# EDGAR Filing Document

**Accession Number:** 0001525201
**File Stem:** 0001193125-26-245114
**Filing Date:** 2026-5
**Character Count:** 245766
**Document Hash:** 788293d532ad78863b90f88dd94404fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245114.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245114

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Opportunistic Credit Fund
- **CENTRAL INDEX KEY:** 0001525201

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22592
- **FILM NUMBER:** 261035053

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

**MAIL ADDRESS:**
- **STREET 1:** C/O DOUBLELINE CAPITAL LP
- **STREET 2:** 2002 N. TAMPA ST., SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DoubleLine Strategic Income Fund
- **DATE OF NAME CHANGE:** 20110708

## 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 Opportunistic Credit Fund

- **b. Investment Company Act file number:** 811-22592

- **c. CIK number of Registrant:** 0001525201

- **d. LEI of Registrant:** 5493003RT2VL4QLFXN55

- **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 Opportunistic Credit Fund

- **c. LEI of Series:** 5493003RT2VL4QLFXN55

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $322529515.00

**Total Liabilities:** $30838440.87

**Net Assets:** $291691074.13

**Delayed Delivery Securities:** $480350.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 104.000000000000 | **1-Year:** 6683.000000000000 | **5-Year:** 32751.000000000000 | **10-Year:** 18913.000000000000 | **30-Year:** 3279.000000000000

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

- **3-Month:** 180.000000000000 | **1-Year:** 10147.000000000000 | **5-Year:** 30519.000000000000 | **10-Year:** 11380.000000000000 | **30-Year:** 2913.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.01%                | -0.59%               | -1.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37968.26               | $-836729.44                                |
| Month 2  | $18754.22                | $1237810.55                                |
| Month 3  | $-1128599.07             | $-3904117.43                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1548000 | PA      | $1509930.81   | 0.52%             | 2060-11-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397EBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282720 | PA      | $30288.64     | 0.01%             | 2036-12-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1281760 | PA      | $141035.82    | 0.05%             | 2037-05-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6419696 | PA      | $814229.32    | 0.28%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5620425 | PA      | $176473.49    | 0.06%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6285981 | PA      | $1131206.83   | 0.39%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV3                                                                   | CUSIP: 26847NAF8<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $541976.60    | 0.19%             | 2070-07-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2489118.50   | 0.85%             | 2070-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6WN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769585 | PA      | $58869.13     | 0.02%             | 2042-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $245502.00    | 0.08%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506235.00   | 0.86%             | 2038-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21383.80     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $944106.90    | 0.32%             | 2050-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51294.74     | 0.02%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | GB        |    790000 | PA      | $694919.55    | 0.24%             | 2029-11-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    985000 | PA      | $892350.90    | 0.31%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      2534 | PA      | $1140.43      | 0.00%             | 2030-06-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $619591.61    | 0.21%             | 2058-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998525.50    | 0.34%             | 2030-10-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1254650.00   | 0.43%             | 2043-08-19      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $622516.02    | 0.21%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35888.62     | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46677.56     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17310CAD4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    243508 | PA      | $166652.73    | 0.06%             | 2035-10-25      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CDK Global II LLC                               | CDK Global II LLC, Senior Secured First Lien Term Loan                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198242 | PA      | $142008.77    | 0.05%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $925291.41    | 0.32%             | 2030-01-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20765.76     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                        | Azul Secured Finance LLP                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $183125.00    | 0.06%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2022-5 Ltd                                               | CUSIP: 05685JBC2<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3852830.40   | 1.32%             | 2037-01-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144725.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398000 | PA      | $999568.18    | 0.34%             | 2051-07-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603719 | PA      | $606314.72    | 0.21%             | 2042-08-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $608136.82    | 0.21%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55263.73     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506088.10    | 0.17%             | 2049-02-25      | Fixed         | 7.00%                 | 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        |     95000 | PA      | $92946.42     | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53623.67     | 0.02%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2733000 | PA      | $2689203.68   | 0.92%             | 2070-11-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $433594.10    | 0.15%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $156265.50    | 0.05%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    526742 | PA      | $465016.07    | 0.16%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    933098 | PA      | $876697.13    | 0.30%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    170000 | PA      | $168406.25    | 0.06%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     71125 | PA      | $69820.55     | 0.02%             | 2031-03-24      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000937.00   | 0.34%             | 2041-05-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649453.55    | 0.22%             | 2035-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917455 | PA      | $915849.17    | 0.31%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991496.00    | 0.34%             | 2038-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13368000 | PA      | $1143453.27   | 0.39%             | 2058-10-15      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2026-C14 Mortgage Trust                                                      | CUSIP: 096942AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $269826.45    | 0.09%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1498119.15   | 0.51%             | 2041-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445580.15    | 0.15%             | 2066-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11395572 | PA      | $265791.46    | 0.09%             | 2051-12-20      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2006-S1                                         | CUSIP: 46627MEW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56943 | PA      | $46954.15     | 0.02%             | 2021-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1036544.91   | 0.36%             | 2032-05-05      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33124.64     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19801.15     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998834.00    | 0.34%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    140000 | PA      | $86975.00     | 0.03%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                  | Lendingpoint 2022-B Asset Securitization Trust                                   | CUSIP: 52606WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46265 | PA      | $46253.34     | 0.02%             | 2029-10-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003288.00   | 0.34%             | 2041-08-18      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51563.70     | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93817.08     | 0.03%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $889178.80    | 0.30%             | 2065-10-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95917.53     | 0.03%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    550000 | PA      | $291417.50    | 0.10%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319741 | PA      | $255141.82    | 0.09%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1200006.00   | 0.41%             | 2038-04-18      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1855031.60   | 0.64%             | 2034-04-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1014 | NS      | $243.36       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    114443 | PA      | $105827.59    | 0.04%             | 2028-08-07      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255450 | PA      | $201166.88    | 0.07%             | 2029-03-29      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       808 | PA      | $0.00         | 0.00%             | 2028-04-28      | Floating      | 15.25%                | No            |                  3 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    783038 | PA      | $771291.94    | 0.26%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    937650 | PA      | $938296.98    | 0.32%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    700000 | PA      | $696500.00    | 0.24%             | 2033-03-24      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    665000 | PA      | $641725.00    | 0.22%             | 2033-03-30      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AJE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1082157 | PA      | $95685.08     | 0.03%             | 2041-11-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295421 | PA      | $16061.29     | 0.01%             | 2036-03-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FD81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2598091 | PA      | $255557.86    | 0.09%             | 2036-08-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69857 | PA      | $6208.39      | 0.00%             | 2039-11-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1399979 | PA      | $14.00        | 0.00%             | 2049-01-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-85CB                                                 | CUSIP: 12668BEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498823 | PA      | $380582.76    | 0.13%             | 2036-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $772759.80    | 0.26%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1733248.80   | 0.59%             | 2031-08-15      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV2                                                                   | CUSIP: 281914AE1<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101081.45    | 0.03%             | 2070-05-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM2                                                                   | CUSIP: 281917AJ3<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493028.65    | 0.17%             | 2070-06-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                          | Eldorado Intl. Finance GmbH                                                      | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $201662.00    | 0.07%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4188050 | PA      | $630272.25    | 0.22%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73462168 | PA      | $448604.08    | 0.15%             | 2051-03-10      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383MQQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12866936 | PA      | $252677.02    | 0.09%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383TKA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3457558 | PA      | $501976.62    | 0.17%             | 2051-06-20      | Fixed         | 2.50%                 | 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        |    109000 | PA      | $109195.98    | 0.04%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                  | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600515.40    | 0.21%             | 2041-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102239.70    | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    404744 | PA      | $397510.83    | 0.14%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    843512 | PA      | $846962.24    | 0.29%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   1375000 | PA      | $1365031.25   | 0.47%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1005000 | PA      | $984900.00    | 0.34%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                           | Indika Energy Tbk PT                                                             | CUSIP: ZB6837841<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |    250000 | PA      | $247211.76    | 0.08%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27155.25     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1110000 | PA      | $1108437.12   | 0.38%             | 2043-01-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                  | BCAP LLC 2010-RR6 Trust                                                          | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458858 | PA      | $200187.65    | 0.07%             | 2037-07-26      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002174.00   | 0.34%             | 2039-09-19      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR20                                                                 | CUSIP: 06650JBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707000 | PA      | $604948.01    | 0.21%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      5000 | PA      | $0.01         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1887132.60   | 0.65%             | 2051-08-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214780 | PA      | $202683.00    | 0.07%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $964208.60    | 0.33%             | 2030-07-15      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1460283.45   | 0.50%             | 2032-01-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   1659000 | PA      | $1640182.79   | 0.56%             | 2070-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947520 | PA      | $917900.69    | 0.31%             | 2029-10-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1199000 | PA      | $1207522.49   | 0.41%             | 2036-11-16      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A3KT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803216 | PA      | $569293.32    | 0.20%             | 2042-01-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AFV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386415 | PA      | $975090.02    | 0.33%             | 2043-08-25      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86583 | PA      | $6995.54      | 0.00%             | 2039-07-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VDR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053689 | PA      | $88113.82     | 0.03%             | 2037-04-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397GRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1763022 | PA      | $197548.41    | 0.07%             | 2037-04-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397GXT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284102 | PA      | $23091.47     | 0.01%             | 2036-11-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PJE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68181 | PA      | $4759.58      | 0.00%             | 2037-11-15      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397T3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1175949 | PA      | $84293.19     | 0.03%             | 2038-04-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76955 | PA      | $2439.09      | 0.00%             | 2040-02-25      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349691 | PA      | $15230.66     | 0.01%             | 2040-03-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148689 | PA      | $10124.97     | 0.00%             | 2050-03-25      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                               | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20031372 | PA      | $3600085.65   | 1.23%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3055520.40   | 1.05%             | 2041-09-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3603774.60   | 1.24%             | 2050-03-25      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                            | Frontera Energy Corp                                                             | CUSIP: 35905BAC1<br>LEI: A25574TZFLBNK7NWQT47 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $195967.38    | 0.07%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996914.00    | 0.34%             | 2036-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    235000 | PA      | $238710.65    | 0.08%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140AAN8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004213.70   | 0.34%             | 2039-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639356 | PA      | $58329.95     | 0.02%             | 2041-06-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BE38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342408 | PA      | $136355.48    | 0.05%             | 2039-12-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     67000 | PA      | $71237.45     | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $882411.20    | 0.30%             | 2043-01-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16358000 | PA      | $163.58       | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879000 | PA      | $872364.69    | 0.30%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S2 Trust                                                       | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339097 | PA      | $260926.59    | 0.09%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117972 | PA      | $175758.54    | 0.06%             | 2037-04-25      | Floating      | 23.97%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAG8<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996352.20    | 0.34%             | 2065-11-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23139.73     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10855968 | PA      | $108.56       | 0.00%             | 2048-05-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998113.90    | 0.34%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $646568.00    | 0.22%             | 2042-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $619391.04    | 0.21%             | 2042-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    606396 | PA      | $135.83       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297000 | PA      | $52.97        | 0.00%             | 2048-10-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: 697660AG3<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $40256.00     | 0.01%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44017.67     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     51684 | PA      | $1550.52      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30576.02     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31449.31     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573443 | PA      | $747268.56    | 0.26%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75903.38     | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493757.85    | 0.17%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54946.39     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1P25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419551 | PA      | $43407.21     | 0.01%             | 2039-09-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2953000 | PA      | $317718.89    | 0.11%             | 2046-09-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45666 | PA      | $3749.57      | 0.00%             | 2036-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P3F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91429 | PA      | $7763.48      | 0.00%             | 2037-03-25      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80830 | PA      | $4673.83      | 0.00%             | 2037-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353027 | PA      | $29929.98     | 0.01%             | 2037-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128018 | PA      | $9203.57      | 0.00%             | 2037-07-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867038 | PA      | $77199.92     | 0.03%             | 2038-05-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    885782 | PA      | $888642.59    | 0.30%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     85915 | PA      | $86192.94     | 0.03%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    133312 | PA      | $64923.19     | 0.02%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $219080.19    | 0.08%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture XXX CLO Ltd                                                              | CUSIP: 92331NAG1<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502187.25    | 0.17%             | 2031-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $619202.94    | 0.21%             | 2070-08-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HBM3<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940597.00    | 0.32%             | 2049-10-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1400552 | PA      | $1362624.57   | 0.47%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                              | Groupe Solmax Inc., Senior Secured First Lien Term Loan                          | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84721 | PA      | $69047.23     | 0.02%             | 2028-05-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    105981 | PA      | $105460.94    | 0.04%             | 2029-01-22      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    637000 | PA      | $610723.75    | 0.21%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    646357 | PA      | $638077.15    | 0.22%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    870111 | PA      | $704063.46    | 0.24%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                  | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    970000 | PA      | $920151.70    | 0.32%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ATLAS OPCO LLC                                  | Atlas OpCo LLC                                                                   | CUSIP: 04943UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30107 | PA      | $25365.42     | 0.01%             | 2030-10-24      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    359836 | PA      | $360600.45    | 0.12%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $155591.62    | 0.05%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21958000 | PA      | $219.58       | 0.00%             | 2047-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-85CB                                                 | CUSIP: 12668BEL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105344 | PA      | $83024.63     | 0.03%             | 2036-02-25      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45021.38     | 0.02%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56189.06     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48638.96     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695146 | PA      | $626813.24    | 0.21%             | 2028-11-25      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370000 | PA      | $1374222.34   | 0.47%             | 2044-01-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GALT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3557449 | PA      | $295009.25    | 0.10%             | 2040-10-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                    | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583000 | PA      | $547249.62    | 0.19%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2492347.20   | 0.85%             | 2033-08-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $578842.99    | 0.20%             | 2065-10-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAE8<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497735.50    | 0.17%             | 2065-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207881 | PA      | $208032.03    | 0.07%             | 2038-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                    | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12624534 | PA      | $121804.03    | 0.04%             | 2050-11-13      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1411129.95   | 0.48%             | 2031-07-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    120960 | PA      | $118742.34    | 0.04%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAF5<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1800699.14   | 0.62%             | 2065-07-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89777.94     | 0.03%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376JKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275593 | PA      | $24976.64     | 0.01%             | 2039-11-16      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377VE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296824 | PA      | $22753.53     | 0.01%             | 2041-05-20      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378D3K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325234 | PA      | $64388.51     | 0.02%             | 2039-12-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378VYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3411097 | PA      | $3073853.59   | 1.05%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379AL24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1923959 | PA      | $207922.04    | 0.07%             | 2044-03-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3053840 | PA      | $256102.99    | 0.09%             | 2044-04-16      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379QG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2076849 | PA      | $213340.53    | 0.07%             | 2045-10-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8349215 | PA      | $1199399.82   | 0.41%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382L4G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3865001 | PA      | $539088.77    | 0.18%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6505234 | PA      | $982085.34    | 0.34%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6040612 | PA      | $853804.90    | 0.29%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382NRG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8819064 | PA      | $995692.61    | 0.34%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20841491 | PA      | $26472.86     | 0.01%             | 2048-05-10      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                       | Prosus NV                                                                        | CUSIP: BM8532509<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $258289.47    | 0.09%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382P2Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7446841 | PA      | $21478.92     | 0.01%             | 2051-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382QJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11288921 | PA      | $42560.36     | 0.01%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UEZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7013443 | PA      | $1235532.96   | 0.42%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5981852 | PA      | $163838.14    | 0.06%             | 2051-09-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7921661 | PA      | $969273.04    | 0.33%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15001408 | PA      | $2572340.97   | 0.88%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AH6<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $320502.68    | 0.11%             | 2066-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                  | HPS Loan Management 11-2017 Ltd                                                  | CUSIP: 40436WAA7<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $761071.70    | 0.26%             | 2030-05-06      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                  | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752664 | PA      | $730309.86    | 0.25%             | 2035-11-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8212634 | PA      | $28596.39     | 0.01%             | 2046-08-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                  | Natixis Commercial Mortgage Securities Trust 2019-10K                            | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $343117.13    | 0.12%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251403.75    | 0.09%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $802549.60    | 0.28%             | 2043-08-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                        | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.98     | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                      | Upstart Pass-Through Trust Series 2020-ST5                                       | CUSIP: 91679XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $36233.00     | 0.01%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AF1<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1241000 | PA      | $1240289.03   | 0.43%             | 2070-05-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41553.56     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268000 | PA      | $1098717.05   | 0.38%             | 2058-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    675000 | PA      | $661500.00    | 0.23%             | 2032-07-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9714325 | PA      | $1557179.14   | 0.53%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30025260 | PA      | $4271579.70   | 1.46%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45379.62     | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $102375.00    | 0.04%             | 2048-02-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                           | LMNT CRE 2025-FL3 LLC                                                            | CUSIP: 50208TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210000 | PA      | $1227380.44   | 0.42%             | 2043-07-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26150.90     | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20950.93     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Octagon 73 Ltd                                  | Octagon 73 Ltd                                                                   | CUSIP: 67579HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $497421.55    | 0.17%             | 2038-10-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001435.50   | 0.34%             | 2030-07-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                  | Octagon Investment Partners 30 Ltd                                               | CUSIP: 675921AC4<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $3461.80      | 0.00%             | 2030-03-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995530 | PA      | $997723.03    | 0.34%             | 2039-09-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL7 LLC                                                               | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $702813.93    | 0.24%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50756.00     | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CEF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548258 | PA      | $453808.19    | 0.16%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43376.18     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860501 | PA      | $992110.18    | 0.34%             | 2036-10-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |    300000 | PA      | $284520.00    | 0.10%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                           | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |    200000 | PA      | $199257.04    | 0.07%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                              | Groupe Solmax Inc., Senior Secured First Lien Term Loan                          | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58981 | PA      | $48069.65     | 0.02%             | 2028-05-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc.                              | Groupe Solmax Inc., Senior Secured First Lien Term Loan                          | CUSIP: C4127PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58834 | PA      | $47949.47     | 0.02%             | 2028-05-30      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    696736 | PA      | $562269.75    | 0.19%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                            | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1242894 | PA      | $1208714.58   | 0.41%             | 2031-10-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34093.96     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | AO        |    200000 | PA      | $201907.29    | 0.07%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $777898.97    | 0.27%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $438733.75    | 0.15%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $56943.80     | 0.02%             | 2036-03-15      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11128429 | PA      | $93399.79     | 0.03%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459643 | PA      | $460946.94    | 0.16%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $411025.00    | 0.14%             | 2043-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    107038 | PA      | $105217.95    | 0.04%             | 2048-11-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    581262 | PA      | $390172.34    | 0.13%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   1666514 | PA      | $1652707.08   | 0.57%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    500000 | PA      | $497625.00    | 0.17%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      5156 | PA      | $5071.97      | 0.00%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    733250 | PA      | $666171.95    | 0.23%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1067772 | PA      | $1061878.26   | 0.36%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380CC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151410 | PA      | $96679.79     | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | 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        |   1700000 | PA      | $1670592.72   | 0.57%             | 2031-01-30      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1257933.65   | 0.43%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S1                                      | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276365 | PA      | $485942.38    | 0.17%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1342661 | PA      | $538646.96    | 0.18%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 92559QAE4<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    124286 | PA      | $25105.87     | 0.01%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                         | OEP Glass Purchaser LLC                                                          | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525000 | PA      | $517618.50    | 0.18%             | 2033-03-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1367338.95   | 0.47%             | 2031-01-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $176260.04    | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: DA2785750<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    160000 | PA      | $161024.00    | 0.06%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $281040.00    | 0.10%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     44227 | PA      | $2653.62      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $379648.00    | 0.13%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    186667 | PA      | $187133.33    | 0.06%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1037311 | PA      | $99924.63     | 0.03%             | 2042-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AEQ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    994667 | PA      | $1032761.80   | 0.35%             | 2041-08-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15890 | PA      | $991.34       | 0.00%             | 2035-08-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JYF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25600 | PA      | $2349.57      | 0.00%             | 2037-07-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397MKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430438 | PA      | $32813.24     | 0.01%             | 2038-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71258 | PA      | $4764.88      | 0.00%             | 2038-03-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    222252 | PA      | $6667.56      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271016 | PA      | $21571.85     | 0.01%             | 2049-11-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60726 | PA      | $4872.94      | 0.00%             | 2040-01-25      | Floating      | 2.47%                 | 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        |    115000 | PA      | $107504.00    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3086127.60   | 1.06%             | 2041-10-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9331223 | PA      | $543068.77    | 0.19%             | 2071-02-01      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384GR85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6631687 | PA      | $1077277.04   | 0.37%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65056.32     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                              | Grupo Televisa SAB                                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $154038.84    | 0.05%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $588365.12    | 0.20%             | 2066-02-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                               | JP Morgan Resecuritization Trust Series 2011-1                                   | CUSIP: 46635NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811082 | PA      | $672993.62    | 0.23%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                        | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092500 | PA      | $1087528.80   | 0.37%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1193142.00   | 0.41%             | 2031-01-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-10                                                    | CUSIP: 52522QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132544 | PA      | $129523.56    | 0.04%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107360.42    | 0.04%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991454.00    | 0.34%             | 2036-10-16      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XIV Ltd                                                     | CUSIP: 55818TAG7<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $819355.46    | 0.28%             | 2030-10-22      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite Xxxiii Ltd                                                             | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $491538.20    | 0.17%             | 2037-10-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                     | Geopark Ltd                                                                      | CUSIP: YR0463541<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $197180.76    | 0.07%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    108254 | PA      | $88227.02     | 0.03%             | 2028-07-24      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    166500 | PA      | $164002.50    | 0.06%             | 2028-07-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    945633 | PA      | $829201.90    | 0.28%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    479041 | PA      | $457484.57    | 0.16%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    180000 | PA      | $172912.50    | 0.06%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     69127 | PA      | $69163.74     | 0.02%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    401329 | PA      | $389590.09    | 0.13%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    681831 | PA      | $688222.93    | 0.24%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    666650 | PA      | $645167.20    | 0.22%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    154889 | PA      | $125330.67    | 0.04%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1134400 | PA      | $1138302.28   | 0.39%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    626947 | PA      | $625379.91    | 0.21%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC NPV                        | JACOBS SOLUTIONS INC NPV                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       119 | NS      | $44.63        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $407418.54    | 0.14%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $275379.73    | 0.09%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                  | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002337.00   | 0.34%             | 2037-01-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 Ltd                                                              | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002466.00   | 0.34%             | 2041-08-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1064000 | PA      | $1063409.48   | 0.36%             | 2037-08-19      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $852971.23    | 0.29%             | 2058-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $602119.20    | 0.21%             | 2043-01-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $202900.00    | 0.07%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2025-BNK51                                                                  | CUSIP: 06541HAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540000 | PA      | $406582.88    | 0.14%             | 2067-12-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507757.45    | 0.17%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    450000 | PA      | $325980.00    | 0.11%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1288300 | PA      | $1.29         | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001692.10   | 0.34%             | 2030-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1948208.85   | 0.67%             | 2034-04-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $184262.63    | 0.06%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118415 | PA      | $8266.59      | 0.00%             | 2042-04-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2626362 | PA      | $475043.67    | 0.16%             | 2060-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $247520.00    | 0.08%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $198350.00    | 0.07%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1127463.42   | 0.39%             | 2042-08-19      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0RN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8123427 | PA      | $4193.31      | 0.00%             | 2051-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A3MT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1218387 | PA      | $112872.99    | 0.04%             | 2040-11-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398SKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2063618 | PA      | $241854.43    | 0.08%             | 2040-12-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| First American Treasury Obliga                  | First American Treasury Obligations Fund                                         | CUSIP: 31846V328<br>LEI: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |   7502613 | NS      | $7502613.44   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2396896.75   | 0.82%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51091.15     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1102033.90   | 0.38%             | 2039-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78037.15     | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-3                                                | CUSIP: 92490HAN6<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $794658.72    | 0.27%             | 2071-03-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-10                                               | CUSIP: 92541FAG4<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   1411000 | PA      | $1396737.47   | 0.48%             | 2070-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $166187.68    | 0.06%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397FRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144174 | PA      | $10911.28     | 0.00%             | 2037-03-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149628 | PA      | $8655.38      | 0.00%             | 2037-06-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JZU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    923373 | PA      | $89469.55     | 0.03%             | 2037-07-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378C3H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4478786 | PA      | $572248.62    | 0.20%             | 2042-02-20      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BCR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3329357 | PA      | $318000.20    | 0.11%             | 2044-04-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380WPV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19029761 | PA      | $448516.23    | 0.15%             | 2048-04-20      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22094156 | PA      | $3222940.79   | 1.10%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31258037 | PA      | $131515.06    | 0.05%             | 2051-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12225286 | PA      | $115319.90    | 0.04%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50201.83     | 0.02%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $205467.48    | 0.07%             | 2050-06-30      | Fixed         | 4.00%                 | 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        |   2500000 | PA      | $2141417.25   | 0.73%             | 2031-01-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996709.00    | 0.34%             | 2038-04-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    100000 | PA      | $102114.02    | 0.04%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    197340 | PA      | $208888.05    | 0.07%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1276800 | PA      | $1260156.91   | 0.43%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JAC0<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |  20099681 | PA      | $48639.22     | 0.02%             | 2048-05-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1569000 | PA      | $1320430.86   | 0.45%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    527390 | PA      | $526401.58    | 0.18%             | 2029-06-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    763897 | PA      | $744253.87    | 0.26%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    865000 | PA      | $827753.10    | 0.28%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    172375 | PA      | $157103.44    | 0.05%             | 2029-09-10      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                         | Allegany Park CLO Ltd                                                            | CUSIP: 01714PAL3<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $855571.80    | 0.29%             | 2035-01-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $300250.00    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $115950.00    | 0.04%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382J3G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13441691 | PA      | $2353594.45   | 0.81%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4200511 | PA      | $70317.39     | 0.02%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JZ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4799922 | PA      | $917231.45    | 0.31%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8475563 | PA      | $1245521.34   | 0.43%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-2                                                | CUSIP: 92490GAQ1<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1248744.77   | 0.43%             | 2071-02-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    340386 | PA      | $334836.01    | 0.11%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257971.25    | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $90304.77     | 0.03%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES                    | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3953 | NS      | $66822.95     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    460000 | PA      | $445625.00    | 0.15%             | 2033-05-31      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1233783.88   | 0.42%             | 2039-11-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M3B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8266294 | PA      | $1303745.07   | 0.45%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAF7<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624076.81    | 0.21%             | 2070-01-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $165478.98    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51092.45     | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                  | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579P28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196523 | PA      | $184682.21    | 0.06%             | 2036-02-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90508.95     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364718 | PA      | $331311.21    | 0.11%             | 2048-04-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46822.41     | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    996500 | PA      | $990432.91    | 0.34%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $214913.64    | 0.07%             | 2070-05-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAF8<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $672348.13    | 0.23%             | 2070-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $496883.75    | 0.17%             | 2037-10-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant Clo XR Ltd                                                               | CUSIP: 92563MAJ6<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000087.90   | 0.34%             | 2036-04-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                        | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    240000 | PA      | $251208.00    | 0.09%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |  43035066 | PA      | $410533.02    | 0.14%             | 2051-03-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                              | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36412.83     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    208788 | PA      | $210249.44    | 0.07%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    174115 | PA      | $173154.02    | 0.06%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    224430 | PA      | $222608.01    | 0.08%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   1459148 | PA      | $1440909.09   | 0.49%             | 2029-03-29      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262806 | PA      | $5256.12      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | CUSIP: 95005BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253000 | PA      | $1064518.98   | 0.36%             | 2059-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $183940.00    | 0.06%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1195963.20   | 0.41%             | 2039-10-19      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5639756 | PA      | $867498.26    | 0.30%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397H6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1604916 | PA      | $130698.55    | 0.04%             | 2037-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397KY70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289766 | PA      | $20653.00     | 0.01%             | 2037-10-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1203366.72   | 0.41%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $232864.74    | 0.08%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $216033.00    | 0.07%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $651876.68    | 0.22%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS7 Trust                                                       | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959869 | PA      | $766329.21    | 0.26%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                        | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15364.92     | 0.01%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAH1<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1041696.96   | 0.36%             | 2065-08-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131925 | PA      | $138144.51    | 0.05%             | 2040-04-20      | Fixed         | 9.72%                 | 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        |   1000000 | PA      | $999992.00    | 0.34%             | 2031-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81138.75     | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $402765.24    | 0.14%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344674 | PA      | $320881.31    | 0.11%             | 2048-04-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256243 | PA      | $237506.04    | 0.08%             | 2048-04-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485766.65   | 0.51%             | 2070-09-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $304695.00    | 0.10%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-1 Ltd                                                              | CUSIP: 92918EBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $962219.00    | 0.33%             | 2034-07-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $632613.18    | 0.22%             | 2040-07-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374397 | PA      | $369440.27    | 0.13%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     62116 | PA      | $3726.96      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: AQ3401082<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $222453.43    | 0.08%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                           | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    202000 | PA      | $88375.00     | 0.03%             | 2030-09-12      | None          | 11.00%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614221 | PA      | $617334.68    | 0.21%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13283533 | PA      | $7651.32      | 0.00%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 3136FC2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101344 | PA      | $16942.77     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829727 | PA      | $82124.01     | 0.03%             | 2037-03-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42054 | PA      | $2432.60      | 0.00%             | 2037-07-25      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444938 | PA      | $55035.61     | 0.02%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79527 | PA      | $2630.59      | 0.00%             | 2040-02-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    734722 | PA      | $706084.66    | 0.24%             | 2048-02-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958000 | PA      | $823600.26    | 0.28%             | 2052-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1321000 | PA      | $1317489.84   | 0.45%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5516321 | PA      | $202604.56    | 0.07%             | 2050-08-20      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2923510 | PA      | $26025.38     | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383GZ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5309042 | PA      | $946513.50    | 0.32%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386340 | PA      | $343750.16    | 0.12%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643089 | PA      | $175225.73    | 0.06%             | 2036-07-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1647787 | PA      | $900570.35    | 0.31%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31743.96     | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33476.47     | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $692786.22    | 0.24%             | 2040-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                        | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $451097.35    | 0.15%             | 2036-04-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210130.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1254540.00   | 0.43%             | 2042-05-18      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1360000 | PA      | $1365000.72   | 0.47%             | 2041-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIV Ltd                                                               | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $944659.10    | 0.32%             | 2035-04-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46092.94     | 0.02%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993304.80    | 0.34%             | 2065-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $29475.20     | 0.01%             | 2030-07-15      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |    300000 | PA      | $292630.50    | 0.10%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    463231 | PA      | $463897.69    | 0.16%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    525179 | PA      | $36921.31     | 0.01%             | 2041-02-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397BA68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204814 | PA      | $81260.76     | 0.03%             | 2036-09-15      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30241.23     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132312.50    | 0.05%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2445478 | PA      | $323803.11    | 0.11%             | 2050-12-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3759628 | PA      | $465019.05    | 0.16%             | 2051-04-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RK56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12515432 | PA      | $277248.11    | 0.10%             | 2051-04-20      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    166500 | PA      | $164002.50    | 0.06%             | 2028-07-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    149020 | PA      | $154213.35    | 0.05%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACORE Issuer, LLC                               | Acore 2026-FL1 Issuer LLC                                                        | CUSIP: 00485EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1233067.62   | 0.42%             | 2043-08-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 Ltd                                                              | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200823.40    | 0.07%             | 2041-08-17      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Bcapb LLC Trust                                 | BCAPB LLC Trust 2007-AB1                                                         | CUSIP: 05529DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7991793 | PA      | $2868146.66   | 0.98%             | 2037-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1261946.70   | 0.43%             | 2043-03-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18014884 | PA      | $394693.50    | 0.14%             | 2056-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15514000 | PA      | $1165287.57   | 0.40%             | 2058-11-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1168071 | PA      | $1120133.55   | 0.38%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2020-BNK26                                                                  | CUSIP: 06540JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5843520 | PA      | $281506.32    | 0.10%             | 2063-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61648749 | PA      | $280995.00    | 0.10%             | 2056-04-15      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $912166.70    | 0.31%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $713782.57    | 0.24%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   2704000 | PA      | $2701769.20   | 0.93%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3686285 | PA      | $424721.25    | 0.15%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1323745 | PA      | $130721.15    | 0.04%             | 2054-01-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1597797 | PA      | $195831.76    | 0.07%             | 2037-01-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QFB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64041 | PA      | $3185.51      | 0.00%             | 2039-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127926 | PA      | $89291.55     | 0.03%             | 2038-04-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44312.82     | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004197.00   | 0.34%             | 2039-03-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517864 | PA      | $392134.67    | 0.13%             | 2037-04-25      | Floating      | 4.12%                 | 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        |   2000000 | PA      | $1917859.80   | 0.66%             | 2034-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    758000 | PA      | $758942.95    | 0.26%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                            | Telecom Argentina SA                                                             | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    300000 | PA      | $298725.00    | 0.10%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92594.07     | 0.03%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                         | CUSIP: YI0287395<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | AO        |    200000 | PA      | $201907.29    | 0.07%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: YR1272081<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $187228.00    | 0.06%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    250000 | PA      | $212125.00    | 0.07%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    476885 | PA      | $478971.28    | 0.16%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1120352 | PA      | $888932.36    | 0.30%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |       107 | PA      | $48.12        | 0.00%             | 2030-06-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    732418 | PA      | $735318.85    | 0.25%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    691525 | PA      | $690065.88    | 0.24%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1252801.25   | 0.43%             | 2042-12-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21145.02     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $180602.06    | 0.06%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    475000 | PA      | $462593.00    | 0.16%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4T98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1405430 | PA      | $148604.45    | 0.05%             | 2040-12-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                  | Freddie Mac Multiclass Certificates Series 2021-P009                             | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27226462 | PA      | $634354.77    | 0.22%             | 2031-01-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1528015 | PA      | $114313.37    | 0.04%             | 2038-01-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397YX71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65302 | PA      | $4392.63      | 0.00%             | 2039-02-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2439364.40   | 0.84%             | 2033-12-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17974 | PA      | $134.32       | 0.00%             | 2039-03-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377V2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487346 | PA      | $45097.00     | 0.02%             | 2041-05-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377WGK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525389 | PA      | $44077.77     | 0.02%             | 2041-05-20      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379FN70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5685094 | PA      | $670958.20    | 0.23%             | 2045-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10553148 | PA      | $559322.10    | 0.19%             | 2071-05-20      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6361590 | PA      | $255160.21    | 0.09%             | 2048-08-20      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3441218 | PA      | $632062.93    | 0.22%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8603521 | PA      | $229474.82    | 0.08%             | 2051-12-20      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153000 | PA      | $302662.50    | 0.10%             | 2036-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153000 | PA      | $9503.08      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1146287 | PA      | $519978.29    | 0.18%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624593 | PA      | $368901.50    | 0.13%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11970.00     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                        | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    200000 | PA      | $199241.00    | 0.07%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210130.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    784075 | PA      | $559143.48    | 0.19%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1278811 | PA      | $1214269.49   | 0.42%             | 2028-09-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    794686 | PA      | $583204.19    | 0.20%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   1255512 | PA      | $1255512.50   | 0.43%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385469 | PA      | $386463.89    | 0.13%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 92559QAD6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     74572 | PA      | $45861.72     | 0.02%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3079197.90   | 1.06%             | 2041-12-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2996000 | PA      | $3058560.37   | 1.05%             | 2041-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136BAST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11004952 | PA      | $239050.67    | 0.08%             | 2031-03-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402746 | PA      | $12076.75     | 0.00%             | 2040-09-15      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510265 | PA      | $43926.55     | 0.02%             | 2041-09-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FYVB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10239801 | PA      | $4839.33      | 0.00%             | 2051-05-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149875 | PA      | $11027.30     | 0.00%             | 2036-12-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P2E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145399 | PA      | $9690.45      | 0.00%             | 2037-03-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396W3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2186323 | PA      | $218648.29    | 0.07%             | 2037-08-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41883 | PA      | $3750.17      | 0.00%             | 2037-07-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246487 | PA      | $24201.34     | 0.01%             | 2038-02-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397CB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424078 | PA      | $41056.86     | 0.01%             | 2036-11-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LZ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595688 | PA      | $48242.92     | 0.02%             | 2038-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338613 | PA      | $30568.25     | 0.01%             | 2039-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50501 | PA      | $1309.93      | 0.00%             | 2040-02-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MX92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292605 | PA      | $14385.32     | 0.00%             | 2040-04-25      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465029 | PA      | $29836.81     | 0.01%             | 2040-05-25      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   7502613 | NS      | $7502613.44   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    484924 | PA      | $476437.52    | 0.16%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XIV                                                       | CUSIP: 04942CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1674686.49   | 0.57%             | 2032-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630391 | PA      | $633292.71    | 0.22%             | 2040-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1403502.80   | 0.48%             | 2035-09-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94690.46     | 0.03%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267106 | PA      | $177528.63    | 0.06%             | 2037-05-25      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-5                                                | CUSIP: 12637VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3068932 | PA      | $456474.79    | 0.16%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25017.48     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14910.09     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13226.11     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     85915 | PA      | $86192.94     | 0.03%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1360000 | PA      | $1145806.80   | 0.39%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $142991.64    | 0.05%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** DoubleLine Opportunistic Credit Fund

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Opportunistic Credit Fund

**Title:** Vice President