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                   | Natixis Commercial Mortgage Securities Trust 2018-FL1                            | CUSIP: 63874MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1919000 | PA      | $1715642.03   | 0.17%             | 2035-06-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                   | Natixis Commercial Mortgage Securities Trust 2020-2PAC                           | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183000 | PA      | $1057443.24   | 0.11%             | 2037-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                   | Natixis Commercial Mortgage Securities Trust 2020-2PAC                           | CUSIP: 63875DAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $588550.29    | 0.06%             | 2037-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                   | Natixis Commercial Mortgage Securities Trust 2020-2PAC                           | CUSIP: 63875DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639000 | PA      | $537247.37    | 0.05%             | 2037-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197361.68    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 28 Ltd                                        | CUSIP: 64130PAJ2<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1388084.55   | 0.14%             | 2030-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 25 Ltd                                        | CUSIP: 64131JAS5<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1403296.05   | 0.14%             | 2029-10-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 26 Ltd                                        | CUSIP: 64131QAG5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $924470.60    | 0.09%             | 2030-10-18      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XVI-S Ltd                                                   | CUSIP: 64131TAU8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3601544.00   | 0.37%             | 2034-04-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                        | NovaStar Mortgage Funding Trust Series 2006-3                                    | CUSIP: 66988WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10103756 | PA      | $5711745.04   | 0.58%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                         | OHA Credit Partners XVI                                                          | CUSIP: 67115MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2216860.25   | 0.23%             | 2034-10-18      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156051.20    | 0.02%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159842.98    | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207127.00    | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293223.24    | 0.03%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 31                   | Octagon Investment Partners 31 Ltd                                               | CUSIP: 67575XAU5<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1790801.80   | 0.18%             | 2030-07-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35                   | OCTAGON INVESTMENT PARTNERS 35 LTD                                               | CUSIP: 67591TAJ9<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3529419.60   | 0.36%             | 2031-01-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 37                   | Octagon Investment Partners 37 Ltd                                               | CUSIP: 67591VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2670372.00   | 0.27%             | 2030-07-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                   | Octagon Investment Partners 30 Ltd                                               | CUSIP: 675921AA8<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $974499.75    | 0.10%             | 2030-03-17      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                   | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $437857.70    | 0.04%             | 2035-01-20      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $341524.52    | 0.03%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152101.24    | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                   | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1375420.05   | 0.14%             | 2036-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                   | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     44000 | PA      | $43065.00     | 0.00%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $347054.10    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    305000 | PA      | $262513.50    | 0.03%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                         | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $91138.60     | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR                          | PMT Issuer Trust - FMSR                                                          | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486054.40    | 0.05%             | 2026-03-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212690.25    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                   | PRPM 2021-2 LLC                                                                  | CUSIP: 69359UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2582499.00   | 0.26%             | 2026-03-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550888 | PA      | $512712.91    | 0.05%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wave USA                                         | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9779973 | PA      | $5193997.00   | 0.53%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117808.80    | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153934.92    | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                    | Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust                     | CUSIP: 9497EYAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4534286 | PA      | $3083116.33   | 0.31%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87138.99     | 0.01%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | CUSIP: 94989HAZ3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |   1855920 | PA      | $32943.88     | 0.00%             | 2048-05-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6366771 | PA      | $79261.85     | 0.01%             | 2058-07-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C30                                   | CUSIP: 94989NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9564433 | PA      | $179748.22    | 0.02%             | 2058-09-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4949866 | PA      | $105839.02    | 0.01%             | 2048-11-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                   | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262984 | PA      | $222230.15    | 0.02%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   3617888 | PA      | $153485.63    | 0.02%             | 2049-11-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13771853 | PA      | $446513.78    | 0.05%             | 2050-07-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $879761.20    | 0.09%             | 2035-01-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    380000 | PA      | $311761.99    | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                                 | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |     61626 | PA      | $58338.91     | 0.01%             | 2026-08-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED | APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    315000 | PA      | $313818.75    | 0.03%             | 2027-09-19      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H                      | Axalta Coating Systems US Holdings Inc                                           | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    235000 | PA      | $235528.75    | 0.02%             | 2029-12-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                              | Braskem Netherlands Finance BV                                                   | CUSIP: BK5896133<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $970549.36    | 0.10%             | 2081-01-23      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                           | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $899231.48    | 0.09%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                           | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $185060.75    | 0.02%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $322071.05    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CAP SA                                           | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $704026.83    | 0.07%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                           | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: AQ1085770<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $4656.00      | 0.00%             | 2027-11-29      | None          | 9.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                            | CUSIP: ZP6620022<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $368585.05    | 0.04%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO                         | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |    621500 | PA      | $556475.56    | 0.06%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                           | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    338000 | PA      | $274139.81    | 0.03%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                         | Banco do Brasil SA/Cayman                                                        | CUSIP: EK3302180<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $501057.50    | 0.05%             | 2024-06-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                         | Corp Financiera de Desarrollo SA                                                 | CUSIP: EK3774362<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $191859.00    | 0.02%             | 2029-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $289854.39    | 0.03%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $320668.16    | 0.03%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $270615.47    | 0.03%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95235.00     | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62267.40     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $147740.00    | 0.02%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $177882.90    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                         | Primo Water Holdings Inc                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $138363.44    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2019-SFR4 Trust                                             | CUSIP: 74331AAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $2937404.38   | 0.30%             | 2036-10-17      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR1                                                   | CUSIP: 74331FAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $943092.04    | 0.10%             | 2038-04-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR2 Trust                                             | CUSIP: 74333DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $6356439.75   | 0.65%             | 2038-04-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                    | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164607.88    | 0.02%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                    | RFMSI Series 2006-S8 Trust                                                       | CUSIP: 74957XAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2905819 | PA      | $2222595.75   | 0.23%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RLGH Trust                                       | RLGH Trust 2021-TROT                                                             | CUSIP: 74969CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2582447.45   | 0.26%             | 2036-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                             | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $99437.07     | 0.01%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RR LTD                                           | RR 4 LTD                                                                         | CUSIP: 74972FAL9<br>LEI: 549300G3G1OYI5KO3H14 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3526771.20   | 0.36%             | 2030-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                         | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $257698.00    | 0.03%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                         | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $31548.00     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $78810.75     | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                   | RALI Series 2006-QS12 Trust                                                      | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292800 | PA      | $231277.57    | 0.02%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                          | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $197318.70    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Falko Regional Aircraft Ltd                      | Regional 2021-1 Ltd                                                              | CUSIP: 75903HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   4482841 | PA      | $3899345.82   | 0.40%             | 2041-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105332.28    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                     | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |    155000 | PA      | $117665.15    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    950000 | PA      | $850250.00    | 0.09%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                         | Southwick Park CLO LLC                                                           | CUSIP: 846031AT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1610670.60   | 0.16%             | 2032-07-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    285000 | PA      | $247111.03    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57186.60     | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202967.60    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    190000 | PA      | $163920.60    | 0.02%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61342.80     | 0.01%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                    | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116000 | PA      | $900528.86    | 0.09%             | 2049-09-27      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116500.00    | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                             | Steele Creek CLO 2019-2 LTD                                                      | CUSIP: 85817EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4759526.00   | 0.48%             | 2032-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD                             | Stewart Park CLO Ltd                                                             | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3154770.15   | 0.32%             | 2030-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                   | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645018 | PA      | $571059.50    | 0.06%             | 2035-12-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                   | Structured Asset Securities Corp Mortgage Loan Trust 2007-OSI                    | CUSIP: 863619AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8193495 | PA      | $5507633.54   | 0.56%             | 2037-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                   | Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1             | CUSIP: 86362CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5621766 | PA      | $4604898.77   | 0.47%             | 2037-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $289972.50    | 0.03%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $280542.00    | 0.03%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $212814.38    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206325.00    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113438.14    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87614.50     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $933074.49    | 0.10%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp                             | Frontera Energy Corp                                                             | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CO        |      4322 | NS      | $39409.95     | 0.00%             | 2040-03-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79115.45     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $144211.65    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $87006.15     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23218 | PA      | $17993.39     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                           | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $270400.80    | 0.03%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210428.87    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2019-NQM3 Trust                                                             | CUSIP: 36167VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $366020.75    | 0.04%             | 2059-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp II                                                   | CUSIP: 36250SBK4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $372084.44    | 0.04%             | 2033-03-10      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp II                                                   | CUSIP: 36250SBM0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    553000 | PA      | $455109.43    | 0.05%             | 2033-03-10      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $738060.78    | 0.08%             | 2031-07-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $713835.95    | 0.07%             | 2031-07-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $681971.83    | 0.07%             | 2031-07-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   6944592 | PA      | $126274.91    | 0.01%             | 2048-11-10      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5328237 | PA      | $234693.92    | 0.02%             | 2049-05-10      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7062238 | PA      | $62683.71     | 0.01%             | 2047-09-10      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509000 | PA      | $1162362.78   | 0.12%             | 2035-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                       | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2377000 | PA      | $1983942.13   | 0.20%             | 2034-09-06      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    832194 | PA      | $710137.36    | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139817.00    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $420232.50    | 0.04%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $272639.21    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLATFELTER                                       | Glatfelter Corp                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $159689.14    | 0.02%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361640 | PA      | $308171.66    | 0.03%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities                    | Goldentree Loan Opportunities XII Ltd                                            | CUSIP: 38137MAT4<br>LEI: 5493004WVEVHIF701522 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2348673.50   | 0.24%             | 2030-07-21      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229387.20    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38378NBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26998352 | PA      | $125107.67    | 0.01%             | 2053-09-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38380RWA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29562607 | PA      | $2170968.46   | 0.22%             | 2062-12-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382AER2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8179600 | PA      | $94485.83     | 0.01%             | 2049-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382HA34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15809750 | PA      | $558340.30    | 0.06%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382HF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21495428 | PA      | $787063.68    | 0.08%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382HGU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7346104 | PA      | $909624.01    | 0.09%             | 2050-07-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382JXM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33523053 | PA      | $659834.25    | 0.07%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382KWT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38481928 | PA      | $4938897.58   | 0.50%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15731261 | PA      | $1920477.05   | 0.20%             | 2050-12-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38382MN21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8931097 | PA      | $953299.98    | 0.10%             | 2051-01-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                                         | CUSIP: 38383DRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13278898 | PA      | $74794.72     | 0.01%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                             | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102836.58    | 0.01%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                           | Gran Tierra Energy Inc                                                           | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $162327.31    | 0.02%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                          | Greenwood Park CLO Ltd                                                           | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1350112.80   | 0.14%             | 2031-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                   | Greystone CRE Notes 2019-FL2 Ltd                                                 | CUSIP: 39809LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2370000 | PA      | $2252535.69   | 0.23%             | 2037-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                              | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279547.75    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                            | Grifols Escrow Issuer SA                                                         | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    515000 | PA      | $445294.75    | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Corp                                                             | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    112043 | PA      | $109384.78    | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ESCROW                                  | GULFPORT ESCROW                                                                  | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $752.00       | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | HPS Loan Management 13-2018 Ltd                                                  | CUSIP: 40437LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1333525.95   | 0.14%             | 2030-10-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                    | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAA6<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |    284838 | PA      | $68063.56     | 0.01%             | 2025-04-28      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                    | Halcyon Loan Advisors Funding 2018-1 Ltd                                         | CUSIP: 40538TAC7<br>LEI: 549300240JJHXVLBXB20 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $470524.85    | 0.05%             | 2031-07-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland VIII Ltd                        | Hayfin US XII Ltd                                                                | CUSIP: 42086PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1922900.80   | 0.20%             | 2031-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                         | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $240644.25    | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                   | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102586.50    | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $312538.90    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $412292.73    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                            | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $184925.09    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $426184.25    | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6466714 | PA      | $5347326.11   | 0.54%             | 2039-10-19      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL                   | Horizon Aircraft Finance II Ltd                                                  | CUSIP: 44040HAC6<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | US        |   2185299 | PA      | $992549.52    | 0.10%             | 2039-07-15      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| HPS Investment Partners                          | Highbridge Loan Management 2013-2 Ltd                                            | CUSIP: 44330DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1801422.00   | 0.18%             | 2029-10-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $275340.00    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46886.81     | 0.00%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $272626.71    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                          | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $214111.25    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1333793.25   | 0.14%             | 2031-10-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                       | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789335 | PA      | $706594.66    | 0.07%             | 2037-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2500000 | PA      | $1939077.70   | 0.20%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                   | IndyMac INDX Mortgage Loan Trust 2006-AR19                                       | CUSIP: 45660GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304863 | PA      | $1079851.92   | 0.11%             | 2036-08-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2005-A15                                  | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497067 | PA      | $582657.23    | 0.06%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                   | Residential Asset Securitization Trust 2006-A2                                   | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344363 | PA      | $148784.70    | 0.02%             | 2046-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                         | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    335000 | PA      | $301743.09    | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $134473.50    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCB INTELSAT JACKS ESC                           | GCB INTELSAT JACKS ESC                                                           | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    380000 | PA      | $0.00         | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                          | Temasek Financial I Ltd                                                          | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   3300000 | PA      | $2550302.01   | 0.26%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                          | Temasek Financial I Ltd                                                          | CUSIP: 87973RBA7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $198397.86    | 0.02%             | 2031-08-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126712.60    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288468.25    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                         | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $546429.00    | 0.06%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403929 | PA      | $201073.37    | 0.02%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158819.10    | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130127.35    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2007-A2                                                 | CUSIP: 46630PAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315032 | PA      | $257065.64    | 0.03%             | 2037-04-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C18                              | CUSIP: 46641JAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1234402 | PA      | $5653.07      | 0.00%             | 2047-02-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238638.75    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TERVITA CORP                                     | Tervita Corp                                                                     | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    151000 | PA      | $163128.86    | 0.02%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                    | CUSIP: 46642CBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1376000 | PA      | $1227707.52   | 0.13%             | 2047-07-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C21                              | CUSIP: 46642EBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2973000 | PA      | $2740229.26   | 0.28%             | 2047-08-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                   | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   2350665 | PA      | $2050797.62   | 0.21%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3463458.80   | 0.35%             | 2031-01-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89393.92     | 0.01%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $130481.60    | 0.01%             | 2047-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2013-2 CLO Ltd                                             | CUSIP: 88432ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1620637.80   | 0.17%             | 2030-10-18      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1595329.00   | 0.16%             | 2031-01-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2014-1 CLO Ltd                                                        | CUSIP: 88432CBE5<br>LEI: 549300AMLFWC1VCUN251 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1708227.80   | 0.17%             | 2031-07-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1284409.95   | 0.13%             | 2031-10-22      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3191261 | PA      | $34344.99     | 0.00%             | 2048-05-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $987276.30    | 0.10%             | 2048-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1318840.50   | 0.13%             | 2030-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2018-2 Clo Ltd                                             | CUSIP: 88434HAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3001946.15   | 0.31%             | 2030-07-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4153025 | PA      | $72721.95     | 0.01%             | 2048-08-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $417748.17    | 0.04%             | 2048-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                            | Titan Acquisition Ltd / Titan Co-Borrower LLC                                    | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    275000 | PA      | $248096.22    | 0.03%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                            | Toorak Mortgage Corp 2021-1 Ltd                                                  | CUSIP: 89053BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6149804.76   | 0.63%             | 2024-06-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5058439 | PA      | $86702.65     | 0.01%             | 2049-12-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1957000 | PA      | $1691414.55   | 0.17%             | 2033-07-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                             | Townsquare Media Inc                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244406.66    | 0.02%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268207.80    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766000 | PA      | $711448.54    | 0.07%             | 2032-05-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784000 | PA      | $724585.34    | 0.07%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                          | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196875 | PA      | $191894.06    | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                            | Tricon American Homes 2019-SFR1 Trust                                            | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4475431.00   | 0.46%             | 2038-03-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $266431.61    | 0.03%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                    | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 89624CAE2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5856460.80   | 0.60%             | 2032-07-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2017-2 Ltd                                               | CUSIP: 05683HAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $458085.85    | 0.05%             | 2034-07-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $842524.68    | 0.09%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $880674.24    | 0.09%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                              | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $463500.00    | 0.05%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $183430.27    | 0.02%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049000 | PA      | $939813.79    | 0.10%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2555000 | PA      | $2336293.79   | 0.24%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                         | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144619.19    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2633000 | PA      | $2374758.52   | 0.24%             | 2034-09-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59519897 | PA      | $1219985.27   | 0.12%             | 2061-03-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9900140 | PA      | $316017.42    | 0.03%             | 2060-06-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings Clo Ltd 2015-II                                                          | CUSIP: 06759GAA2<br>LEI: 549300Y5E22C3P2S6J52 | Long             | ABS-CBDO         | CORP              | US        |   1737500 | PA      | $1465494.90   | 0.15%             | 2030-10-20      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2018-III                                                         | CUSIP: 06760PAJ0<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3715869.60   | 0.38%             | 2029-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Jol Air                                          | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |   1134247 | PA      | $783608.01    | 0.08%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685000 | PA      | $1427199.55   | 0.15%             | 2037-01-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                    | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    305000 | PA      | $263437.65    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12958792 | PA      | $438686.20    | 0.04%             | 2051-02-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                             | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    265500 | PA      | $221678.37    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                     | JELD-WEN Inc                                                                     | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109054.40    | 0.01%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HAS7<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1832389.20   | 0.19%             | 2036-04-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2021-I                                                           | CUSIP: 06762FAA9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $887658.10    | 0.09%             | 2034-04-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $932801.15    | 0.10%             | 2051-02-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    185000 | PA      | $161529.05    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    553967 | PA      | $410628.07    | 0.04%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                          | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241797.51    | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                       | Jersey Mike's Funding                                                            | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1855212 | PA      | $1672955.02   | 0.17%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                   | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  14410384 | NS      | $14410383.97  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196301.41    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $226538.50    | 0.02%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | Korea Development Bank/The                                                       | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   1400000 | PA      | $1099243.53   | 0.11%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    160000 | PA      | $138600.00    | 0.01%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    135000 | PA      | $111206.25    | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XIV LP                                                                       | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3175000 | PA      | $2688977.67   | 0.27%             | 2031-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $647222.98    | 0.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   3950000 | PA      | $3055413.09   | 0.31%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XVIII LP                                                                     | CUSIP: 50188VAA8<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1120180.38   | 0.11%             | 2027-07-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XX LP                                                                        | CUSIP: 50188WAH1<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1919972.80   | 0.20%             | 2027-10-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $738917.04    | 0.08%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375347.70    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                   | LCCM 2017-LC26                                                                   | CUSIP: 50190DAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2532000 | PA      | $2150148.07   | 0.22%             | 2050-07-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                      | LG Chem Ltd                                                                      | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $157603.58    | 0.02%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                      | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4810456.65   | 0.49%             | 2023-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24275390.50  | 2.47%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 26 Ltd                                                                       | CUSIP: 50200FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4089655.50   | 0.42%             | 2031-01-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM Loan Income Fund I Income Note Issuer Ltd                                    | CUSIP: 50200JAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1220815.95   | 0.12%             | 2031-07-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20200195.26  | 2.06%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $136195.85    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                             | LLPL Capital Pte Ltd                                                             | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | ID        |    938520 | PA      | $828863.32    | 0.08%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                    | LFS Topco LLC                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $258627.77    | 0.03%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192771.05    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                   | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $456865.35    | 0.05%             | 2031-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 38 Ltd                                        | CUSIP: 64133RAQ9<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $926000.00    | 0.09%             | 2035-10-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                   | New Century Home Equity Loan Trust 2006-1                                        | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604923 | PA      | $1561192.69   | 0.16%             | 2036-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                     | Upstart Securitization Trust 2021-3                                              | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1507622.20   | 0.15%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $159222.89    | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                        | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77472.83     | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                         | NFP Corp                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170519.15    | 0.02%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                  | VMC Finance 2019-FL3 LLC                                                         | CUSIP: 91834PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1321442 | PA      | $1236994.90   | 0.13%             | 2036-09-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $264690.21    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                       | AMSR 2020-SFR4 Trust                                                             | CUSIP: 66981FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $881624.10    | 0.09%             | 2037-11-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $114739.03    | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |   1100000 | PA      | $714257.78    | 0.07%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200212 | PA      | $981578.88    | 0.10%             | 2049-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                        | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    315000 | PA      | $275899.05    | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8100000 | PA      | $6919600.77   | 0.70%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                   | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $4340373.70   | 0.44%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                         | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86595.00     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2019-2                                    | CUSIP: 92257NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784431 | PA      | $1504082.98   | 0.15%             | 2049-07-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1636999 | PA      | $1390574.39   | 0.14%             | 2048-10-26      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                   | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416374 | PA      | $347123.01    | 0.04%             | 2048-10-26      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2019-INV3                                             | CUSIP: 92537MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2494908.83   | 0.25%             | 2059-11-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $214837.50    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                         | SEG Holding LLC / SEG Finance Corp                                               | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $386638.20    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                         | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $400320.00    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                          | TK Elevator Holdco GmbH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $163627.69    | 0.02%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                    | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | AR        |    900144 | PA      | $320451.38    | 0.03%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                    | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | AR        |    487579 | PA      | $19420.71     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199741.53    | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161964.00    | 0.02%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                      | SREIT Trust 2021-IND                                                             | CUSIP: 78473JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2889000 | PA      | $2581054.85   | 0.26%             | 2038-10-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                   | STWD 2019-FL1 Ltd                                                                | CUSIP: 78485WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    961000 | PA      | $907302.20    | 0.09%             | 2038-07-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-R2                                               | CUSIP: 92538DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2186096.10   | 0.22%             | 2064-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3279520.50   | 0.33%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                           | SWF Escrow Issuer Corp                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $52267.50     | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |   1000000 | PA      | $815524.99    | 0.08%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $1622925.46   | 0.17%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                  | Vibrant Clo III Ltd                                                              | CUSIP: 92557UAY3<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $480938.35    | 0.05%             | 2031-10-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                               | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146003.55    | 0.01%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $211500.00    | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                               | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58115.20     | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80397.00     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                              | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262044.75    | 0.03%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                          | Shinhan Financial Group Co Ltd                                                   | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $687800.00    | 0.07%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SOHO Trust 2021-SOHO                             | Soho Trust 2021-SOHO                                                             | CUSIP: 83410JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2112227.33   | 0.22%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                    | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | MC        |   3228819 | PA      | $2578221.54   | 0.26%             | 2046-10-15      | Fixed         | 5.68%                 | No            |                  3 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $173008.00    | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89814.14     | 0.01%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO IX Ltd                                                           | CUSIP: 83609GBU8<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1727699.20   | 0.18%             | 2032-07-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4576175.50   | 0.47%             | 2034-10-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                   | Soundview Home Loan Trust 2007-OPT1                                              | CUSIP: 83612TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4735168 | PA      | $3391900.51   | 0.35%             | 2037-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5195009.40   | 0.53%             | 2034-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                     | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80169.92     | 0.01%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                       | Vivint Solar Financing V LLC                                                     | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4575719 | PA      | $4064555.25   | 0.41%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2020-I                                                           | CUSIP: 06762LAQ1<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1860402.20   | 0.19%             | 2036-10-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191373.55    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $919275.80    | 0.09%             | 2034-07-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3375000 | PA      | $3006893.81   | 0.31%             | 2034-10-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2017-3 Ltd                                                              | CUSIP: 92915QBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1355107.20   | 0.14%             | 2034-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-1 Ltd                                                              | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $3381175.59   | 0.34%             | 2030-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241411.30    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    215000 | PA      | $184150.73    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                   | WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust                    | CUSIP: 92927XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793160 | PA      | $693147.35    | 0.07%             | 2037-06-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                   | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FBA6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   2693790 | PA      | $34891.05     | 0.00%             | 2047-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                      | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16400000 | PA      | $16186426.24  | 1.65%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JBF2<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $357360.16    | 0.04%             | 2048-05-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $153856.30    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                            | WASH Multifamily Acquisition Inc                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    385000 | PA      | $363307.18    | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   1909737 | PA      | $75333.78     | 0.01%             | 2059-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2423000 | PA      | $1948661.41   | 0.20%             | 2050-11-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315XAA1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1422214.85   | 0.14%             | 2036-04-18      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                     | UPL Corp Ltd                                                                     | CUSIP: AR5596903<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $252235.00    | 0.03%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998090 | PA      | $91723.31     | 0.01%             | 2060-01-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBX6<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   2267000 | PA      | $1897032.63   | 0.19%             | 2061-09-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                         | Adani Electricity Mumbai Ltd                                                     | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $153225.45    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                             | Bank Leumi Le-Israel BM                                                          | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $177921.00    | 0.02%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                  | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136277 | PA      | $1008736.64   | 0.10%             | 2040-02-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                  | CUSIP: 95003LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136277 | PA      | $1000922.46   | 0.10%             | 2040-02-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                              | Kasikornbank PCL/Hong Kong                                                       | CUSIP: ZO7946510<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    300000 | PA      | $282565.50    | 0.03%             | 2025-10-14      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                           | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $237198.75    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253800.75    | 0.03%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                   | Wheel Pros Inc                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $24850.00     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                             | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    319650 | PA      | $221037.80    | 0.02%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                                 | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |     35014 | PA      | $33146.85     | 0.00%             | 2026-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                   | Willis Engine Structured Trust IV                                                | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1121328 | PA      | $883874.31    | 0.09%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315TAJ1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1706575.40   | 0.17%             | 2036-04-18      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    482703 | PA      | $453257.72    | 0.05%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     60831 | PA      | $59424.08     | 0.01%             | 2029-02-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $447732.30    | 0.05%             | 2033-07-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Zephyrus Capital Aviation Part                   | Zephyrus Capital Aviation Partners 2018-1 Ltd                                    | CUSIP: 98944PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2812437 | PA      | $2307230.30   | 0.24%             | 2038-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     68844 | PA      | $67252.19     | 0.01%             | 2029-02-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: C4000KAE4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    224438 | PA      | $216582.19    | 0.02%             | 2029-02-01      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69088.00     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     78000 | PA      | $61217.88     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CWT TRAVEL HLDGS INC                             | CWT TRAVEL HLDGS INC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2146 | NS      | $14485.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $178014.00    | 0.02%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOL                         | Pediatric Associates Holding Co LLC                                              | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34771 | PA      | $33105.20     | 0.00%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                           | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    198450 | PA      | $196925.51    | 0.02%             | 2026-10-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-NQM6                                                                   | CUSIP: 12662KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $776908.20    | 0.08%             | 2066-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $170697.55    | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                              | Applied Systems Inc                                                              | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    443535 | PA      | $442093.14    | 0.05%             | 2026-09-19      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                  | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    342600 | PA      | $313662.42    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8979.70      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                         | Bear Stearns ALT-A Trust 2006-4                                                  | CUSIP: 073871AR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730539 | PA      | $546882.11    | 0.06%             | 2036-08-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $183430.27    | 0.02%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: BS5321853<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165964.13    | 0.02%             | 2032-01-24      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                         | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $941228.54    | 0.10%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130373<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    869877 | PA      | $702475.68    | 0.07%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                           | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $921723.75    | 0.09%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                         | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    796320 | PA      | $737710.85    | 0.08%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                          | Equate Petrochemical BV                                                          | CUSIP: BP2041641<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | KW        |    700000 | PA      | $611625.00    | 0.06%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                              | CUSIP: BN7443524<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1100000 | PA      | $790853.80    | 0.08%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                     | UPL Corp Ltd                                                                     | CUSIP: BJ9430734<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |   1100000 | PA      | $869455.75    | 0.09%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                          | CUSIP: BT5154971<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | SA        |   1100000 | PA      | $925795.20    | 0.09%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                   | Bear Stearns ARM Trust 2006-2                                                    | CUSIP: 07388DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131464 | PA      | $966219.42    | 0.10%             | 2036-07-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56277625 | PA      | $1305173.79   | 0.13%             | 2055-01-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| AVATION PLC                                      | Avation PLC                                                                      | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | N/A              | DE               | CORP              | SG        |      3500 | NS      | $1269.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1276000 | PA      | $1103408.24   | 0.11%             | 2032-01-21      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                         | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BP8908371<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $249822.49    | 0.03%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                         | QatarEnergy Trading LLC                                                          | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $332072.40    | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                                | BRIGHT BIDCO B.V.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1098 | NS      | $20456.34     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                           | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $381040.00    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESIGHT EQUITY                                 | FORESIGHT EQUITY                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15376 | NS      | $183896.18    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                         | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $359919.62    | 0.04%             | 2024-04-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                         | C&W Senior Financing DAC                                                         | CUSIP: AO7226811<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | PA        |    850000 | PA      | $792353.00    | 0.08%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INTL                          | Gran Tierra Energy International Holdings Ltd                                    | CUSIP: AR0612192<br>LEI: 549300RQNK5SS6I0T293 | Long             | DBT              | CORP              | CO        |   1600000 | PA      | $1400246.53   | 0.14%             | 2025-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                            | Rutas 2 and 7 Finance Ltd                                                        | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |    373333 | PA      | $235957.75    | 0.02%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                           | Vedanta Resources Ltd                                                            | CUSIP: AO6252495<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | IN        |   1300000 | PA      | $822290.53    | 0.08%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                          | CUSIP: BT5155085<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | SA        |    900000 | PA      | $694237.50    | 0.07%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                 | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    273171 | PA      | $231532.77    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAP SA                                           | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $469351.22    | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-4 Clo Ltd                                             | CUSIP: 87249LAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1367217.90   | 0.14%             | 2030-11-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                     | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | US        |       372 | NS      | $2790.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings SA                     | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | US        |       372 | NS      | $2511.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TMS INTERNATIONAL CORP                           | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82536.08     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY                   | Tiaa Clo III Ltd                                                                 | CUSIP: 87272HAC4<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1440496.95   | 0.15%             | 2031-01-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                               | Blackhawk Network Holdings Inc                                                   | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    338206 | PA      | $330446.15    | 0.03%             | 2025-06-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                   | Access CIG LLC                                                                   | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    563532 | PA      | $553258.85    | 0.06%             | 2025-02-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TTAN                                             | TTAN 2021-MHC                                                                    | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296049 | PA      | $275582.42    | 0.03%             | 2038-03-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                     | GAIA Aviation Ltd                                                                | CUSIP: 87404LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1749902 | PA      | $857905.05    | 0.09%             | 2044-12-15      | Variable      | 7.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133769 | PA      | $111001.73    | 0.01%             | 2036-02-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AF83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243186 | PA      | $174782.42    | 0.02%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                   | TBW Mortgage-Backed Trust Series 2006-3                                          | CUSIP: 87804AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13319166 | PA      | $576869.07    | 0.06%             | 2036-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                    | United States Treasury Bill                                                      | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26700000 | PA      | $26066149.74  | 2.66%             | 2023-07-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD                            | Titan Acquisition Ltd/Canada                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    282736 | PA      | $264865.35    | 0.03%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    112350 | PA      | $107406.53    | 0.01%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1335672.60   | 0.14%             | 2035-04-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    223366 | PA      | $213537.97    | 0.02%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                  | Trans Union LLC                                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    253021 | PA      | $250965.35    | 0.03%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                               | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    400910 | PA      | $354769.08    | 0.04%             | 2029-02-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     34888 | PA      | $32648.90     | 0.00%             | 2026-05-29      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                         | Renaissance Holdings Corp                                                        | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     80112 | PA      | $74971.55     | 0.01%             | 2026-05-29      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                               | Hunter Douglas Inc                                                               | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    147715 | PA      | $130714.67    | 0.01%             | 2029-02-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOL                         | Pediatric Associates Holding Co LLC                                              | CUSIP: 70533DAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10510 | PA      | $10006.54     | 0.00%             | 2028-12-29      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     75665 | PA      | $73097.54     | 0.01%             | 2026-05-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                      | Tamko Building Products LLC                                                      | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     74664 | PA      | $72517.12     | 0.01%             | 2026-05-31      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION                         | Compass Power Generation LLC                                                     | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    388713 | PA      | $386365.46    | 0.04%             | 2029-04-14      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                         | Diamond Sports Group LLC                                                         | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    121651 | PA      | $15612.04     | 0.00%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    493762 | PA      | $471481.47    | 0.05%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                          | Perrigo Investments LLC                                                          | CUSIP: N/A<br>LEI: 549300POZGC78VHAAJ73       | Long             | LON              | CORP              | US        |    174562 | PA      | $173907.89    | 0.02%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                      | Tamko Building Products LLC                                                      | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |     79872 | PA      | $77575.70     | 0.01%             | 2026-05-31      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| TAMKO BUILDING PRODUCTS INC                      | Tamko Building Products LLC                                                      | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    162432 | PA      | $157762.12    | 0.02%             | 2026-05-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                             | PCI Gaming Authority                                                             | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    101130 | PA      | $100708.60    | 0.01%             | 2026-05-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WASH HOLDINGS IN                      | Mister Car Wash Holdings Inc                                                     | CUSIP: 60646CAF4<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |    532064 | PA      | $525602.25    | 0.05%             | 2026-05-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2006-OA6                                                  | CUSIP: 12668BD91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2203621 | PA      | $1837719.72   | 0.19%             | 2046-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                   | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3322538 | PA      | $1469316.92   | 0.15%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO                      | Scientific Games International Inc                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    234412 | PA      | $231817.55    | 0.02%             | 2029-04-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                         | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    147105 | PA      | $144102.11    | 0.01%             | 2029-06-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                       | Alliant Holdings Intermediate LLC                                                | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    397039 | PA      | $392429.10    | 0.04%             | 2025-05-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NASCAR HOLDINGS LLC                              | Nascar Holdings LLC                                                              | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |    103436 | PA      | $103331.13    | 0.01%             | 2026-10-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                         | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |     67895 | PA      | $66508.67     | 0.01%             | 2029-06-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| PENN NATIONAL GAMING INC                         | Penn Entertainment Inc                                                           | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124688 | PA      | $123656.96    | 0.01%             | 2029-05-03      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                         | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    122785 | PA      | $118352.86    | 0.01%             | 2026-06-21      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                 | Pregis TopCo LLC                                                                 | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    267438 | PA      | $260651.27    | 0.03%             | 2026-08-01      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    548925 | PA      | $523625.05    | 0.05%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                               | Central Parent Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    235000 | PA      | $233277.45    | 0.02%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| KESTREL BIDCO INC                                | WestJet Airlines Ltd                                                             | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    208012 | PA      | $190818.52    | 0.02%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                  | MED ParentCo LP                                                                  | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    321513 | PA      | $275822.74    | 0.03%             | 2026-08-31      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAB6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     25610 | PA      | $24713.78     | 0.00%             | 2023-03-29      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAB6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |      1542 | PA      | $1488.28      | 0.00%             | 2023-03-29      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    265463 | PA      | $253782.90    | 0.03%             | 2026-09-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                  | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    345371 | PA      | $334393.68    | 0.03%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAC4<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     78000 | PA      | $75270.11     | 0.01%             | 2023-03-29      | Floating      | 15.73%                | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                        | Go Daddy Operating Co LLC                                                        | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     85000 | PA      | $84970.25     | 0.01%             | 2029-11-10      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                 | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    452977 | PA      | $445455.43    | 0.05%             | 2026-09-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     48500 | PA      | $47963.59     | 0.00%             | 2026-08-12      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                         | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    115290 | PA      | $112263.87    | 0.01%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ERESEARCHTECHNOLOGY INC                          | eResearchTechnology Inc                                                          | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |     19698 | PA      | $17438.59     | 0.00%             | 2027-02-04      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Bright Bidco B.V.                                | Bright Bidco B.V., Senior Secured First Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36056 | PA      | $31668.66     | 0.00%             | 2027-10-29      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                 | Gates Global LLC                                                                 | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     95000 | PA      | $94495.55     | 0.01%             | 2029-11-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                 | Delta 2 Lux Sarl                                                                 | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |    415000 | PA      | $415311.25    | 0.04%             | 2030-01-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                       | Playa Resorts Holding BV                                                         | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    260000 | PA      | $253934.20    | 0.03%             | 2028-12-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                              | Minejesa Capital BV                                                              | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |   2700000 | PA      | $2106825.01   | 0.21%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                          | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |    250000 | PA      | $208457.05    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                           | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $218254.34    | 0.02%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                          | Banco Internacional del Peru SAA Interbank                                       | CUSIP: BK3122268<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $903775.00    | 0.09%             | 2030-07-08      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AO1639530<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $1126041.02   | 0.11%             | 2028-01-10      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FENIX POWER PERU SA                              | Fenix Power Peru SA                                                              | CUSIP: AP1549645<br>LEI: 549300VBTI7WLU4G4642 | Long             | DBT              | CORP              | PE        |    448235 | PA      | $410861.41    | 0.04%             | 2027-09-20      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                          | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    191360 | PA      | $172176.16    | 0.02%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                              | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: AS7998121<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |   1048800 | PA      | $999838.74    | 0.10%             | 2028-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149069.84    | 0.02%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   3770000 | PA      | $3253104.35   | 0.33%             | 2030-10-22      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                               | Inversiones La Construccion SA                                                   | CUSIP: BU0137564<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |    726000 | PA      | $592394.79    | 0.06%             | 2032-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                         | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    410100 | PA      | $395746.50    | 0.04%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAS SA                                           | OAS SA                                                                           | CUSIP: N/A<br>LEI: 549300O0M58XBX4UN158       | N/A              | DE               | CORP              | BR        |     29269 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OLEODUCTO CENTRAL SA                             | Oleoducto Central SA                                                             | CUSIP: BK4596429<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |   1450000 | PA      | $1281681.32   | 0.13%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                            | Orazul Energy Peru SA                                                            | CUSIP: AN3641437<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    252000 | PA      | $227961.72    | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                 | Pampa Energia SA                                                                 | CUSIP: AZ4704823<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $137969.48    | 0.01%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                            | Petroleos del Peru SA                                                            | CUSIP: AN9551200<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    900000 | PA      | $697230.00    | 0.07%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                            | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $262330.00    | 0.03%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                               | Scotiabank Peru SAA                                                              | CUSIP: EJ4751123<br>LEI: 5493001E54CPRG5J5Q41 | Long             | SN               | CORP              | PE        |    350000 | PA      | $345945.25    | 0.04%             | 2027-12-13      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                                | CUSIP: AZ6283354<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1800000 | PA      | $1431990.00   | 0.15%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    650000 | PA      | $506200.50    | 0.05%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UEP PENNONOME II SA                              | UEP Penonome II SA                                                               | CUSIP: BN0155281<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    738623 | PA      | $547504.11    | 0.06%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                   | 1011778 BC ULC                                                                   | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     67209 | PA      | $66182.61     | 0.01%             | 2026-11-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                   | 1011778 BC ULC                                                                   | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    226007 | PA      | $222556.06    | 0.02%             | 2026-11-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                          | Unifin Financiera SAB de CV                                                      | CUSIP: AQ9083439<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |   2800000 | PA      | $21840.00     | 0.00%             | 2025-01-29      | None          | 8.88%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                           | VTR Comunicaciones SpA                                                           | CUSIP: BK1883408<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $186789.65    | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIVAR USA INC                                   | Univar Solutions USA Inc/Washington                                              | CUSIP: 91335PAH2<br>LEI: 5493008FTB9VZW6CVA82 | Long             | LON              | CORP              | US        |     77800 | PA      | $77621.84     | 0.01%             | 2026-07-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                      | Telesat LLC                                                                      | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145676 | PA      | $68727.85     | 0.01%             | 2026-12-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                   | VTR Finance NV                                                                   | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |    700000 | PA      | $271457.07    | 0.03%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                   | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     35079 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| EW SCRIPPS CO                                    | EW Scripps Co/The                                                                | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    682001 | PA      | $672026.68    | 0.07%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                     | VS Buyer LLC                                                                     | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    395486 | PA      | $385351.54    | 0.04%             | 2027-03-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                  | Network i2i Ltd                                                                  | CUSIP: BO2485254<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | IN        |    750000 | PA      | $656250.00    | 0.07%             | 2026-03-03      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $504660.47    | 0.05%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    526847 | PA      | $512909.31    | 0.05%             | 2027-02-13      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| EXGEN RENEWABLES IV LLC                          | Constellation Renewables LLC                                                     | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    133759 | PA      | $132686.02    | 0.01%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                         | Kronos Acquisition Holdings Inc                                                  | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139403 | PA      | $132986.80    | 0.01%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                          | CMG Media Corp                                                                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243198 | PA      | $228389.82    | 0.02%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    340319 | PA      | $298844.10    | 0.03%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     50000 | PA      | $39291.50     | 0.00%             | 2028-02-03      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BK4991398<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $175693.24    | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $294021.62    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                             | Rackspace Technology Global Inc                                                  | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    323554 | PA      | $203856.69    | 0.02%             | 2028-02-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                         | Pathway Vet Alliance LLC                                                         | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    288216 | PA      | $241619.81    | 0.02%             | 2027-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    225000 | PA      | $183508.88    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                               | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1819688 | PA      | $1575533.84   | 0.16%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                     | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207375 | PA      | $203551.01    | 0.02%             | 2028-02-12      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                             | Constant Contact Inc                                                             | CUSIP: 21031HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195139 | PA      | $172941.56    | 0.02%             | 2028-02-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: ZO4937850<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $379826.72    | 0.04%             | 2025-09-23      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                         | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $217873.20    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                    | JSW Steel Ltd                                                                    | CUSIP: BR4616958<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |   1300000 | PA      | $1028009.09   | 0.10%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                             | LLPL Capital Pte Ltd                                                             | CUSIP: AW9637074<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | ID        |    853200 | PA      | $753512.11    | 0.08%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                            | Acuris Finance US Inc                                                            | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    115104 | PA      | $113377.61    | 0.01%             | 2028-02-16      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                     | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    692026 | PA      | $677033.47    | 0.07%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                         | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BS0508918<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $165063.09    | 0.02%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: BJ4178924<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $168006.47    | 0.02%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                       | Lummus Technology Holdings V LLC                                                 | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    397340 | PA      | $381446.75    | 0.04%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    360294 | PA      | $354354.36    | 0.04%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                            | CUSIP: BV8019879<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $350204.95    | 0.04%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                          | Reliance Industries Ltd                                                          | CUSIP: BT3302127<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1100000 | PA      | $892833.22    | 0.09%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRAILER WORLD                           | American Trailer World Corp                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    171637 | PA      | $149182.05    | 0.02%             | 2028-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                          | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    423550 | PA      | $411771.07    | 0.04%             | 2028-03-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                     | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    273000 | PA      | $260169.00    | 0.03%             | 2028-04-22      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                            | Verscend Holding Corp                                                            | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    463960 | PA      | $461930.09    | 0.05%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                              | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    289125 | PA      | $277495.21    | 0.03%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                | Hillman Group Inc/The                                                            | CUSIP: 43162TAT7<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |     56406 | PA      | $54864.92     | 0.01%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |     37130 | PA      | $34879.20     | 0.00%             | 2026-03-12      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                            | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBE9<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    517694 | PA      | $505952.39    | 0.05%             | 2026-03-24      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                               | CAL Funding IV Ltd                                                               | CUSIP: 12807CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808750 | PA      | $707281.39    | 0.07%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                              | Callon Petroleum Co                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229075.00    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180528.37    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle US CLO 2020-2 Ltd                                                        | CUSIP: 14315GAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $443762.85    | 0.05%             | 2035-01-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                         | Ultra Clean Holdings Inc                                                         | CUSIP: 90385YAD3<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |     99191 | PA      | $98942.57     | 0.01%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                          | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    484835 | PA      | $464835.79    | 0.05%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                          | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $39974.85     | 0.00%             | 2029-03-31      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                         | Triton Water Holdings Inc                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    513716 | PA      | $479489.20    | 0.05%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAP8<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     22934 | PA      | $22675.83     | 0.00%             | 2028-05-14      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                            | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $224402.63    | 0.02%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                                        | CUSIP: C4000KAD6<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    455000 | PA      | $443852.50    | 0.05%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII                          | Sunshine Luxembourg VII Sarl                                                     | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    461965 | PA      | $443551.08    | 0.05%             | 2026-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    314273 | PA      | $294080.90    | 0.03%             | 2028-04-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                          | ION Trading Finance Ltd                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    429562 | PA      | $408544.01    | 0.04%             | 2028-04-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                               | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |    148125 | PA      | $142570.31    | 0.01%             | 2028-04-09      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                          | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    478301 | PA      | $455344.83    | 0.05%             | 2028-05-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                          | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    647067 | PA      | $636374.50    | 0.06%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                         | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    518438 | PA      | $514658.09    | 0.05%             | 2028-04-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    578177 | PA      | $572516.27    | 0.06%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                          | Jazz Financing Lux Sarl                                                          | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    400827 | PA      | $397914.60    | 0.04%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                            | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    577100 | PA      | $573357.51    | 0.06%             | 2029-03-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                   | Wheel Pros Inc                                                                   | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124923 | PA      | $85401.38     | 0.01%             | 2028-05-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                         | Mavis Tire Express Services Topco Corp                                           | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    545313 | PA      | $521649.56    | 0.05%             | 2028-05-04      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| ATLAS PURCHASER INC                              | Atlas Purchaser Inc                                                              | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |    164924 | PA      | $116786.67    | 0.01%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| GREYSTONE SELECT FINANCI                         | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68708 | PA      | $66302.95     | 0.01%             | 2028-06-17      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                              | Conair Holdings LLC                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    138600 | PA      | $117290.25    | 0.01%             | 2028-05-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAS0<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $422508.30    | 0.04%             | 2031-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $847110.10    | 0.09%             | 2030-11-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                            | Tiger Acquisition LLC                                                            | CUSIP: 88675UAB8<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    201300 | PA      | $191625.96    | 0.02%             | 2028-06-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES INC                           | Hayward Industries Inc                                                           | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |    281438 | PA      | $270005.51    | 0.03%             | 2028-05-28      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                    | CQP Holdco LP                                                                    | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    755438 | PA      | $753076.76    | 0.08%             | 2028-06-04      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS                          | Eco Services Operations Corp                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53354 | PA      | $52653.90     | 0.01%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS                          | Eco Services Operations Corp                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20521 | PA      | $20251.49     | 0.00%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                   | Proofpoint Inc                                                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    694750 | PA      | $669756.37    | 0.07%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                             | Heartland Dental LLC                                                             | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    501730 | PA      | $467486.74    | 0.05%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    725812 | PA      | $677095.97    | 0.07%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $881507.20    | 0.09%             | 2030-10-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $189546.99    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                           | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    578362 | PA      | $546191.09    | 0.06%             | 2028-07-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MIC GLEN LLC                                     | MIC Glen LLC                                                                     | CUSIP: 55304PAB7<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |     98625 | PA      | $94063.59     | 0.01%             | 2028-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                             | ICON Luxembourg Sarl                                                             | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    185272 | PA      | $184948.79    | 0.02%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                           | Artera Services LLC                                                              | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     58332 | PA      | $47978.33     | 0.00%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                             | TGP Holdings III LLC                                                             | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    101571 | PA      | $81736.56     | 0.01%             | 2028-06-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                             | TGP Holdings III LLC                                                             | CUSIP: 87251RAL7<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     13393 | PA      | $10777.51     | 0.00%             | 2028-06-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                                             | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    573902 | PA      | $517498.51    | 0.05%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                          | PRA Health Sciences Inc                                                          | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |     46161 | PA      | $46080.11     | 0.00%             | 2028-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24352.29     | 0.00%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                          | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $297660.92    | 0.03%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER NEX US INC                               | Charter Next Generation Inc                                                      | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    196500 | PA      | $191234.78    | 0.02%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| JO-ANN STORES INC                                | Jo-Ann Stores LLC                                                                | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |    390062 | PA      | $267518.51    | 0.03%             | 2028-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                          | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1200000 | PA      | $954687.92    | 0.10%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158434.15    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                          | Mirion Technologies US Inc                                                       | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |    332488 | PA      | $327144.43    | 0.03%             | 2028-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                               | Everi Holdings Inc                                                               | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |    133650 | PA      | $132759.22    | 0.01%             | 2028-08-03      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                           | Victoria's Secret & Co                                                           | CUSIP: 92639MAB3<br>LEI: 5493006T3O70U3UWVF17 | Long             | LON              | CORP              | US        |    247500 | PA      | $241312.50    | 0.02%             | 2028-08-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    154679 | PA      | $119798.79    | 0.01%             | 2028-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2018-GW                                                                 | CUSIP: 12433UAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367000 | PA      | $344101.37    | 0.04%             | 2035-05-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $306968.50    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAK4<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     10873 | PA      | $8421.37      | 0.00%             | 2028-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                    | APX Group Inc                                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |        15 | PA      | $15.18        | 0.00%             | 2028-07-09      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $244380.95    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $133200.00    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162549.00    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2681594 | PA      | $60496.23     | 0.01%             | 2049-02-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                    | APX Group Inc                                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |    163335 | PA      | $161880.18    | 0.02%             | 2028-07-09      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                              | KKR Apple Bidco LLC                                                              | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    124062 | PA      | $122560.10    | 0.01%             | 2028-09-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42580717 | PA      | $1001502.72   | 0.10%             | 2051-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE10 Mortgage Trust                                                  | CUSIP: 12626BAF1<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |   1762460 | PA      | $3245.75      | 0.00%             | 2046-08-10      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405599 | PA      | $395755.04    | 0.04%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    525000 | PA      | $411187.88    | 0.04%             | 2029-01-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236663.75    | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    340000 | PA      | $243361.80    | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                  | Whatabrands LLC                                                                  | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    352338 | PA      | $341326.95    | 0.03%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC                            | Worldwide Express Inc                                                            | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    479923 | PA      | $440763.26    | 0.04%             | 2028-07-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                      | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    215000 | PA      | $182805.90    | 0.02%             | 2029-04-21      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| VIAD CORP                                        | Viad Corp                                                                        | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |    202950 | PA      | $192485.90    | 0.02%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                       | Air Canada                                                                       | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    234412 | PA      | $232397.72    | 0.02%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                         | Alterra Mountain Co                                                              | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    342147 | PA      | $338833.40    | 0.03%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                       | CSAB Mortgage-Backed Trust 2006-2                                                | CUSIP: 12627HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279788 | PA      | $95510.84     | 0.01%             | 2036-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                   | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   2292342 | PA      | $28325.56     | 0.00%             | 2050-04-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                     | VT Topco Inc                                                                     | CUSIP: 39355YAJ3<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |     87325 | PA      | $84886.89     | 0.01%             | 2025-08-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                     | VT Topco Inc                                                                     | CUSIP: 39355YAK0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |      5832 | PA      | $5669.25      | 0.00%             | 2025-08-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     73697 | PA      | $70946.23     | 0.01%             | 2028-09-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                          | Sweetwater Borrower LLC                                                          | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    154895 | PA      | $144052.47    | 0.01%             | 2028-08-05      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| BALLY'S CORP                                     | Bally's Corp                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    430767 | PA      | $399752.13    | 0.04%             | 2028-10-01      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      6571 | PA      | $6325.67      | 0.00%             | 2028-09-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAF6<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      3928 | PA      | $3781.35      | 0.00%             | 2028-09-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                         | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    212851 | PA      | $202208.24    | 0.02%             | 2028-07-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| MONOGRAM FOOD SOLUTIONS LLC                      | Monogram Food Solutions LLC                                                      | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |    352338 | PA      | $340886.53    | 0.03%             | 2028-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74050 | PA      | $59398.97     | 0.01%             | 2028-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147747 | PA      | $118514.64    | 0.01%             | 2028-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75953 | PA      | $60925.06     | 0.01%             | 2028-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                                           | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    145000 | PA      | $57728.13     | 0.01%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAC2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2966202 | PA      | $1732033.63   | 0.18%             | 2039-04-15      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32500 | PA      | $20272.04     | 0.00%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32500 | PA      | $20272.04     | 0.00%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                    | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    267975 | PA      | $257963.45    | 0.03%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                         | Cornerstone OnDemand Inc                                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    462675 | PA      | $415250.81    | 0.04%             | 2028-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                | Rent-A-Center Inc/TX                                                             | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    123125 | PA      | $118969.53    | 0.01%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                    | Diamond BC BV                                                                    | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |    620312 | PA      | $600540.04    | 0.06%             | 2028-09-29      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652240 | PA      | $25131.07     | 0.00%             | 2048-02-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1057900.50   | 0.11%             | 2048-02-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                       | Sunset Debt Merger Sub Inc                                                       | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208717 | PA      | $171513.30    | 0.02%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                               | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |     71133 | PA      | $66509.58     | 0.01%             | 2028-10-12      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BNSL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5728387 | PA      | $5499245.07   | 0.56%             | 2052-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137AFBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726098 | PA      | $72724.38     | 0.01%             | 2041-09-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                               | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    113224 | PA      | $105863.98    | 0.01%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                               | Grinding Media Inc                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    142343 | PA      | $133090.94    | 0.01%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                               | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240437 | PA      | $223779.23    | 0.02%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222574 | PA      | $340.49       | 0.00%             | 2023-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                 | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    246813 | PA      | $222097.42    | 0.02%             | 2028-10-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                      | CHG Healthcare Services Inc                                                      | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |    356400 | PA      | $349446.64    | 0.04%             | 2028-09-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                            | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109895 | PA      | $57050.44     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                  | Lehman XS Trust Series 2006-GP3                                                  | CUSIP: 525228AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5597250 | PA      | $5007488.33   | 0.51%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP                           | GIP II Blue Holding LP                                                           | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157823 | PA      | $156721.48    | 0.02%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    656700 | PA      | $625247.35    | 0.06%             | 2028-10-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES                          | Oryx Midstream Services Permian Basin LLC                                        | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    255591 | PA      | $252975.17    | 0.03%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                           | Mitchell International Inc                                                       | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    392515 | PA      | $362874.66    | 0.04%             | 2028-10-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82880.52     | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                          | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $203376.00    | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                   | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468915 | PA      | $1777480.53   | 0.18%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                               | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3321351.95   | 0.34%             | 2035-01-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                           | Mitchell International Inc                                                       | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |     55000 | PA      | $45959.38     | 0.00%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| AMERICAN TIRE DISTRIBUTORS                       | American Tire Distributors Inc                                                   | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |    223875 | PA      | $205965.00    | 0.02%             | 2028-10-22      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $110455.80    | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    175000 | PA      | $101691.97    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                      | LOANDEPOT GMSR Master Trust Seres 2018-GT1                                       | CUSIP: 53946TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2802059.10   | 0.29%             | 2023-10-16      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                    | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    285000 | PA      | $253661.40    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION ONE                          | Castlelake Aviation One DAC                                                      | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |    516080 | PA      | $512439.46    | 0.05%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $109964.61    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133989.66    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XX Ltd                                                                 | CUSIP: 55955AAG1<br>LEI: 5493001WZ3LKC11Q9C47 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3302454.40   | 0.34%             | 2031-04-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                 | Marathon CLO IX Ltd                                                              | CUSIP: 56577PAE9<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $985121.20    | 0.10%             | 2029-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                        | Marble Point CLO XXI Ltd                                                         | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3160511.90   | 0.32%             | 2034-10-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                   | MASTR Adjustable Rate Mortgages Trust 2006-2                                     | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70232 | PA      | $39598.50     | 0.00%             | 2036-04-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                               | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3227865.20   | 0.33%             | 2035-01-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                    | Cedar Fair LP                                                                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    420000 | PA      | $377854.73    | 0.04%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $268047.20    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                         | H-Food Holdings LLC / Hearthside Finance Co Inc                                  | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $133763.40    | 0.01%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168367.00    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MED Trust                                        | Med Trust 2021-MDLN                                                              | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2837000 | PA      | $2577006.82   | 0.26%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Merchants Bank of Indiana Mult                   | Merchants Bank of Indiana Multifamily Housing Mortgage Loan Trust 2021-Q015      | CUSIP: 58849LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141351 | PA      | $1140265.86   | 0.12%             | 2024-08-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC                         | Mercury Chile Holdco LLC                                                         | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   1250000 | PA      | $1200000.00   | 0.12%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                   | Merrill Lynch Mortgage Investors Trust Series 2006-AF1                           | CUSIP: 59023RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    552110 | PA      | $253012.31    | 0.03%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                   | Merrill Lynch Mortgage Investors Trust Series 2006-HE6                           | CUSIP: 59023XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16473658 | PA      | $8173950.62   | 0.83%             | 2037-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                   | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263949 | PA      | $105675.87    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                             | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $168156.57    | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134990.28    | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80719.84     | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $285474.99    | 0.03%             | 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        |    315000 | PA      | $232724.26    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                          | ModivCare Escrow Issuer Inc                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $249157.00    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $246502.43    | 0.03%             | 2047-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                   | Chase Mortgage Finance Trust Series 2007-S4                                      | CUSIP: 161629AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960360 | PA      | $647728.60    | 0.07%             | 2037-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                          | Chenango Park CLO Ltd                                                            | CUSIP: 16409TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1369013.55   | 0.14%             | 2030-04-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                     | Morgan Stanley Resecuritization Trust 2013-R7                                    | CUSIP: 61690PAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7835923 | PA      | $7167239.04   | 0.73%             | 2046-12-26      | Floating      | 2.65%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $363139.86    | 0.04%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                           | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256211.14    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                               | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2000000 | PA      | $1446968.46   | 0.15%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2018-SUN                                          | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $801176.40    | 0.08%             | 2035-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2489000 | PA      | $1706076.59   | 0.17%             | 2036-12-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  14410384 | NS      | $14410383.98  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HNW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4816620 | PA      | $2930082.52   | 0.30%             | 2035-11-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $724873.57    | 0.07%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $328270.77    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81329 | PA      | $53883.02     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295880 | PA      | $175282.34    | 0.02%             | 2036-02-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                   | Morgan Stanley Mortgage Loan Trust 2007-8XS                                      | CUSIP: 61754PAA2<br>LEI: 549300NAJR4EOJG3S510 | Long             | ABS-MBS          | CORP              | US        |    456064 | PA      | $231601.28    | 0.02%             | 2037-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92547.63     | 0.01%             | 2047-10-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431447 | PA      | $1317710.66   | 0.13%             | 2043-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                         | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54189.60     | 0.01%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    305000 | PA      | $242796.78    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                               | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206281.13    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD                               | Myers Park CLO Ltd                                                               | CUSIP: 62848FAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $890920.60    | 0.09%             | 2030-10-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    255000 | PA      | $200736.00    | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2300000 | PA      | $1440587.93   | 0.15%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1100000 | PA      | $794021.02    | 0.08%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6484470 | PA      | $309089.40    | 0.03%             | 2049-05-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515120 | PA      | $18822.79     | 0.00%             | 2047-10-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XXI Ltd                                                     | CUSIP: 64130DBN9<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $940908.70    | 0.10%             | 2034-04-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158449.53    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                   | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67577VAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $904014.30    | 0.09%             | 2036-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XI                   | Octagon Investment Partners XIV Ltd                                              | CUSIP: 67590ABX9<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4098729.15   | 0.42%             | 2029-07-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2018-TBR                                     | CUSIP: 17326MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $503647.45    | 0.05%             | 2036-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                              | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $114972.75    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QBP1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $464078.95    | 0.05%             | 2031-02-14      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                               | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53623.50     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102214.95    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $40221.74     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2019-2R                                           | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700234 | PA      | $5476123.91   | 0.56%             | 2023-05-27      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2019-3R                                           | CUSIP: 69349MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438490 | PA      | $421003.48    | 0.04%             | 2031-11-27      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $106741.03    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281971.18    | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $553340.56    | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5499701 | PA      | $4626572.57   | 0.47%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2021-5                                            | CUSIP: 69547EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1141452.00   | 0.12%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1200000 | PA      | $871267.20    | 0.09%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2300000 | PA      | $1491285.34   | 0.15%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $293118.07    | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $342027.95    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1300000 | PA      | $969427.86    | 0.10%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $744255.42    | 0.08%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $100833.10    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAR PETRO LLC / FIN CORP                         | Par Petroleum LLC / Par Petroleum Finance Corp                                   | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159173.03    | 0.02%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                   | Park Avenue Institutional Advisers CLO Ltd 2021-2                                | CUSIP: 70018QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $444497.50    | 0.05%             | 2034-07-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $169560.00    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                    | Parkland Corp/Alberta                                                            | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $281841.30    | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                              | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $264060.00    | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1203677.94   | 0.12%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2200000 | PA      | $1606984.26   | 0.16%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228000 | PA      | $1947261.08   | 0.20%             | 2033-09-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                    | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181816.88    | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                               | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102117.24    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                         | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $136671.95    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                             | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $158820.75    | 0.02%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                        | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2538000 | PA      | $1661225.06   | 0.17%             | 2042-02-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $272496.00    | 0.03%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    245000 | PA      | $191437.80    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156204.00    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                   | TBW Mortgage-Backed Trust Series 2006-3                                          | CUSIP: 87804AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13319253 | PA      | $775721.27    | 0.08%             | 2036-07-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                         | Telefonica Moviles Chile SA                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $410345.00    | 0.04%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                         | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $51829.92     | 0.01%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    605000 | PA      | $494130.39    | 0.05%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTERA HOLDINGS, LLC EQUITY                    | FRONTERA HOLDINGS, LLC EQUITY                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       138 | NS      | $2.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ADANI PORTS AND SPECIAL                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AO0809829<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $174919.70    | 0.02%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                              | CUSIP: BN7442955<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $162848.80    | 0.02%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                            | INTELSAT EMERGENCE SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3553 | NS      | $85272.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MC BRAZIL DWNSTRM                                | MC Brazil Downstream Trading SARL                                                | CUSIP: BQ5328001<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | BR        |   1400000 | PA      | $1157181.06   | 0.12%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                 | Movida Europe SA                                                                 | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $300437.33    | 0.03%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                 | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $379415.00    | 0.04%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CYXTERA DC HOLDINGS INC                          | Cyxtera DC Holdings Inc                                                          | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358210 | PA      | $307053.98    | 0.03%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                 | Air Methods Corp                                                                 | CUSIP: 00912YAL6<br>LEI: 54930081QGNZXVDOZF63 | Long             | LON              | CORP              | US        |    201000 | PA      | $113841.10    | 0.01%             | 2024-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    262907 | PA      | $233219.68    | 0.02%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     49167 | PA      | $43614.97     | 0.00%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     54030 | PA      | $47928.55     | 0.00%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                                 | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     60000 | PA      | $45042.90     | 0.00%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                         | Aventiv Technologies LLC                                                         | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    158661 | PA      | $119801.74    | 0.01%             | 2024-11-01      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    311900 | PA      | $296861.74    | 0.03%             | 2027-01-29      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                            | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    256242 | PA      | $231964.15    | 0.02%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                         | Traverse Midstream Partners LLC                                                  | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    193088 | PA      | $192967.66    | 0.02%             | 2024-09-27      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                          | Global Medical Response Inc                                                      | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    148456 | PA      | $106084.77    | 0.01%             | 2025-03-14      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    228729 | PA      | $223897.01    | 0.02%             | 2024-10-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    241084 | PA      | $235990.76    | 0.02%             | 2024-10-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| PROMETRIC HOLDINGS INC                           | Prometric Holdings Inc                                                           | CUSIP: 80358TAC0<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    475806 | PA      | $420496.04    | 0.04%             | 2025-01-29      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913YAC6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |    443946 | PA      | $48001.65     | 0.00%             | 2025-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CYANCO INTERMEDIATE CORP                         | Cyanco Intermediate Corp                                                         | CUSIP: 23243FAB1<br>LEI: 5493006OSO3M1UC12172 | Long             | LON              | CORP              | US        |    102638 | PA      | $98916.90     | 0.01%             | 2025-03-16      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                           | Artera Services LLC                                                              | CUSIP: 73937UAF5<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    208705 | PA      | $170841.92    | 0.02%             | 2025-03-06      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |    102951 | PA      | $98575.46     | 0.01%             | 2025-03-24      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | GB        |    185317 | PA      | $175473.22    | 0.02%             | 2025-02-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284NAQ2<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |    586574 | PA      | $579974.69    | 0.06%             | 2026-01-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                            | Filtration Group Corp                                                            | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    296917 | PA      | $294443.63    | 0.03%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                              | H-Food Holdings LLC                                                              | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    540333 | PA      | $482720.40    | 0.05%             | 2025-05-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL INTERGOVERNMENT                         | National Intergovernmental Purchasing Alliance Co                                | CUSIP: 63653YAB9<br>LEI: 549300SMECQREC3K2B56 | Long             | LON              | CORP              | US        |     58764 | PA      | $58103.10     | 0.01%             | 2025-05-23      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                          | Stars Group Holdings BV                                                          | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |     78665 | PA      | $77703.12     | 0.01%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                          | Stars Group Holdings BV                                                          | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |     82034 | PA      | $81031.60     | 0.01%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIA                         | Sound Inpatient Physicians Holdings LLC                                          | CUSIP: 46322EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    472016 | PA      | $386369.03    | 0.04%             | 2025-06-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     66934 | PA      | $56496.53     | 0.01%             | 2025-07-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     78066 | PA      | $65892.90     | 0.01%             | 2025-07-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    169455 | PA      | $143030.95    | 0.01%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                           | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    197638 | PA      | $166819.51    | 0.02%             | 2025-07-09      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    154180 | PA      | $139408.42    | 0.01%             | 2026-07-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                            | Polar US Borrower LLC                                                            | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    125269 | PA      | $101843.71    | 0.01%             | 2025-10-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                            | Polar US Borrower LLC                                                            | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    143977 | PA      | $117053.59    | 0.01%             | 2025-10-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TRAVEL LEADERS GROUP LLC                         | Travel Leaders Group LLC                                                         | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    163398 | PA      | $150224.35    | 0.02%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA                            | Messer Industries USA Inc                                                        | CUSIP: N/A<br>LEI: 529900HNC1EZT3TC1260       | Long             | LON              | CORP              | US        |    290786 | PA      | $288741.66    | 0.03%             | 2026-03-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GOODRX INC                                       | GoodRx Inc                                                                       | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |    280724 | PA      | $274056.77    | 0.03%             | 2025-10-10      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| GOODRX INC                                       | GoodRx Inc                                                                       | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |     80393 | PA      | $78483.85     | 0.01%             | 2025-10-10      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                    | NEP Group Inc                                                                    | CUSIP: 62908HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197943 | PA      | $171633.79    | 0.02%             | 2025-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    246936 | PA      | $246675.40    | 0.03%             | 2025-10-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                               | Agiliti Health Inc                                                               | CUSIP: 00847YAC6<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    374349 | PA      | $366393.96    | 0.04%             | 2026-01-04      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                               | Agiliti Health Inc                                                               | CUSIP: 00847YAC6<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |       975 | PA      | $954.16       | 0.00%             | 2026-01-04      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS                          | Outcomes Group Holdings Inc                                                      | CUSIP: 21652EAB2<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |     96250 | PA      | $93543.45     | 0.01%             | 2025-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                              | Hyland Software Inc                                                              | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    337478 | PA      | $333638.84    | 0.03%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                      | Natgasoline LLC                                                                  | CUSIP: 63232EAB3<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    516944 | PA      | $505312.51    | 0.05%             | 2025-11-14      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                             | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    308046 | PA      | $291142.23    | 0.03%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                 | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    238066 | PA      | $231965.72    | 0.02%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                              | Gray Television Inc                                                              | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    601856 | PA      | $587269.95    | 0.06%             | 2026-01-02      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                         | Edgewater Generation LLC                                                         | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    244476 | PA      | $232740.80    | 0.02%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ABE INVESTMENT HOLDINGS                          | Abe Investment Holdings Inc                                                      | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172968 | PA      | $172859.53    | 0.02%             | 2026-02-19      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| MINOTAUR ACQUISITION INC                         | Minotaur Acquisition Inc                                                         | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    574678 | PA      | $550972.39    | 0.06%             | 2026-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                          | Prairie ECI Acquiror LP                                                          | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |    150500 | PA      | $146695.55    | 0.01%             | 2026-03-11      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS                       | AMC Entertainment Holdings Inc                                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     82865 | PA      | $45308.19     | 0.00%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                     | Six Flags Theme Parks Inc                                                        | CUSIP: 83002CAJ6<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | LON              | CORP              | US        |    203575 | PA      | $198469.34    | 0.02%             | 2026-04-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    291262 | PA      | $270104.42    | 0.03%             | 2026-04-12      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115144 | PA      | $105140.83    | 0.01%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                     | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    517650 | PA      | $513542.45    | 0.05%             | 2026-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                      | Charter Communications Operating LLC                                             | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    258005 | PA      | $252329.01    | 0.03%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                               | Camelot Finance SA                                                               | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    130770 | PA      | $128890.06    | 0.01%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                               | Camelot Finance SA                                                               | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      9416 | PA      | $9281.11      | 0.00%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                               | Camelot Finance SA                                                               | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    158193 | PA      | $155918.88    | 0.02%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SURF HOLDINGS LLC                                | Surf Holdings LLC                                                                | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265798 | PA      | $258393.91    | 0.03%             | 2027-03-05      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                                           | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |    527961 | PA      | $328985.62    | 0.03%             | 2027-01-29      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    230542 | PA      | $226026.96    | 0.02%             | 2027-01-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    116066 | PA      | $113792.88    | 0.01%             | 2027-01-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     76765 | PA      | $75261.99     | 0.01%             | 2027-01-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                         | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     38647 | PA      | $37890.52     | 0.00%             | 2027-01-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERS                         | Ziggo Financing Partnership                                                      | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $229694.88    | 0.02%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                          | Pug LLC                                                                          | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209859 | PA      | $174707.75    | 0.02%             | 2027-02-13      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SMG US MIDCO 2 INC                               | SMG US Midco 2 Inc                                                               | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85262 | PA      | $83272.49     | 0.01%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SMG US MIDCO 2 INC                               | SMG US Midco 2 Inc                                                               | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220553 | PA      | $215407.29    | 0.02%             | 2025-01-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    187560 | PA      | $178349.22    | 0.02%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     35181 | PA      | $33453.28     | 0.00%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     91838 | PA      | $87327.92     | 0.01%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    281966 | PA      | $268294.49    | 0.03%             | 2027-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| LOGMEIN INC                                      | GoTo Group Inc                                                                   | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    142908 | PA      | $92604.64     | 0.01%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| LOGMEIN INC                                      | GoTo Group Inc                                                                   | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     40831 | PA      | $26458.46     | 0.00%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC                         | Reynolds Consumer Products LLC                                                   | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    123799 | PA      | $122996.39    | 0.01%             | 2027-02-04      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                         | iHeartCommunications Inc                                                         | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    135769 | PA      | $124865.70    | 0.01%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    261026 | PA      | $212610.80    | 0.02%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                         | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    142049 | PA      | $135768.03    | 0.01%             | 2026-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| STANDARD AERO LTD                                | Standard Aero Ltd                                                                | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |     76371 | PA      | $72993.59     | 0.01%             | 2026-04-08      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DEERFIELD DAKOTA HOLDING                         | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    435330 | PA      | $407647.80    | 0.04%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                             | Conservice Midco LLC                                                             | CUSIP: 20848PAB4<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |    137200 | PA      | $133455.81    | 0.01%             | 2027-05-13      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |    337238 | PA      | $335129.77    | 0.03%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                         | Caesars Resort Collection LLC                                                    | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    439944 | PA      | $439418.61    | 0.04%             | 2025-07-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |     83088 | PA      | $79897.36     | 0.01%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                         | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $139100.63    | 0.01%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                             | Foresight Energy LLC                                                             | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |    107719 | PA      | $107718.88    | 0.01%             | 2027-06-30      | Floating      | 12.73%                | No            |                  3 | On Loan: No      |
| GAINWELL ACQUISITION COR                         | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689733 | PA      | $649210.73    | 0.07%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                         | Virgin Media Bristol LLC                                                         | CUSIP: 99AAG2081<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $138985.00    | 0.01%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                            | Cablevision Lightpath LLC                                                        | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    127400 | PA      | $122225.01    | 0.01%             | 2027-12-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                  | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |    145000 | PA      | $148072.55    | 0.02%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                          | Global Medical Response Inc                                                      | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    210049 | PA      | $148479.53    | 0.02%             | 2025-10-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS                           | Packaging Coordinators Midco Inc                                                 | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    688148 | PA      | $654356.53    | 0.07%             | 2027-11-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                       | Camelot US Acquisition LLC                                                       | CUSIP: L2000AAD2<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     65784 | PA      | $64879.83     | 0.01%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    182719 | PA      | $183362.98    | 0.02%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |     31352 | PA      | $31462.62     | 0.00%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                         | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    763243 | PA      | $733030.11    | 0.07%             | 2027-10-05      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                         | Alliance Laundry Systems LLC                                                     | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    259463 | PA      | $254727.87    | 0.03%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                  | Delta Topco Inc                                                                  | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $59718.75     | 0.01%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    307483 | PA      | $295889.14    | 0.03%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    144011 | PA      | $138580.94    | 0.01%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                              | CNT Holdings I Corp                                                              | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    693496 | PA      | $672999.31    | 0.07%             | 2027-11-08      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                                   | PAI Holdco Inc                                                                   | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    264649 | PA      | $234712.26    | 0.02%             | 2027-10-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                              | LBM Acquisition LLC                                                              | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    198878 | PA      | $173304.07    | 0.02%             | 2027-12-18      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                               | Endurance International Group Holdings Inc                                       | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    203310 | PA      | $183487.21    | 0.02%             | 2028-02-10      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOG                         | PointClickCare Technologies Inc                                                  | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |     93575 | PA      | $91235.63     | 0.01%             | 2027-12-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: N/A<br>LEI: 5493000D6NN0V57UME20       | Long             | LON              | CORP              | US        |    168292 | PA      | $165556.93    | 0.02%             | 2027-12-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    145758 | PA      | $130302.02    | 0.01%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                                | Grab Holdings Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SG        |    384594 | PA      | $380748.41    | 0.04%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                          | Park River Holdings Inc                                                          | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201923 | PA      | $177440.14    | 0.02%             | 2027-12-28      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                          | PetVet Care Centers LLC                                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    291625 | PA      | $274973.19    | 0.03%             | 2025-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                          | Sotera Health Holdings LLC                                                       | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    710000 | PA      | $658525.00    | 0.07%             | 2026-12-13      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS                          | Brookfield WEC Holdings Inc                                                      | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    694398 | PA      | $685683.78    | 0.07%             | 2025-08-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                 | AlixPartners LLP                                                                 | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    704275 | PA      | $699559.88    | 0.07%             | 2028-02-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346495 | PA      | $346711.16    | 0.04%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70813 | PA      | $70857.25     | 0.01%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50153 | PA      | $50183.92     | 0.01%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                               | Connect Finco SARL                                                               | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     87750 | PA      | $86918.13     | 0.01%             | 2026-12-12      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                 | UFC Holdings LLC                                                                 | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    355239 | PA      | $351242.35    | 0.04%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS                         | First Advantage Holdings LLC                                                     | CUSIP: 78477MAF8<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    187311 | PA      | $184266.85    | 0.02%             | 2027-01-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                         | Kronos Acquisition Holdings Inc                                                  | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327001 | PA      | $311950.47    | 0.03%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                         | TricorBraun Holdings Inc                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    545984 | PA      | $522238.99    | 0.05%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                | Hillman Group Inc/The                                                            | CUSIP: 43162TAR1<br>LEI: BDPO7HREUXNPHVMSIT54 | Long             | LON              | CORP              | US        |    233326 | PA      | $226952.02    | 0.02%             | 2028-07-14      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                         | Graham Packaging Co Inc                                                          | CUSIP: 38469EAD5<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    459244 | PA      | $452100.21    | 0.05%             | 2027-08-04      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                  | Dcert Buyer Inc                                                                  | CUSIP: N/A<br>LEI: 549300EF826JEEUCHZ67       | Long             | LON              | CORP              | US        |     95000 | PA      | $87115.00     | 0.01%             | 2029-02-16      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA                         | Horizon Therapeutics USA Inc                                                     | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    182225 | PA      | $182274.20    | 0.02%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                | Clarios Global LP                                                                | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    753360 | PA      | $740805.12    | 0.08%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                  | Spin Holdco Inc                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    284050 | PA      | $241016.43    | 0.02%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                            | Phoenix Guarantor Inc                                                            | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    699350 | PA      | $659770.29    | 0.07%             | 2026-03-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PACKERS HOLDINGS LLC                             | Packers Holdings LLC                                                             | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |    476594 | PA      | $419404.88    | 0.04%             | 2028-03-09      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| LESLIE'S POOLMART                                | Leslie's Poolmart Inc                                                            | CUSIP: 52706YAJ2<br>LEI: 549300MZRH1GJYUMRM83 | Long             | LON              | CORP              | US        |    689500 | PA      | $676620.14    | 0.07%             | 2028-03-09      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                   | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |     71778 | PA      | $67426.14     | 0.01%             | 2026-03-12      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS                         | Helios Software Holdings Inc                                                     | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    368714 | PA      | $362647.10    | 0.04%             | 2028-03-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                              | Hyland Software Inc                                                              | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128959 | PA      | $122639.55    | 0.01%             | 2025-07-10      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                    | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    229407 | PA      | $192200.41    | 0.02%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                             | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    135566 | PA      | $117528.54    | 0.01%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                     | Organon & Co                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    414221 | PA      | $411226.02    | 0.04%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                             | Redstone Holdco 2 LP                                                             | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136477 | PA      | $95143.71     | 0.01%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                            | Hightower Holding LLC                                                            | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247500 | PA      | $227905.43    | 0.02%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                              | Allspring Buyer LLC                                                              | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185359 | PA      | $183180.89    | 0.02%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| RENTPATH STUB T/L (CURRENT FACE)                 | RENTPATH STUB T/L (CURRENT FACE)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25601 | PA      | $384.01       | 0.00%             | 2022-12-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                             | SRS Distribution Inc                                                             | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    584453 | PA      | $560189.81    | 0.06%             | 2028-06-04      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    467200 | PA      | $427488.00    | 0.04%             | 2028-06-04      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS                            | Echo Global Logistics Inc                                                        | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |    278600 | PA      | $262580.50    | 0.03%             | 2028-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                            | Astra Acquisition Corp                                                           | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234126 | PA      | $207787.10    | 0.02%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                                        | Sophia LP                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    412682 | PA      | $399271.41    | 0.04%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                              | Ivanti Software Inc                                                              | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    117107 | PA      | $93258.45     | 0.01%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                               | Radiate Holdco LLC                                                               | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    663758 | PA      | $542244.04    | 0.06%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                         | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    515452 | PA      | $431726.82    | 0.04%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                         | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    285417 | PA      | $272058.51    | 0.03%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                     | Acrisure LLC                                                                     | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    188575 | PA      | $182996.01    | 0.02%             | 2027-02-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| CINCINNATI BELL INC                              | Cincinnati Bell Inc                                                              | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     93827 | PA      | $92326.08     | 0.01%             | 2028-11-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                         | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293525 | PA      | $249741.34    | 0.03%             | 2028-12-17      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    299019 | PA      | $283465.75    | 0.03%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    289624 | PA      | $274559.61    | 0.03%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                              | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    103216 | PA      | $89324.79     | 0.01%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     95000 | PA      | $87661.25     | 0.01%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                         | Great Outdoors Group LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    324250 | PA      | $312293.05    | 0.03%             | 2028-03-05      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                          | OneDigital Borrower LLC                                                          | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    578228 | PA      | $547871.49    | 0.06%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                                           | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    190000 | PA      | $114000.00    | 0.01%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                            | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |    454036 | PA      | $439280.09    | 0.04%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOL                         | Pediatric Associates Holding Co LLC                                              | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298107 | PA      | $283823.43    | 0.03%             | 2028-12-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                            | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     94288 | PA      | $93006.13     | 0.01%             | 2029-01-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                         | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    333325 | PA      | $317577.06    | 0.03%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MARAVAI INTERMEDIATE HOL                         | Maravai Intermediate Holdings LLC                                                | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |     58491 | PA      | $57504.30     | 0.01%             | 2027-10-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                              | AssuredPartners Inc                                                              | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    144275 | PA      | $140451.71    | 0.01%             | 2027-02-13      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                 | IRB Holding Corp                                                                 | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    186675 | PA      | $181448.10    | 0.02%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                            | Tempo Acquisition LLC                                                            | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    208425 | PA      | $208112.36    | 0.02%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                      | McAfee Corp                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    399000 | PA      | $372494.43    | 0.04%             | 2029-03-01      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                         | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     54725 | PA      | $53356.88     | 0.01%             | 2026-06-11      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     74812 | PA      | $74101.78     | 0.01%             | 2029-06-24      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                         | Envision Healthcare Corp                                                         | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     83183 | PA      | $29113.95     | 0.00%             | 2027-03-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                         | Envision Healthcare Corp                                                         | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    203680 | PA      | $54314.20     | 0.01%             | 2027-03-31      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNA                         | Phoenix Services International LLC                                               | CUSIP: 71913LAB6<br>LEI: 5493009O25GX6RO6AZ98 | Long             | LON              | CORP              | US        |     25610 | PA      | $24713.78     | 0.00%             | 2023-03-29      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    130000 | PA      | $129147.20    | 0.01%             | 2027-11-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Henry Chase

**Name of Signer:** DoubleLine Funds Trust

**Title:** Treasurer