# EDGAR Filing Document

**Accession Number:** 0001788399
**File Stem:** 0001145549-25-052688
**Filing Date:** 2025-8
**Character Count:** 291343
**Document Hash:** 8dc6bbf78660062d72bb59ba4f17040e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052688.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001145549-25-052688

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Yield Opportunities Fund
- **CENTRAL INDEX KEY:** 0001788399

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23476
- **FILM NUMBER:** 251245530

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

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

## Nport-Ex

---

| | |
|:---|:---|
| **DoubleLine Yield Opportunities Fund** | (Unaudited) |
| **Schedule of Investments** | June 30, 2025 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| **ASSET BACKED OBLIGATIONS - 2.0%** | **ASSET BACKED OBLIGATIONS - 2.0%** |  |  |  |
|  | Affirm, Inc. |  |  |  |
| 1300000 | &nbsp;&nbsp;Series 2023-B-D | 8.78 %<sup>(a)</sup> | 09/15/2028 | 1308604 |
|  | Apollo Aviation Securitization Equity Trust |  |  |  |
| 478581 | &nbsp;&nbsp;Series 2024-1A-B | 6.90 %<sup>(a)</sup> | 05/16/2049 | 485420 |
| 474192 | &nbsp;&nbsp;Series 2024-2A-B | 6.61 %<sup>(a)</sup> | 09/16/2049 | 492432 |
|  | AVANT Loans Funding Trust |  |  |  |
| 725000 | &nbsp;&nbsp;Series 2025-REV1-D | 8.39 %<sup>(a)</sup> | 05/15/2034 | 727475 |
|  | Blue Stream Communications LLC |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2023-1A-C | 8.90 %<sup>(a)</sup> | 05/20/2053 | 2582350 |
|  | Compass Datacenters LLC |  |  |  |
| 750000 | &nbsp;&nbsp;Series 2024-1A-B | 7.00 %<sup>(a)</sup> | 02/25/2049 | 771559 |
|  | JetBlue Airways Corp. |  |  |  |
| 886772 | &nbsp;&nbsp;Series 2019-1 | 8.00% | 05/15/2029 | 884555 |
|  | JOL Air Ltd. |  |  |  |
| 2641304 | &nbsp;&nbsp;Series 2019-1-B | 4.95 %<sup>(a)</sup> | 04/15/2044 | 2621901 |
|  | Kestrel Aircraft Funding USA LLC |  |  |  |
| 646770 | &nbsp;&nbsp;Series 2018-1A-A | 4.25 %<sup>(a)</sup> | 12/15/2038 | 645223 |
|  | MACH 1 Cayman Ltd. |  |  |  |
| 156569 | &nbsp;&nbsp;Series 2019-1-B | 4.34 %<sup>(a)</sup> | 10/15/2039 | 149156 |
|  | Marlette Funding Trust |  |  |  |
| 8192 | &nbsp;&nbsp;Series 2021-1A-R | 0.00 %<sup>(a)(b)(c)</sup> | 06/16/2031 | 136206 |
|  | Pagaya AI Debt Selection Trust |  |  |  |
| 2425852 | &nbsp;&nbsp;Series 2021-3-CERT | 0.00 %<sup>(a)(b)(c)</sup> | 05/15/2029 | 67890 |
|  | SOFI Alternative Trust |  |  |  |
| 55000 | &nbsp;&nbsp;Series 2021-2-R1 | 0.00 %<sup>(a)(b)(c)</sup> | 08/15/2030 | 253221 |
|  | SoFi Professional Loan Program LLC |  |  |  |
| 20000 | &nbsp;&nbsp;Series 2018-C-R1 | 0.00 %<sup>(a)(b)(c)</sup> | 01/25/2048 | 136410 |
|  | Start Ltd./Bermuda |  |  |  |
| 149907 | &nbsp;&nbsp;Series 2019-1-C | 6.41 %<sup>(a)</sup> | 03/15/2044 | 149146 |
|  | Start/Bermuda |  |  |  |
| 2002466 | &nbsp;&nbsp;Series 2018-1-A | 4.09 %<sup>(a)</sup> | 05/15/2043 | 2002592 |
|  | Switch ABS Issuer LLC |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2024-2A-C | 10.03 %<sup>(a)</sup> | 06/25/2054 | 1037619 |
|  | Upstart Securitization Trust |  |  |  |
| 275041 | &nbsp;&nbsp;Series 2021-4-C | 3.19 %<sup>(a)</sup> | 09/20/2031 | 271147 |
| 3300 | &nbsp;&nbsp;Series 2021-5-CERT | 0.00 %<sup>(a)(b)(c)</sup> | 11/20/2031 | 222735 |
|  | **Total Asset Backed Obligations (Cost $13,768,709)** |  |  | **14945641** |
| **BANK LOANS - 21.6%** | **BANK LOANS - 21.6%** |  |  |  |
|  | 1261229 BC Ltd. |  |  |  |
| 2450000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.25%, 0.00% Floor) | 10.56% | 10/08/2030 | 2368268 |
|  | Access CIG LLC |  |  |  |
| 1577323 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.38% | 08/18/2028 | 1586566 |
|  | Acuris Finance US, Inc. |  |  |  |
| 1465000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.05% | 02/16/2028 | 1468208 |
|  | ADMI Corp. |  |  |  |
| 1110577 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.86%, 0.50% Floor) | 8.19% | 12/23/2027 | 1061989 |
| 901275 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.75%, 0.00% Floor) | 10.08% | 12/23/2027 | 876039 |
|  | Alera Group 2nd Lien T/L |  |  |  |
| 1455000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. SOFR US + 5.50%, 0.50% Floor) | 9.83% | 05/30/2033 | 1485009 |
|  | Allied Universal Holdco LLC |  |  |  |
| 1006923 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.85%, 0.50% Floor) | 8.18% | 05/15/2028 | 1012859 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Altice France SA |  |  |  |
| 543073 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.76% | 08/31/2028 | 493442 |
|  | Alvaria Holdco (Aspect Software) Second-Out T/L |  |  |  |
| 43536 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 1.11% Cash or 6.50% PIK, 0.75% Floor) | 5.54% | 05/05/2028 | 12255 |
| 577009 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 1.11%, 0.75% Floor) | 5.54% | 05/05/2028 | 162428 |
|  | Alvaria Holdco (Aspect Software) Third-Out T/L A |  |  |  |
| 85509 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 2.11% Cash or 5.50% PIK, 0.75% Floor) | 6.54% | 05/05/2028 | 2458 |
| 1346354 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 2.11%, 0.00% Floor) | 6.54% | 05/05/2028 | 38708 |
|  | Applied Systems, Inc. |  |  |  |
| 670000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.80% | 02/23/2032 | 688676 |
|  | Apro LLC |  |  |  |
| 2988825 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.06% | 07/09/2031 | 2985089 |
|  | Ascend Learning LLC |  |  |  |
| 3251124 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.85%, 0.50% Floor) | 10.18% | 12/10/2029 | 3263316 |
|  | Aspire Bakeries T/L B |  |  |  |
| 611910 | &nbsp;&nbsp;Senior Secured Term Loan | 7.82 %<sup>(d)</sup> | 12/23/2030 | 608850 |
|  | Astra Acquisition Corp. |  |  |  |
| 274452 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 6.75%, 2.00% Floor) | 11.05 %<sup>(e)</sup> | 02/25/2028 | 78134 |
| 438485 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.55 %<sup>(e)</sup> | 10/25/2028 | 9866 |
| 3249219 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 8.99%, 0.75% Floor) | 13.16 %<sup>(e)</sup> | 10/25/2029 | 21672 |
|  | Asurion LLC |  |  |  |
| 305000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.36%, 0.00% Floor) | 9.69% | 02/03/2028 | 292515 |
| 1425000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.36%, 0.00% Floor) | 9.69% | 01/22/2029 | 1325806 |
|  | Aveanna Healthcare LLC |  |  |  |
| 1346504 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.85%, 0.50% Floor) | 8.18% | 07/17/2028 | 1320840 |
| 2800000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.15%, 0.50% Floor) | 11.48% | 12/10/2029 | 2755900 |
|  | Bausch + Lomb Corp. |  |  |  |
| 948113 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.33% | 09/29/2028 | 950089 |
| 2795000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.57% | 01/15/2031 | 2803748 |
|  | Boxer Parent Co., Inc. |  |  |  |
| 1391513 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.00%, 0.00% Floor) | 7.33% | 07/30/2031 | 1384464 |
| 4235000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.00% Floor) | 10.08% | 07/30/2032 | 4131793 |
|  | Brand Industrial Services, Inc. |  |  |  |
| 1371891 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.78% | 08/01/2030 | 1153850 |
|  | Central Parent LLC |  |  |  |
| 698979 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.55% | 07/06/2029 | 585430 |
|  | Cloud Software Group, Inc. |  |  |  |
| 1350000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%) | 8.05% | 03/24/2031 | 1353794 |
|  | ClubCorp Holdings, Inc. |  |  |  |
| 3127272 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.00% Floor) | 9.56% | 09/18/2026 | 3135090 |
| 1547 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.26%, 0.00% Floor) | 9.56% | 09/18/2026 | 1550 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | CommScope LLC |  |  |  |
| 4500000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.58% | 12/17/2029 | 4561402 |
|  | Constant Contact, Inc. |  |  |  |
| 4500000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.76%, 0.00% Floor) | 12.02% | 02/12/2029 | 3864375 |
|  | Cornerstone Building Brands, Inc. |  |  |  |
| 522375 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.81% | 05/15/2031 | 446631 |
|  | Crown Finance US, Inc. |  |  |  |
| 4014825 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.57% | 12/02/2031 | 4018840 |
|  | Dexko Global, Inc. |  |  |  |
| 689654 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.01%, 0.50% Floor) | 8.19% | 10/04/2028 | 661647 |
| 778150 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 10/04/2028 | 750105 |
|  | DG Investment Intermediate Holdings 2, Inc. |  |  |  |
| 2035000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 6.86%, 0.75% Floor) | 11.19% | 03/29/2029 | 2028000 |
|  | Directv Financing LLC |  |  |  |
| 2982600 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.51%, 0.75% Floor) | 9.79% | 08/02/2029 | 2964972 |
|  | Eagle Parent Corp. |  |  |  |
| 3102271 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 3081594 |
| 298121 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 296133 |
| 298121 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 296134 |
|  | Edelman Financial Engines Center LLC |  |  |  |
| 3025000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.58% | 10/06/2028 | 3041259 |
|  | EG America LLC |  |  |  |
| 2111365 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 02/07/2028 | 2123611 |
|  | Eisner Advisory Group LLC |  |  |  |
| 1192651 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.33% | 02/28/2031 | 1199360 |
|  | Element Materials Technology Group US Holdings, Inc. |  |  |  |
| 224250 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.05% | 06/25/2029 | 225231 |
|  | Ellucian Holdings, Inc. |  |  |  |
| 620000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 11/22/2032 | 633950 |
|  | Fertitta Entertainment LLC/NV |  |  |  |
| 1915343 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50%, 0.50% Floor) | 7.83% | 01/29/2029 | 1915419 |
|  | FinThrive Software Intermediate Holdings, Inc. |  |  |  |
| 78500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.11%, 0.50% Floor) | 8.44% | 12/18/2028 | 71043 |
| 431750 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.86%, 0.50% Floor) | 11.19% | 12/17/2029 | 352146 |
|  | Flynn America LP |  |  |  |
| 533813 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.61%, 0.50% Floor) | 8.94% | 07/31/2028 | 531143 |
| 533813 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.61%, 0.50% Floor) | 8.94% | 07/31/2028 | 531143 |
|  | Gainwell Acquisition Corp. |  |  |  |
| 4424193 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 0.10%, 0.75% Floor) | 8.40% | 10/01/2027 | 4272664 |
|  | Golden State Foods LLC |  |  |  |
| 1200955 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.56% | 12/04/2031 | 1208221 |
|  | Groupe Solmax, Inc. |  |  |  |
| 267137 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.86%, 0.75% Floor) | 9.19% | 07/24/2028 | 225835 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 185977 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.86%, 0.75% Floor) | 9.19% | 07/24/2028 | 157223 |
| 185512 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.01%, 0.75% Floor) | 9.31% | 07/24/2028 | 156830 |
| 341341 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.01%, 0.75% Floor) | 9.31% | 07/24/2028 | 288567 |
|  | Hexion Holdings Corp. |  |  |  |
| 2898362 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.31% | 03/15/2029 | 2895638 |
|  | Husky Injection Molding Systems Ltd. |  |  |  |
| 1930175 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.67% | 02/15/2029 | 1937751 |
| 1930175 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.80% | 02/15/2029 | 1937751 |
|  | INEOS US Finance LLC |  |  |  |
| 3341703 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.58% | 02/19/2030 | 3211326 |
|  | INEOS US Petrochem LLC |  |  |  |
| 1002313 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.35%, 0.00% Floor) | 8.68% | 03/29/2029 | 935909 |
| 1730663 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 10/07/2031 | 1585719 |
|  | Kenan Advantage Group, Inc. |  |  |  |
| 1046777 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.58% | 01/25/2029 | 1033692 |
|  | Klockner Pentaplast of America, Inc. |  |  |  |
| 1157907 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.98%, 0.50% Floor) | 9.23% | 02/09/2026 | 1074370 |
|  | Kronos Acquisition Holdings, Inc. |  |  |  |
| 1771613 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.30% | 07/08/2031 | 1592680 |
|  | Lasership, Inc. |  |  |  |
| 10670 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 7.50% Cash or 1 mo. SOFR US + 1.50% Cash + 7.00% PIK, 0.75% Floor) | 11.93% | 08/10/2029 | 3290 |
| 237301 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 7.50% Cash or 1 mo. SOFR US + 1.76% Cash + 7.00% PIK, 0.75% Floor) | 11.93% | 08/10/2029 | 73167 |
|  | LBM Acquisition LLC |  |  |  |
| 2431554 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.75% Floor) | 8.16% | 06/06/2031 | 2279582 |
|  | Lereta LLC |  |  |  |
| 369160 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.36%, 0.75% Floor) | 9.69% | 08/07/2028 | 328157 |
|  | LifePoint Health, Inc. |  |  |  |
| 267978 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.50%, 1.00% Floor) | 7.82% | 05/19/2031 | 264318 |
| 2999039 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.01% | 05/19/2031 | 2971853 |
|  | MH Sub I LLC |  |  |  |
| 995000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.58% | 12/31/2031 | 867207 |
|  | Mitchell International, Inc. |  |  |  |
| 3310000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.58% | 06/17/2032 | 3269453 |
|  | Natgasoline LLC |  |  |  |
| 1172625 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.83% | 03/29/2030 | 1168228 |
|  | Needle Holdings LLC |  |  |  |
| 20999 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 8.50%, 0.00% Floor) | 16.00 %<sup>(e)</sup> | 04/28/2028 | 5565 |
|  | NEP Group, Inc. |  |  |  |
| 84342 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25% + 1.50% PIK, 0.00% Floor) | 7.84% | 08/19/2026 | 77937 |
| 2686006 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25% + 1.50% PIK, 0.00% Floor) | 7.84% | 08/19/2026 | 2482044 |
| 770000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.26%, 0.00% Floor) | 11.59% | 10/19/2026 | 415800 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | NGL Energy Operating LLC |  |  |  |
| 301188 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.08% | 02/03/2031 | 299439 |
|  | OneDigital Borrower LLC |  |  |  |
| 2570000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.50% Floor) | 9.58% | 07/02/2032 | 2579638 |
|  | Ontario Gaming GTA LP |  |  |  |
| 2259062 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 08/01/2030 | 2240357 |
|  | Par Petroleum LLC |  |  |  |
| 992180 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.01% | 02/28/2030 | 985364 |
|  | PetSmart LLC |  |  |  |
| 2668070 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.85%, 0.75% Floor) | 8.18% | 02/14/2028 | 2646392 |
|  | Polaris Newco LLC |  |  |  |
| 2695972 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.86%, 0.50% Floor) | 8.29% | 06/05/2028 | 2630999 |
|  | Pregis TopCo LLC |  |  |  |
| 2852850 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.33% | 02/01/2029 | 2864618 |
|  | Pretium PKG Holdings, Inc. |  |  |  |
| 960000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.01%, 0.50% Floor) | 11.31% | 10/01/2029 | 166560 |
|  | Pretzel Parent T/L B |  |  |  |
| 2443875 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. SOFR US + 4.50%, 0.00% Floor) | 8.83% | 10/01/2031 | 2429823 |
|  | Radiology Partners, Inc. |  |  |  |
| 3995000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.50%) | 8.82% | 06/30/2032 | 3967535 |
|  | Sabre GLBL, Inc. |  |  |  |
| 3248491 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.10%, 0.50% Floor) | 9.43% | 06/30/2028 | 3233061 |
| 239399 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.00%) | 10.43% | 11/15/2029 | 239399 |
|  | Staples, Inc. |  |  |  |
| 625275 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.50% Floor) | 10.03% | 09/10/2029 | 578601 |
|  | StubHub Holdco Sub LLC |  |  |  |
| 3004652 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 03/15/2030 | 2924518 |
|  | Team Health Holdings, Inc. |  |  |  |
| 2776545 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 1.00% Floor) | 9.53% | 03/02/2027 | 2766994 |
|  | Townsquare Media, Inc. |  |  |  |
| 2951438 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.00% Floor) | 9.32% | 02/19/2030 | 2671051 |
|  | Travelport Finance Luxembourg Sarl |  |  |  |
| 421722 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.69%, 1.00% Floor) | 11.30% | 09/29/2028 | 327758 |
| 1231660 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.69%, 1.00% Floor) | 11.30% | 09/29/2028 | 957233 |
|  | Trident TPI Holdings, Inc. |  |  |  |
| 2707593 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.05% | 09/18/2028 | 2663947 |
|  | United Natural Foods, Inc. |  |  |  |
| 839300 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 05/01/2031 | 847693 |
|  | Univision Communications, Inc. |  |  |  |
| 1847817 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 06/25/2029 | 1844741 |
|  | Vantage Specialty Chemicals, Inc. |  |  |  |
| 2201981 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.50% Floor) | 9.03% | 10/26/2026 | 2137485 |
|  | Veritiv Operating Co. |  |  |  |
| 2338121 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.30% | 11/30/2030 | 2349227 |
|  | Vibrantz Technologies, Inc. |  |  |  |
| 864444 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.40%, 0.50% Floor) | 8.64% | 04/23/2029 | 757167 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Victra Holdings LLC |  |  |  |
| 2437764 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.75% Floor) | 8.55% | 03/29/2029 | 2441579 |
|  | Voyager Parent LLC |  |  |  |
| 3215000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.75%) | 9.07% | 05/10/2032 | 3186419 |
|  | VT Topco, Inc. |  |  |  |
| 886562 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.00%, 0.50% Floor) | 7.30% | 08/09/2030 | 889501 |
|  | Wand NewCo 3, Inc. |  |  |  |
| 818106 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 2.50%, 0.00% Floor) | 6.83% | 01/30/2031 | 815398 |
|  | WaterBridge Midstream Operating LLC |  |  |  |
| 3100020 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.01%, 0.00% Floor) | 9.31% | 06/27/2029 | 3091712 |
|  | Zayo Group Holdings, Inc. |  |  |  |
| 653316 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.58% | 03/09/2027 | 629156 |
|  | **Total Bank Loans (Cost $175,081,284)** |  |  | **165896981** |
| **COLLATERALIZED LOAN OBLIGATIONS - 10.8%** | **COLLATERALIZED LOAN OBLIGATIONS - 10.8%** |  |  |  |
|  | Aimco CDO |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2019-10A-ERR (3 mo. Term SOFR + 5.65%, 5.65% Floor) | 9.92 %<sup>(a)</sup> | 07/22/2037 | 508304 |
|  | Babson CLO Ltd./Cayman Islands |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2019-2A-D1RR (3 mo. Term SOFR + 2.90%, 2.90% Floor) | 7.16 %<sup>(a)</sup> | 01/15/2038 | 1508340 |
|  | Bain Capital Credit CLO |  |  |  |
| 1250000 | &nbsp;&nbsp;Series 2022-3A-E (3 mo. Term SOFR + 7.35%, 7.35% Floor) | 11.63 %<sup>(a)</sup> | 07/17/2035 | 1256212 |
|  | Buttermilk Park CLO |  |  |  |
| 750000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.27 %<sup>(a)</sup> | 10/15/2031 | 751899 |
|  | Canyon Capital CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.67%, 6.41% Floor) | 10.93 %<sup>(a)</sup> | 04/15/2034 | 1007828 |
|  | Canyon CLO |  |  |  |
| 1850000 | &nbsp;&nbsp;Series 2020-2A-ER2 (3 mo. Term SOFR + 5.75%, 5.75% Floor) | 10.01 %<sup>(a)</sup> | 10/15/2034 | 1827022 |
| 2000000 | &nbsp;&nbsp;Series 2021-3A-E (3 mo. Term SOFR + 6.46%, 6.20% Floor) | 10.72 %<sup>(a)</sup> | 07/15/2034 | 1997930 |
|  | Carlyle Global Market Strategies |  |  |  |
| 1875000 | &nbsp;&nbsp;Series 2020-2A-DR (3 mo. Term SOFR + 6.96%, 6.70% Floor) | 11.24 %<sup>(a)</sup> | 01/25/2035 | 1885075 |
|  | CIFC Funding Ltd. |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2013-1A-DR (3 mo. Term SOFR + 6.91%, 0.00% Floor) | 11.17 %<sup>(a)</sup> | 07/16/2030 | 2003580 |
| 3350000 | &nbsp;&nbsp;Series 2013-3RA-D (3 mo. Term SOFR + 6.16%, 5.90% Floor) | 10.44 %<sup>(a)</sup> | 04/24/2031 | 3309386 |
| 2000000 | &nbsp;&nbsp;Series 2020-1A-ER (3 mo. Term SOFR + 6.51%, 6.51% Floor) | 10.77 %<sup>(a)</sup> | 07/15/2036 | 2010042 |
|  | Dryden Senior Loan Fund |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2017-54A-E (3 mo. Term SOFR + 6.46%, 0.00% Floor) | 10.73 %<sup>(a)</sup> | 10/19/2029 | 1969631 |
| 1000000 | &nbsp;&nbsp;Series 2020-77A-ER (3 mo. Term SOFR + 6.13%, 6.13% Floor) | 10.45 %<sup>(a)</sup> | 05/20/2034 | 977826 |
| 2500000 | &nbsp;&nbsp;Series 2021-87A-E (3 mo. Term SOFR + 6.41%, 6.15% Floor) | 10.73 %<sup>(a)</sup> | 05/20/2034 | 2478546 |
|  | Highbridge Loan Management Ltd. |  |  |  |
| 1550000 | &nbsp;&nbsp;Series 2013-2A-CR (3 mo. Term SOFR + 3.16%, 2.90% Floor) | 7.43 %<sup>(a)</sup> | 10/20/2029 | 1556056 |
|  | ING Investment Management CLO Ltd. |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2013-3A-DR (3 mo. Term SOFR + 6.16%, 5.90% Floor) | 10.43 %<sup>(a)</sup> | 10/18/2031 | 1984849 |
|  | Katayma CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2024-2A-E (3 mo. Term SOFR + 7.33%, 7.33% Floor) | 11.60 %<sup>(a)</sup> | 04/20/2037 | 1011554 |
|  | Milos Clo |  |  |  |
| 4000000 | &nbsp;&nbsp;Series 2017-1A-ER (3 mo. Term SOFR + 6.41%, 6.15% Floor) | 10.68 %<sup>(a)</sup> | 10/20/2030 | 3994217 |
|  | Neuberger Berman CLO Ltd. |  |  |  |
| 7000000 | &nbsp;&nbsp;Series 2019-34A-ER (3 mo. Term SOFR + 6.50%, 6.50% Floor) | 10.77 %<sup>(a)</sup> | 01/20/2035 | 7030437 |
|  | Octagon Investment Partners Ltd. |  |  |  |
| 750000 | &nbsp;&nbsp;Series 2019-1A-E (3 mo. Term SOFR + 6.86%, 6.60% Floor) | 11.14 %<sup>(a)</sup> | 10/25/2032 | 747264 |
| 1500000 | &nbsp;&nbsp;Series 2019-1A-ER (3 mo. Term SOFR + 7.26%, 7.00% Floor) | 11.53 %<sup>(a)</sup> | 01/20/2035 | 1440128 |
| 5000000 | &nbsp;&nbsp;Series 2019-1A-INC | 0.00 %<sup>(a)(b)(c)(f)</sup> | 10/25/2032 | 1653090 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 1000000 | &nbsp;&nbsp;Series 2020-2A-ER (3 mo. Term SOFR + 6.86%, 6.60% Floor) | 11.12 %<sup>(a)</sup> | 07/15/2036 | 906008 |
| 4000000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.76%, 6.50% Floor) | 11.02 %<sup>(a)</sup> | 04/15/2034 | 3794015 |
|  | Octagon Loan Funding |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2014-1A-ERR (3 mo. Term SOFR + 6.26%, 6.00% Floor) | 10.59 %<sup>(a)</sup> | 11/18/2031 | 962708 |
|  | Point Au Roche Park CLO |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.36%, 6.10% Floor) | 10.63 %<sup>(a)</sup> | 07/20/2034 | 495948 |
|  | RR Ltd./Cayman Islands |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2017-2A-DR (3 mo. Term SOFR + 6.06%, 5.80% Floor) | 10.32 %<sup>(a)</sup> | 04/15/2036 | 4857851 |
|  | Sound Point CLO Ltd. |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2020-1A-ER (3 mo. Term SOFR + 7.12%, 7.12% Floor) | 11.39 %<sup>(a)</sup> | 07/20/2034 | 2870387 |
| 4000000 | &nbsp;&nbsp;Series 2020-2A-ER (3 mo. Term SOFR + 6.82%, 6.56% Floor) | 11.10 %<sup>(a)</sup> | 10/25/2034 | 3760338 |
| 7000000 | &nbsp;&nbsp;Series 2021-2A-E (3 mo. Term SOFR + 6.62%, 6.36% Floor) | 10.90 %<sup>(a)</sup> | 07/25/2034 | 6519071 |
| 2000000 | &nbsp;&nbsp;Series 2021-3A-E (3 mo. Term SOFR + 6.87%, 6.61% Floor) | 11.15 %<sup>(a)</sup> | 10/25/2034 | 1759465 |
| 7000000 | &nbsp;&nbsp;Series 2021-4A-E (3 mo. Term SOFR + 6.96%, 6.96% Floor) | 11.24 %<sup>(a)</sup> | 10/25/2034 | 6203392 |
|  | Voya CLO Ltd. |  |  |  |
| 1350000 | &nbsp;&nbsp;Series 2017-2A-D (3 mo. Term SOFR + 6.28%, 0.00% Floor) | 10.54 %<sup>(a)</sup> | 06/07/2030 | 1309543 |
| 2700000 | &nbsp;&nbsp;Series 2018-1A-D (3 mo. Term SOFR + 5.46%, 0.00% Floor) | 9.73 %<sup>(a)</sup> | 04/19/2031 | 2508227 |
|  | Wind River CLO Ltd. |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2017-3A-ER (3 mo. Term SOFR + 7.31%, 7.05% Floor) | 11.57 %<sup>(a)</sup> | 04/15/2035 | 2423326 |
| 1000000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 5.76%, 0.00% Floor) | 10.02 %<sup>(a)</sup> | 07/15/2030 | 1005162 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A-E (3 mo. Term SOFR + 6.01%, 0.00% Floor) | 10.27 %<sup>(a)</sup> | 07/15/2030 | 959996 |
|  | **Total Collateralized Loan Obligations (Cost $84,579,392)** |  |  | **83244653** |
| **FOREIGN CORPORATE BONDS - 12.5%** | **FOREIGN CORPORATE BONDS - 12.5%** |  |  |  |
| 147825 | ACI Airport Sudamerica SA | 6.88 %<sup>(a)</sup> | 11/29/2034 | 143540 |
| 3183118 | Acu Petroleo Luxembourg Sarl | 7.50% | 01/13/2032 | 3181557 |
| 3800000 | Adani Ports & Special Economic Zone Ltd. | 5.00% | 08/02/2041 | 2998111 |
| 2004000 | Adani Renewable Energy RJ Ltd./Kodangal Solar Parks Pvt Ltd./Wardha Solar Maharash | 4.63% | 10/15/2039 | 1616540 |
| 868750 | Adani Transmission Step-One Ltd. | 4.25% | 05/21/2036 | 740252 |
| 1000000 | AL Candelaria Spain SA | 5.75 %<sup>(a)</sup> | 06/15/2033 | 849350 |
| 4344000 | AL Candelaria Spain SA | 5.75% | 06/15/2033 | 3689576 |
| 942731 | Alpha Holding SAB de CV | 9.00 %<sup>(a)(e)</sup> | 12/31/2025 | 7070 |
| 2356827 | Alpha Holding SAB de CV | 9.00 %<sup>(e)</sup> | 12/31/2025 | 17676 |
| 470827 | Alpha Holding SAB de CV | 10.00 %<sup>(e)</sup> | 12/19/2026 | 5885 |
| 244936 | Autopistas del Sol SA/Costa Rica | 7.38% | 12/30/2030 | 243709 |
| 700000 | Braskem Idesa SAPI | 7.45% | 11/15/2029 | 516005 |
| 3200000 | Braskem Idesa SAPI | 6.99 %<sup>(a)</sup> | 02/20/2032 | 2223932 |
| 4300000 | Braskem Netherlands Finance BV | 5.88% | 01/31/2050 | 2707994 |
| 1600000 | BRF SA | 5.75% | 09/21/2050 | 1300901 |
| 4300000 | Canacol Energy Ltd. | 5.75% | 11/24/2028 | 1488076 |
| 4100000 | CAP SA | 3.90% | 04/27/2031 | 3298046 |
| 333333 | Comision Federal de Electricidad | 5.00% | 07/30/2049 | 278890 |
| 800000 | Cosan Overseas Ltd. | 8.25 %<sup>(g)</sup> | 08/05/2025 | 807904 |
| 2200000 | CSN Resources SA | 4.63% | 06/10/2031 | 1733667 |
| 1700000 | CSN Resources SA | 5.88% | 04/08/2032 | 1399507 |
| 725000 | eG Global Finance PLC | 12.00 %<sup>(a)</sup> | 11/30/2028 | 801110 |
| 1700000 | ENA Master Trust | 4.00% | 05/19/2048 | 1232755 |
| 808000 | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323<br> (11.00% Cash + 2.00% PIK) | 11.00 %<sup>(a)</sup> | 09/12/2030 | 655490 |
| 1126300 | Fideicomiso PA Pacifico Tres | 8.25% | 01/15/2035 | 1138689 |
| 1250000 | Fresnillo PLC | 4.25% | 10/02/2050 | 912263 |
| 1450000 | Frigorifico Concepcion SA | 7.70% | 07/21/2028 | 1127850 |
| 2500000 | Frigorifico Concepcion SA | 7.70 %<sup>(a)</sup> | 07/21/2028 | 1944569 |
| 1500000 | FS Luxembourg Sarl | 8.63 %<sup>(a)</sup> | 06/25/2033 | 1482000 |
| 1925000 | Garda World Security Corp. | 8.25 %<sup>(a)</sup> | 08/01/2032 | 1977096 |
| 1725000 | Garda World Security Corp. | 8.38 %<sup>(a)</sup> | 11/15/2032 | 1773428 |
| 3340000 | Global Aircraft Leasing Co. Ltd. | 8.75 %<sup>(a)</sup> | 09/01/2027 | 3428046 |
| 3100000 | Gran Tierra Energy, Inc. | 9.50 %<sup>(a)</sup> | 10/15/2029 | 2361626 |
| 4795000 | Husky Injection Molding Systems Ltd. / Titan Co.-Borrower LLC | 9.00 %<sup>(a)</sup> | 02/15/2029 | 5019396 |
| 1000000 | Industrias Penoles SAB de CV | 4.75% | 08/06/2050 | 764687 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 3150000 | Infraestructura Energetica Nova SAPI de CV | 4.88% | 01/14/2048 | 2328952 |
| 1000000 | Infraestructura Energetica Nova SAPI de CV | 4.75% | 01/15/2051 | 706668 |
| 1100000 | Kosmos Energy Ltd. | 7.75% | 05/01/2027 | 982410 |
| 200000 | Kosmos Energy Ltd. | 8.75% | 10/01/2031 | 148356 |
| 845000 | Kronos Acquisition Holdings, Inc. | 8.25 %<sup>(a)</sup> | 06/30/2031 | 768302 |
| 1000000 | Medco Cypress Tree Pte Ltd. | 8.63 %<sup>(a)</sup> | 05/19/2030 | 1024738 |
| 1400000 | Metinvest BV | 7.75% | 10/17/2029 | 1096340 |
| 2675000 | Mexarrend SAPI de CV | 10.25 %<sup>(e)</sup> | 07/24/2025 | 20063 |
| 4300000 | Motion Finco Sarl | 8.38 %<sup>(a)</sup> | 02/15/2032 | 3941914 |
| 2200000 | Movida Europe SA | 7.85% | 04/11/2029 | 2032602 |
| 1400000 | Movida Europe SA | 7.85 %<sup>(a)</sup> | 04/11/2029 | 1293474 |
| 3222208 | MV24 Capital BV | 6.75% | 06/01/2034 | 3127925 |
| 1332658 | Oi SA<br> (10.00% Cash or 7.50% Cash + 6.00% PIK or 13.50% PIK) | 10.00 %<sup>(a)</sup> | 06/30/2027 | 867792 |
| 2755070 | Oi SA<br> (8.50% Cash or 8.50% PIK) | 8.50 %<sup>(a)</sup> | 12/31/2028 | 185967 |
| 2600000 | Ontario Gaming GTA LP/OTG Co.-Issuer, Inc. | 8.00 %<sup>(a)</sup> | 08/01/2030 | 2610447 |
| 438000 | Operadora de Servicios Mega SAB de CV Sofom ER | 8.25 %<sup>(a)(e)</sup> | 12/31/2025 | 164250 |
| 3302000 | Operadora de Servicios Mega SAB de CV Sofom ER | 8.25 %<sup>(e)</sup> | 12/31/2025 | 1238250 |
| 1200000 | Orbia Advance Corp. SAB de CV | 5.50% | 01/15/2048 | 945303 |
| 2430000 | Phoenix Aviation Capital Ltd. | 9.25 %<sup>(a)</sup> | 07/15/2030 | 2518713 |
| 215916 | Prumo Participacoes e Investimentos S/A | 7.50% | 12/31/2031 | 218892 |
| 3100000 | Raizen Fuels Finance SA | 6.95% | 03/05/2054 | 2878283 |
| 200000 | Saavi Energia Sarl | 8.88% | 02/10/2035 | 208950 |
| 2800000 | Saavi Energia Sarl | 8.88 %<sup>(a)</sup> | 02/10/2035 | 2925300 |
| 2300000 | Sasol Financing USA LLC | 5.50% | 03/18/2031 | 1892194 |
| 530000 | Seaspan Corp. | 5.50 %<sup>(a)</sup> | 08/01/2029 | 504298 |
| 4400000 | Simpar Europe SA | 5.20% | 01/26/2031 | 3608000 |
| 1085000 | Telesat Canada / Telesat LLC | 5.63 %<sup>(a)</sup> | 12/06/2026 | 656425 |
| 429093 | TransJamaican Highway Ltd. | 5.75% | 10/10/2036 | 398842 |
| 427053 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50% | 12/31/2027 | 343778 |
| 304068 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50 %<sup>(a)</sup> | 12/31/2027 | 244775 |
| 1483503 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00% | 12/31/2028 | 415381 |
| 344998 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00 %<sup>(a)</sup> | 12/31/2028 | 96599 |
| 1806789 | Unigel Netherlands Holding Corp. BV<br> (15.00% Cash or 15.00% PIK) | 15.00% | 12/31/2044 | 58721 |
| 800000 | Volcan Cia Minera SAA | 8.75% | 01/24/2030 | 795364 |
| 800000 | Yinson Bergenia Production BV | 8.50 %<sup>(a)</sup> | 01/31/2045 | 811864 |
|  | **Total Foreign Corporate Bonds (Cost $113,563,357)** |  |  | **95927325** |
| **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 6.7%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 6.7%** |  |  |  |
| 3900000 | Aeropuerto Internacional de Tocumen SA | 5.13% | 08/11/2061 | 2749617 |
| 5200000 | Brazilian Government International Bond | 4.75% | 01/14/2050 | 3678725 |
| 600000 | Colombia Government International Bond | 4.13% | 02/22/2042 | 381013 |
| 5100000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 3452718 |
| 4200000 | Comision Federal de Electricidad | 4.68% | 02/09/2051 | 2929995 |
| 600000 | Corp. Nacional del Cobre de Chile | 3.70% | 01/30/2050 | 407406 |
| 2750000 | Corp. Nacional del Cobre de Chile | 3.15% | 01/15/2051 | 1690073 |
| 2365000 | Ecopetrol SA | 5.88% | 05/28/2045 | 1634223 |
| 3150000 | Ecopetrol SA | 5.88% | 11/02/2051 | 2076562 |
| 2400000 | Empresa de Transmision Electrica SA | 5.13% | 05/02/2049 | 1733100 |
| 397700 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | 7.25 %<sup>(a)</sup> | 01/31/2041 | 404024 |
| 1789651 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | 7.25% | 01/31/2041 | 1818106 |
| 3150000 | Guatemala Government Bond | 4.65% | 10/07/2041 | 2510156 |
| 1850000 | Mexico City Airport Trust | 5.50% | 07/31/2047 | 1528886 |
| 5250000 | Mexico Government International Bond | 4.40% | 02/12/2052 | 3697181 |
| 1900000 | Morocco Government International Bond | 4.00% | 12/15/2050 | 1296465 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 3650000 | OCP SA | 5.13% | 06/23/2051 | 2775889 |
| 1250000 | Peruvian Government International Bond | 2.78% | 12/01/2060 | 674662 |
| 3800000 | Petrobras Global Finance BV | 5.50% | 06/10/2051 | 2943942 |
| 5700000 | Petroleos del Peru SA | 5.63% | 06/19/2047 | 3610287 |
| 3700000 | Petroleos Mexicanos | 6.38% | 01/23/2045 | 2623295 |
| 1800000 | Petroleos Mexicanos | 6.75% | 09/21/2047 | 1304849 |
| 650000 | Port Of Spain Waterfront Development | 7.88% | 02/19/2040 | 647530 |
| 1600000 | Port Of Spain Waterfront Development | 7.88 %<sup>(a)</sup> | 02/19/2040 | 1593920 |
| 4200000 | Republic of South Africa Government International Bond | 5.65% | 09/27/2047 | 3147294 |
| 400000 | Trinidad Generation Unlimited | 7.75 %<sup>(a)</sup> | 06/16/2033 | 414650 |
|  | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $59,801,004)** |  |  | **51724568** |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 22.8%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 22.8%** |  |  |  |
|  | 1345 Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2025-AOA-D (1 mo. Term SOFR + 3.00%, 3.00% Floor) | 7.30 %<sup>(a)</sup> | 06/15/2030 | 1004219 |
|  | ACREC Trust |  |  |  |
| 2310000 | &nbsp;&nbsp;Series 2023-FL2-B (1 mo. Term SOFR + 3.48%, 3.48% Floor) | 7.79 %<sup>(a)</sup> | 02/19/2038 | 2325066 |
|  | ARDN Mortgage Trust |  |  |  |
| 1550000 | &nbsp;&nbsp;Series 2025-ARCP-E (1 mo. Term SOFR + 4.50%, 4.50% Floor) | 8.80 %<sup>(a)</sup> | 06/15/2035 | 1557056 |
|  | AREIT Ltd. |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2024-CRE9-C (1 mo. Term SOFR + 3.09%, 3.09% Floor) | 7.40 %<sup>(a)</sup> | 05/17/2041 | 2955819 |
|  | AREIT Trust |  |  |  |
| 1930000 | &nbsp;&nbsp;Series 2022-CRE6-D (30 day avg SOFR US + 2.85%, 2.85% Floor) | 7.15 %<sup>(a)</sup> | 01/20/2037 | 1931978 |
| 1000000 | &nbsp;&nbsp;Series 2022-CRE7-D (1 mo. Term SOFR + 4.44%, 4.44% Floor) | 8.76 %<sup>(a)</sup> | 06/17/2039 | 1003346 |
| 4375000 | &nbsp;&nbsp;Series 2023-CRE8-C (1 mo. Term SOFR + 4.02%, 4.02% Floor) | 8.34 %<sup>(a)</sup> | 08/17/2041 | 4383199 |
| 2390000 | &nbsp;&nbsp;Series 2025-CRE10-D (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 7.10 %<sup>(a)</sup> | 01/17/2030 | 2281664 |
|  | BANK |  |  |  |
| 18317000 | &nbsp;&nbsp;Series 2018-BN12-XE | 1.50 %<sup>(a)(f)(h)</sup> | 05/15/2061 | 644722 |
| 6978000 | &nbsp;&nbsp;Series 2018-BN12-XF | 1.50 %<sup>(a)(f)(h)</sup> | 05/15/2061 | 242346 |
| 20061456 | &nbsp;&nbsp;Series 2018-BN12-XG | 1.50 %<sup>(a)(f)(h)</sup> | 05/15/2061 | 665639 |
| 18522000 | &nbsp;&nbsp;Series 2019-BN16-XF | 1.14 %<sup>(a)(f)(h)</sup> | 02/15/2052 | 629359 |
| 9261000 | &nbsp;&nbsp;Series 2019-BN16-XG | 1.14 %<sup>(a)(f)(h)</sup> | 02/15/2052 | 312086 |
| 4631000 | &nbsp;&nbsp;Series 2019-BN16-XH | 1.14 %<sup>(a)(f)(h)</sup> | 02/15/2052 | 153365 |
| 6366937 | &nbsp;&nbsp;Series 2019-BN16-XJ | 1.14 %<sup>(a)(f)(h)</sup> | 02/15/2052 | 200278 |
| 21359000 | &nbsp;&nbsp;Series 2022-BNK43-XD | 2.40 %<sup>(a)(f)(h)</sup> | 08/15/2055 | 2759880 |
| 77961720 | &nbsp;&nbsp;Series 2023-BNK46-XA | 0.75 %<sup>(f)(h)</sup> | 08/15/2056 | 2796760 |
|  | BANK5 Trust |  |  |  |
| 219246759 | &nbsp;&nbsp;Series 2023-5YR1-XA | 0.48 %<sup>(f)(h)</sup> | 04/15/2056 | 1549417 |
| 65071170 | &nbsp;&nbsp;Series 2023-5YR4-XA | 1.26 %<sup>(f)(h)</sup> | 12/15/2056 | 1906748 |
|  | BBCMS Trust |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2020-C7-D | 3.70 %<sup>(a)(f)</sup> | 04/15/2053 | 1758716 |
| 1150000 | &nbsp;&nbsp;Series 2025-5C34-D | 4.25 %<sup>(a)</sup> | 05/15/2058 | 999165 |
|  | Beast Mortgage Trust |  |  |  |
| 6000000 | &nbsp;&nbsp;Series 2021-1818-G (1 mo. Term SOFR + 6.11%, 6.25% Floor) | 10.43 %<sup>(a)</sup> | 03/15/2036 | 811511 |
|  | Benchmark Mortgage Trust |  |  |  |
| 7464000 | &nbsp;&nbsp;Series 2018-B4-D | 2.92 %<sup>(a)(f)</sup> | 07/15/2051 | 6078113 |
| 12324000 | &nbsp;&nbsp;Series 2021-B26-XF | 1.50 %<sup>(a)(f)(h)</sup> | 06/15/2054 | 845864 |
| 2890000 | &nbsp;&nbsp;Series 2024-V10-D | 4.50 %<sup>(a)</sup> | 09/15/2057 | 2571618 |
|  | BMO Mortgage Trust |  |  |  |
| 134033691 | &nbsp;&nbsp;Series 2023-5C1-XA | 0.82 %<sup>(f)(h)</sup> | 08/15/2056 | 2135452 |
|  | BrightSpire Capital, Inc. |  |  |  |
| 3800000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.81%, 2.70% Floor) | 7.13 %<sup>(a)</sup> | 08/19/2038 | 3690397 |
| 3106000 | &nbsp;&nbsp;Series 2024-FL2-C (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.86 %<sup>(a)</sup> | 08/19/2037 | 3096045 |
|  | BSPDF Issuer Ltd. |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.86%, 2.75% Floor) | 7.18 %<sup>(a)</sup> | 10/15/2036 | 2471095 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | BX Trust |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2021-VIEW-G (1 mo. Term SOFR + 5.04%, 4.93% Floor) | 9.36 %<sup>(a)</sup> | 06/15/2036 | 2389457 |
| 3500000 | &nbsp;&nbsp;Series 2022-PSB-E (1 mo. Term SOFR + 6.34%, 6.34% Floor) | 10.65 %<sup>(a)</sup> | 08/15/2039 | 3503071 |
| 1940000 | &nbsp;&nbsp;Series 2025-LUNR-E (1 mo. Term SOFR + 3.95%, 3.95% Floor) | 8.26 %<sup>(a)</sup> | 06/15/2040 | 1949754 |
|  | BXMT Ltd. |  |  |  |
| 1190000 | &nbsp;&nbsp;Series 2020-FL3-AS (1 mo. Term SOFR + 2.36%, 2.36% Floor) | 6.68 %<sup>(a)</sup> | 11/15/2037 | 1188896 |
|  | CALI Mortgage Trust |  |  |  |
| 1547000 | &nbsp;&nbsp;Series 2024-SUN-C (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 7.10 %<sup>(a)</sup> | 07/15/2041 | 1552630 |
|  | Computershare Corporate Trust |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2016-C33-D | 3.12 %<sup>(a)</sup> | 03/15/2059 | 1834234 |
| 1814000 | &nbsp;&nbsp;Series 2019-C50-D | 3.00 %<sup>(a)</sup> | 05/15/2052 | 1488103 |
|  | Credit Suisse Mortgage Capital Certificates |  |  |  |
| 18014000 | &nbsp;&nbsp;Series 2016-NXSR-XE | 1.00 %<sup>(a)(f)(h)</sup> | 12/15/2049 | 206511 |
|  | CSAIL Commercial Mortgage Trust |  |  |  |
| 53497389 | &nbsp;&nbsp;Series 2017-CX9-XA | 0.72 %<sup>(f)(h)</sup> | 09/15/2050 | 396870 |
| 2500000 | &nbsp;&nbsp;Series 2020-C19-E | 2.50 %<sup>(a)</sup> | 03/15/2053 | 814955 |
| 13238000 | &nbsp;&nbsp;Series 2020-C19-XD | 1.23 %<sup>(a)(f)(h)</sup> | 03/15/2053 | 568539 |
|  | CSWF |  |  |  |
| 3754616 | &nbsp;&nbsp;Series 2018-TOP-H (1 mo. Term SOFR + 3.66%, 3.61% Floor) | 7.97 %<sup>(a)</sup> | 08/15/2035 | 3556639 |
|  | Del Amo Fashion Center Trust |  |  |  |
| 2100000 | &nbsp;&nbsp;Series 2017-AMO-C | 3.76 %<sup>(a)(f)</sup> | 06/05/2035 | 1973393 |
|  | DOLP Trust |  |  |  |
| 4000000 | &nbsp;&nbsp;Series 2021-NYC-F | 3.70 %<sup>(a)(f)</sup> | 05/10/2041 | 2937680 |
|  | Granite Point Mortgage Trust, Inc. |  |  |  |
| 1780000 | &nbsp;&nbsp;Series 2021-FL4-B (1 mo. Term SOFR + 2.06%, 1.95% Floor) | 6.38 %<sup>(a)</sup> | 12/15/2036 | 1736678 |
|  | Great Wolf Trust |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2024-WLF2-E (1 mo. Term SOFR + 3.64%) | 7.95 %<sup>(a)</sup> | 05/15/2041 | 2506401 |
| 1000000 | &nbsp;&nbsp;Series 2024-WOLF-E (1 mo. Term SOFR + 3.64%, 3.64% Floor) | 7.95 %<sup>(a)</sup> | 03/15/2039 | 1005895 |
|  | Greystone Commercial Real Estate Notes |  |  |  |
| 2650000 | &nbsp;&nbsp;Series 2021-FL3-D (1 mo. Term SOFR + 2.31%, 2.20% Floor) | 6.63 %<sup>(a)</sup> | 07/15/2039 | 2635401 |
| 2120000 | &nbsp;&nbsp;Series 2025-FL4-C (1 mo. Term SOFR + 2.89%, 2.89% Floor) | 7.20 %<sup>(a)</sup> | 01/15/2043 | 2122264 |
|  | GS Mortgage Securities Corp. II |  |  |  |
| 1054710 | &nbsp;&nbsp;Series 2010-C1-C | 5.64 %<sup>(a)(f)</sup> | 08/10/2043 | 1048174 |
| 890000 | &nbsp;&nbsp;Series 2014-GC26-D | 4.55 %<sup>(a)(f)</sup> | 11/10/2047 | 518434 |
| 905674 | &nbsp;&nbsp;Series 2015-GC28-D | 4.56 %<sup>(a)(f)</sup> | 02/10/2048 | 868202 |
| 7105684 | &nbsp;&nbsp;Series 2016-GS3-XA | 1.30 %<sup>(f)(h)</sup> | 10/10/2049 | 57671 |
| 2000000 | &nbsp;&nbsp;Series 2023-SHIP-D | 6.27 %<sup>(a)(f)</sup> | 09/10/2038 | 2002232 |
|  | HGI CRE CLO Ltd. |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2021-FL2-D (1 mo. Term SOFR + 2.26%, 2.26% Floor) | 6.58 %<sup>(a)</sup> | 09/17/2036 | 1498230 |
| 1640000 | &nbsp;&nbsp;Series 2021-FL2-E (1 mo. Term SOFR + 2.56%, 2.56% Floor) | 6.88 %<sup>(a)</sup> | 09/17/2036 | 1619815 |
| 2000000 | &nbsp;&nbsp;Series 2022-FL3-B (30 day avg SOFR US + 2.60%, 2.60% Floor) | 6.90 %<sup>(a)</sup> | 04/20/2037 | 2008766 |
|  | HIG RCP LLC |  |  |  |
| 4000000 | &nbsp;&nbsp;Series 2023-FL1-B (1 mo. Term SOFR + 3.61%, 3.61% Floor) | 7.93 %<sup>(a)</sup> | 09/19/2038 | 4028928 |
|  | JP Morgan Chase Commercial Mortgage Securities |  |  |  |
| 4000000 | &nbsp;&nbsp;Series 2019-MFP-G (1 mo. Term SOFR + 4.10%, 4.05% Floor) | 8.41 %<sup>(a)</sup> | 07/15/2036 | 2918615 |
| 4000000 | &nbsp;&nbsp;Series 2019-MFP-XG | 0.50 %<sup>(a)(f)(h)</sup> | 07/15/2036 | 37229 |
|  | JPMBB Commercial Mortgage Securities Trust |  |  |  |
| 4265065 | &nbsp;&nbsp;Series 2014-C23-XA | 0.51 %<sup>(f)(h)</sup> | 09/15/2047 | 60 |
| 2265000 | &nbsp;&nbsp;Series 2015-C27-D | 3.95 %<sup>(a)(f)</sup> | 02/15/2048 | 592184 |
| 38835775 | &nbsp;&nbsp;Series 2015-C32-XA | 1.23 %<sup>(f)(h)</sup> | 11/15/2048 | 1095 |
|  | JPMDB Commercial Mortgage Securities Trust |  |  |  |
| 25460000 | &nbsp;&nbsp;Series 2020-COR7-XB | 0.56 %<sup>(f)(h)</sup> | 05/13/2053 | 494331 |
| 10244000 | &nbsp;&nbsp;Series 2020-COR7-XD | 2.11 %<sup>(a)(f)(h)</sup> | 05/13/2053 | 791926 |
|  | KREF |  |  |  |
| 3250000 | &nbsp;&nbsp;Series 2021-FL2-C (1 mo. Term SOFR + 2.11%, 2.00% Floor) | 6.43 %<sup>(a)</sup> | 02/15/2039 | 3220769 |
|  | LoanCore |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2021-CRE5-C (1 mo. Term SOFR + 2.46%, 2.46% Floor) | 6.78 %<sup>(a)</sup> | 07/15/2036 | 4942220 |
| 2200000 | &nbsp;&nbsp;Series 2021-CRE6-D (1 mo. Term SOFR + 2.96%, 2.85% Floor) | 7.28 %<sup>(a)</sup> | 11/15/2038 | 2207702 |
| 1660000 | &nbsp;&nbsp;Series 2025-CRE8-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 7.05 %<sup>(a)</sup> | 08/17/2042 | 1616131 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | MF1 Multifamily Housing Mortgage Loan Trust |  |  |  |
| 770000 | &nbsp;&nbsp;Series 2021-FL5-E (1 mo. Term SOFR + 3.11%, 3.11% Floor) | 7.43 %<sup>(a)</sup> | 07/15/2036 | 770150 |
| 2050000 | &nbsp;&nbsp;Series 2021-FL6-E (1 mo. Term SOFR + 3.06%, 2.95% Floor) | 7.38 %<sup>(a)</sup> | 07/16/2036 | 2028420 |
| 2550000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 2.91%, 2.80% Floor) | 7.23 %<sup>(a)</sup> | 10/16/2036 | 2474270 |
| 1500000 | &nbsp;&nbsp;Series 2022-FL10-D (1 mo. Term SOFR + 5.73%, 5.73% Floor) | 10.05 %<sup>(a)</sup> | 09/17/2037 | 1506865 |
| 1500000 | &nbsp;&nbsp;Series 2024-FL14-D (1 mo. Term SOFR + 4.84%, 4.84% Floor) | 9.16 %<sup>(a)</sup> | 03/19/2039 | 1520923 |
| 2450000 | &nbsp;&nbsp;Series 2024-FL15-C (1 mo. Term SOFR + 2.94%, 2.94% Floor) | 7.25 %<sup>(a)</sup> | 08/18/2041 | 2462306 |
| 1770000 | &nbsp;&nbsp;Series 2025-FL17-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 7.06 %<sup>(a)</sup> | 02/18/2040 | 1750201 |
| 2750000 | &nbsp;&nbsp;Series 2025-FL19-C (1 mo. Term SOFR + 2.84%, 2.84% Floor) | 7.16 %<sup>(a)</sup> | 05/18/2042 | 2750833 |
|  | MFT Trust |  |  |  |
| 600000 | &nbsp;&nbsp;Series 2020-ABC-D | 3.59 %<sup>(a)(f)</sup> | 02/10/2042 | 366436 |
|  | Morgan Stanley ABS Capital I, Inc. |  |  |  |
| 454562500 | &nbsp;&nbsp;Series 2022-L8-XA | 0.09 %<sup>(f)(h)</sup> | 04/15/2055 | 1535103 |
|  | Morgan Stanley Bank of America Merrill Lynch Trust |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2015-C27-D | 3.24 %<sup>(a)(f)</sup> | 12/15/2047 | 4348136 |
|  | Morgan Stanley Capital I, Inc. |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2019-PLND-G (1 mo. Term SOFR + 3.76%, 3.65% Floor) | 8.08 %<sup>(a)</sup> | 05/15/2036 | 393750 |
|  | NYC Commercial Mortgage Trust |  |  |  |
| 1070000 | &nbsp;&nbsp;Series 2025-3BP-E (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.85 %<sup>(a)</sup> | 02/15/2042 | 1057118 |
|  | PFP III Ltd. |  |  |  |
| 1602000 | &nbsp;&nbsp;Series 2023-10-C (1 mo. Term SOFR + 4.12%, 4.12% Floor) | 8.44 %<sup>(a)</sup> | 09/16/2038 | 1612868 |
| 2634186 | &nbsp;&nbsp;Series 2024-11-C (1 mo. Term SOFR + 2.99%, 2.99% Floor) | 7.30 %<sup>(a)</sup> | 09/17/2039 | 2639752 |
| 3000000 | &nbsp;&nbsp;Series 2025-12-C (1 mo. Term SOFR + 2.54%, 2.54% Floor) | 6.86 %<sup>(a)</sup> | 12/18/2042 | 3004209 |
|  | Ready Capital Corp. |  |  |  |
| 1250000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 3.51%, 3.40% Floor) | 7.83 %<sup>(a)</sup> | 11/25/2036 | 1249365 |
| 3250000 | &nbsp;&nbsp;Series 2023-FL11-B (1 mo. Term SOFR + 3.53%, 3.53% Floor) | 7.85 %<sup>(a)</sup> | 10/25/2039 | 3261700 |
| 2887000 | &nbsp;&nbsp;Series 2023-FL11-C (1 mo. Term SOFR + 4.28%, 4.28% Floor) | 8.60 %<sup>(a)</sup> | 10/25/2039 | 2899645 |
| 2000000 | &nbsp;&nbsp;Series 2023-FL12-C (1 mo. Term SOFR + 4.55%, 4.55% Floor) | 8.87 %<sup>(a)</sup> | 05/25/2038 | 2024664 |
|  | SMR Mortgage Trust |  |  |  |
| 4944657 | &nbsp;&nbsp;Series 2022-IND-G (1 mo. Term SOFR + 7.50%, 7.50% Floor) | 11.81 %<sup>(a)</sup> | 02/15/2039 | 4388066 |
|  | Starwood Property Trust, Inc. |  |  |  |
| 2325000 | &nbsp;&nbsp;Series 2022-FL3-B (30 day avg SOFR US + 1.95%, 1.95% Floor) | 6.25 %<sup>(a)</sup> | 11/15/2038 | 2287040 |
|  | TPG Real Estate Finance Issuer Ltd. |  |  |  |
| 2510000 | &nbsp;&nbsp;Series 2021-FL4-B (1 mo. Term SOFR + 1.96%, 1.85% Floor) | 6.28 %<sup>(a)</sup> | 03/15/2038 | 2508509 |
| 2479500 | &nbsp;&nbsp;Series 2022-FL5-B (1 mo. Term SOFR + 2.45%, 2.45% Floor) | 6.76 %<sup>(a)</sup> | 02/15/2039 | 2475667 |
|  | UBS-Barclays Commercial Mortgage Trust |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2013-C5-C | 3.84 %<sup>(a)(f)</sup> | 03/10/2046 | 2724509 |
|  | Wachovia Bank Commercial Mortgage Trust |  |  |  |
| 3121148 | &nbsp;&nbsp;Series 2005-C21-E | 5.12 %<sup>(a)(f)</sup> | 10/15/2044 | 1264065 |
|  | WHARF Trust |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2025-DC-E | 7.72 %<sup>(a)(f)</sup> | 07/15/2040 | 1541930 |
|  | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $203,254,288)** |  |  | **175447508** |
| **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 17.1%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 17.1%** |  |  |  |
|  | ACE Securities Corp. |  |  |  |
| 8553451 | &nbsp;&nbsp;Series 2006-HE4-A2B (1 mo. Term SOFR + 0.33%, 0.22% Floor) | 4.65% | 10/25/2036 | 3363917 |
|  | Countrywide Alternative Loan Trust |  |  |  |
| 5297284 | &nbsp;&nbsp;Series 2005-J12-2A1 (1 mo. Term SOFR + 0.65%, 0.54% Floor, 11.00% Cap) | 4.97% | 08/25/2035 | 2698828 |
|  | Deephaven Residential Mortgage Trust |  |  |  |
| 10000000 | &nbsp;&nbsp;Series 2020-2-B3 | 6.39 %<sup>(a)(f)</sup> | 05/25/2065 | 9968511 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Fannie Mae Connecticut Avenue Securities |  |  |  |
| 6066644 | &nbsp;&nbsp;Series 2019-R05-1B1 (30 day avg SOFR US + 4.21%, 0.00% Floor) | 8.52 %<sup>(a)</sup> | 07/25/2039 | 6224305 |
| 3280985 | &nbsp;&nbsp;Series 2019-R07-1B1 (30 day avg SOFR US + 3.51%, 0.00% Floor) | 7.82 %<sup>(a)</sup> | 10/25/2039 | 3354598 |
|  | Federal National Mortgage Association |  |  |  |
| 8400000 | &nbsp;&nbsp;Series 2021-R02-2B2 (30 day avg SOFR US + 6.20%, 0.00% Floor) | 10.51 %<sup>(a)</sup> | 11/25/2041 | 8821085 |
|  | Freddie Mac Structured Agency Credit Risk Debt Notes |  |  |  |
| 9250000 | &nbsp;&nbsp;Series 2020-DNA1-B2 (30 day avg SOFR US + 5.36%, 0.00% Floor) | 9.67 %<sup>(a)</sup> | 01/25/2050 | 10219633 |
| 3000000 | &nbsp;&nbsp;Series 2020-DNA2-B2 (30 day avg SOFR US + 4.91%, 0.00% Floor) | 9.22 %<sup>(a)</sup> | 02/25/2050 | 3295987 |
| 6000000 | &nbsp;&nbsp;Series 2020-DNA6-B2 (30 day avg SOFR US + 5.65%, 0.00% Floor) | 9.96 %<sup>(a)</sup> | 12/25/2050 | 6863180 |
| 22000000 | &nbsp;&nbsp;Series 2020-HQA2-B2 (30 day avg SOFR US + 7.71%, 0.00% Floor) | 12.02 %<sup>(a)</sup> | 03/25/2050 | 26709690 |
| 9750000 | &nbsp;&nbsp;Series 2020-HQA5-B2 (30 day avg SOFR US + 7.40%, 0.00% Floor) | 11.71 %<sup>(a)</sup> | 11/25/2050 | 11742124 |
|  | GS Mortgage-Backed Securities Trust |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2020-NQM1-B2 | 6.90 %<sup>(a)(f)</sup> | 09/27/2060 | 1523372 |
|  | Homeward Opportunities Fund I Trust |  |  |  |
| 8000000 | &nbsp;&nbsp;Series 2020-2-B1 | 5.45 %<sup>(a)(f)</sup> | 05/25/2065 | 7978914 |
|  | JP Morgan Alternative Loan Trust |  |  |  |
| 5981464 | &nbsp;&nbsp;Series 2007-A2-12A1 (1 mo. Term SOFR + 0.51%, 0.40% Floor, 11.50% Cap) | 4.83% | 06/25/2037 | 2229813 |
|  | JP Morgan Mortgage Trust |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2024-VIS2-B2 | 7.72 %<sup>(a)(f)</sup> | 11/25/2064 | 2455431 |
|  | Rithm Capital Corp. |  |  |  |
| 4102000 | &nbsp;&nbsp;Series 2020-NQM2-B1 | 4.08 %<sup>(a)(f)</sup> | 05/24/2060 | 3605056 |
| 2886000 | &nbsp;&nbsp;Series 2020-NQM2-B2 | 4.08 %<sup>(a)(f)</sup> | 05/24/2060 | 2438248 |
|  | TBW Mortgage Backed Pass Through Certificates |  |  |  |
| 4132264 | &nbsp;&nbsp;Series 2007-2-A1A | 5.96 %<sup>(f)</sup> | 07/25/2037 | 1175246 |
|  | Verus Securitization Trust |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2020-4-B2 | 5.60 %<sup>(a)(f)</sup> | 05/25/2065 | 4999546 |
|  | Vista Point Securitization Trust |  |  |  |
| 9222000 | &nbsp;&nbsp;Series 2020-1-B2 | 5.38 %<sup>(a)(f)</sup> | 03/25/2065 | 8791274 |
| 3396000 | &nbsp;&nbsp;Series 2020-2-B2 | 5.16 %<sup>(a)(f)</sup> | 04/25/2065 | 3243264 |
|  | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $125,255,113)** |  |  | **131702022** |
| **US CORPORATE BONDS - 17.4%** | **US CORPORATE BONDS - 17.4%** |  |  |  |
| 2290000 | 1261229 BC Ltd. | 10.00 %<sup>(a)</sup> | 04/15/2032 | 2311732 |
| 2130000 | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | 9.75 %<sup>(a)</sup> | 04/15/2030 | 2166016 |
| 1060000 | APH / APH2 / APH3 | 7.88 %<sup>(a)</sup> | 11/01/2029 | 1085175 |
| 830000 | Artera Services LLC | 8.50 %<sup>(a)</sup> | 02/15/2031 | 691827 |
| 1574922 | ASP Unifrax Holdings, Inc.<br> (7.10% Cash or 5.85% Cash + 1.25% PIK) | 7.10 %<sup>(a)</sup> | 09/30/2029 | 724464 |
| 3580000 | AthenaHealth Group, Inc. | 6.50 %<sup>(a)</sup> | 02/15/2030 | 3527071 |
| 1710000 | Bausch + Lomb Corp. | 8.38 %<sup>(a)</sup> | 10/01/2028 | 1786950 |
| 940000 | Beach Acquisition Bidco LLC<br> (10.00% Cash or 10.75% PIK) | 10.00 %<sup>(a)</sup> | 07/15/2033 | 976674 |
| 1640000 | Brand Industrial Services, Inc. | 10.38 %<sup>(a)</sup> | 08/01/2030 | 1515173 |
| 1350000 | Caesars Entertainment, Inc. | 8.13 %<sup>(a)</sup> | 07/01/2027 | 1351249 |
| 5455000 | Castle US Holding Corp. | 10.00 %<sup>(a)</sup> | 06/30/2031 | 2372925 |
| 690000 | CHS/Community Health Systems, Inc. | 10.88 %<sup>(a)</sup> | 01/15/2032 | 732171 |
| 1925000 | Clear Channel Outdoor Holdings, Inc. | 7.50 %<sup>(a)</sup> | 06/01/2029 | 1782006 |
| 2335000 | Cobra AcquisitionCo LLC | 6.38 %<sup>(a)</sup> | 11/01/2029 | 2011798 |
| 3150000 | CommScope LLC | 9.50 %<sup>(a)</sup> | 12/15/2031 | 3301035 |
| 1605000 | CoreWeave, Inc. | 9.25 %<sup>(a)</sup> | 06/01/2030 | 1642209 |
| 1580000 | Cornerstone Building Brands, Inc. | 9.50 %<sup>(a)</sup> | 08/15/2029 | 1453910 |
| 1695000 | Dcli Bidco LLC | 7.75 %<sup>(a)</sup> | 11/15/2029 | 1718396 |
| 3895000 | Dealer Tire LLC / DT Issuer LLC | 8.00 %<sup>(a)</sup> | 02/01/2028 | 3765629 |
| 3395000 | Directv Financing LLC / Directv Financing Co.-Obligor, Inc. | 10.00 %<sup>(a)</sup> | 02/15/2031 | 3298305 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 1175000 | DISH DBS Corp. | 5.75 %<sup>(a)</sup> | 12/01/2028 | 1019313 |
| 2005000 | Dornoch Debt Merger Sub, Inc. | 6.63 %<sup>(a)</sup> | 10/15/2029 | 1555150 |
| 1580000 | EchoStar Corp. | 10.75% | 11/30/2029 | 1628743 |
| 2943000 | Embarq LLC | 8.00% | 06/01/2036 | 1351205 |
| 3550000 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. | 6.75 %<sup>(a)</sup> | 01/15/2030 | 3278803 |
| 1400000 | Freedom Mortgage Holdings LLC | 8.38 %<sup>(a)</sup> | 04/01/2032 | 1416201 |
| 1640000 | Full House Resorts, Inc. | 8.25 %<sup>(a)</sup> | 02/15/2028 | 1594685 |
| 335000 | GrafTech Global Enterprises, Inc. | 9.88 %<sup>(a)</sup> | 12/23/2029 | 266325 |
| 1675000 | Gray Media, Inc. | 10.50 %<sup>(a)</sup> | 07/15/2029 | 1800751 |
| 3400000 | Helios Software Holdings, Inc. / ION Corporate Solutions Finance Sarl | 8.75 %<sup>(a)</sup> | 05/01/2029 | 3500351 |
| 965000 | Hightower Holding LLC | 6.75 %<sup>(a)</sup> | 04/15/2029 | 962545 |
| 1285000 | Hightower Holding LLC | 9.13 %<sup>(a)</sup> | 01/31/2030 | 1369216 |
| 3580000 | Illuminate Buyer LLC / Illuminate Holdings IV, Inc. | 9.00 %<sup>(a)</sup> | 07/01/2028 | 3599994 |
| 1110000 | JetBlue Airways Corp. / JetBlue Loyalty LP | 9.88 %<sup>(a)</sup> | 09/20/2031 | 1080592 |
| 1070000 | Kohl's Corp. | 10.00 %<sup>(a)</sup> | 06/01/2030 | 1110285 |
| 1353000 | LBM Acquisition LLC | 6.25 %<sup>(a)</sup> | 01/15/2029 | 1174884 |
| 1215000 | LFS Topco LLC | 8.75 %<sup>(a)</sup> | 07/15/2030 | 1196148 |
| 1545000 | LifePoint Health, Inc. | 11.00 %<sup>(a)</sup> | 10/15/2030 | 1706369 |
| 3100000 | LifePoint Health, Inc. | 10.00 %<sup>(a)</sup> | 06/01/2032 | 3202036 |
| 1845000 | Mativ Holdings, Inc. | 8.00 %<sup>(a)</sup> | 10/01/2029 | 1674017 |
| 2200000 | Michaels Cos., Inc. | 5.25 %<sup>(a)</sup> | 05/01/2028 | 1769904 |
| 750000 | ModivCare, Inc. | 5.00 %<sup>(a)</sup> | 10/01/2029 | 26250 |
| 915000 | Nabors Industries, Inc. | 8.88 %<sup>(a)</sup> | 08/15/2031 | 680392 |
| 4395000 | Newfold Digital Holdings Group, Inc. | 6.00 %<sup>(a)</sup> | 02/15/2029 | 2560087 |
| 1985000 | NGL Energy Operating LLC / NGL Energy Finance Corp. | 8.38 %<sup>(a)</sup> | 02/15/2032 | 1992589 |
| 250000 | Olympus Water US Holding Corp. | 6.25 %<sup>(a)</sup> | 10/01/2029 | 238775 |
| 1030000 | OneMain Finance Corp. | 9.00% | 01/15/2029 | 1080777 |
| 6700000 | PetSmart, Inc. / PetSmart Finance Corp. | 7.75 %<sup>(a)</sup> | 02/15/2029 | 6517238 |
| 1765000 | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. | 5.88 %<sup>(a)</sup> | 09/01/2031 | 968544 |
| 2568129 | Radiology Partners, Inc.<br> (9.78% Cash or 9.78% PIK) | 9.78 %<sup>(a)</sup> | 02/15/2030 | 2526397 |
| 1500000 | Radiology Partners, Inc. | 8.50 %<sup>(a)</sup> | 07/15/2032 | 1505370 |
| 973000 | Sabre GLBL, Inc. | 8.63 %<sup>(a)</sup> | 06/01/2027 | 996722 |
| 1039000 | Sabre GLBL, Inc. | 10.75 %<sup>(a)</sup> | 11/15/2029 | 1071517 |
| 955000 | Staples, Inc. | 10.75 %<sup>(a)</sup> | 09/01/2029 | 908611 |
| 2500000 | Staples, Inc. | 12.75 %<sup>(a)</sup> | 01/15/2030 | 1666891 |
| 1370000 | Starz Capital Holdings LLC | 5.50 %<sup>(a)</sup> | 04/15/2029 | 1142717 |
| 4170000 | SWF Holdings I Corp. | 6.50 %<sup>(a)</sup> | 10/01/2029 | 1615875 |
| 3410000 | TKC Holdings, Inc. | 10.50 %<sup>(a)</sup> | 05/15/2029 | 3507140 |
| 885000 | TMS International Corp./DE | 6.25 %<sup>(a)</sup> | 04/15/2029 | 842195 |
| 4130000 | Trident TPI Holdings, Inc. | 12.75 %<sup>(a)</sup> | 12/31/2028 | 4386188 |
| 2460000 | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC | 6.50 %<sup>(a)</sup> | 02/15/2029 | 2380035 |
| 2060000 | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC | 8.63 %<sup>(a)</sup> | 06/15/2032 | 2082677 |
| 3190000 | Univision Communications, Inc. | 8.50 %<sup>(a)</sup> | 07/31/2031 | 3196420 |
| 845000 | Venture Global LNG, Inc. | 8.38 %<sup>(a)</sup> | 06/01/2031 | 878251 |
| 840000 | Veritiv Operating Co. | 10.50 %<sup>(a)</sup> | 11/30/2030 | 910346 |
| 1050000 | Vibrantz Technologies, Inc. | 9.00 %<sup>(a)</sup> | 02/15/2030 | 708265 |
| 3440000 | Victra Holdings LLC / Victra Finance Corp. | 8.75 %<sup>(a)</sup> | 09/15/2029 | 3608147 |
| 4885000 | Viking Cruises Ltd. | 9.13 %<sup>(a)</sup> | 07/15/2031 | 5264203 |
| 2545000 | Vital Energy, Inc. | 7.88 %<sup>(a)</sup> | 04/15/2032 | 2178000 |
| 206640 | Vortex Opco LLC<br> (3 mo. Term SOFR + 6.25%, 0.50% Floor) | 10.54 %<sup>(a)</sup> | 04/30/2030 | 204057 |
| 1645000 | Voyager Parent LLC | 9.25 %<sup>(a)</sup> | 07/01/2032 | 1712530 |
| 1645000 | Weatherford International Ltd. | 8.63 %<sup>(a)</sup> | 04/30/2030 | 1696632 |
|  | **Total US Corporate Bonds (Cost $145,666,940)** |  |  | **133526070** |
| **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.1%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.1%** |  |  |  |
|  | Federal Home Loan Mortgage Corp. |  |  |  |
| 5790800 | &nbsp;&nbsp;Series 313-S1Pool S1-3249 (-1 x 30 day avg SOFR US + 5.79%, 0.00% Floor, 5.90% Cap) | 1.48 %<sup>(h)(i)</sup> | 09/15/2043 | 560110 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 1902554 | &nbsp;&nbsp;Series 3997-SA (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap) | 2.08 %<sup>(h)(i)</sup> | 02/15/2042 | 254563 |
| 2741364 | &nbsp;&nbsp;Series 4091-VI (-1 x 30 day avg SOFR US + 4.89%, 0.00% Floor, 5.00% Cap) | 0.57 %<sup>(h)(i)</sup> | 11/15/2040 | 205487 |
| 4518282 | &nbsp;&nbsp;Series 4119-SC (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap) | 1.73 %<sup>(h)(i)</sup> | 10/15/2042 | 528053 |
| 2395193 | &nbsp;&nbsp;Series 4643-SA (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(i)</sup> | 01/15/2047 | 284959 |
| 6470578 | &nbsp;&nbsp;Series 4863-IA | 4.50 %<sup>(h)</sup> | 03/15/2045 | 796060 |
| 14308959 | &nbsp;&nbsp;Series 5004-SD (-1 x 30 day avg SOFR US + 6.10%, 0.00% Floor, 6.10% Cap) | 1.79 %<sup>(h)(i)</sup> | 08/25/2050 | 2215585 |
|  | Federal National Mortgage Association |  |  |  |
| 5920482 | &nbsp;&nbsp;Series 2012-124-SE (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap) | 1.73 %<sup>(h)(i)</sup> | 11/25/2042 | 744482 |
| 7263298 | &nbsp;&nbsp;Series 2012-84-HS (-1 x 30 day avg SOFR US + 5.89%, 0.00% Floor, 6.00% Cap) | 1.58 %<sup>(h)(i)</sup> | 08/25/2042 | 774452 |
| 4098682 | &nbsp;&nbsp;Series 2017-69-ES (-1 x 30 day avg SOFR US + 6.04%, 0.00% Floor, 6.15% Cap) | 1.73 %<sup>(h)(i)</sup> | 09/25/2047 | 447486 |
| 5473516 | &nbsp;&nbsp;Series 2019-25-SB (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap) | 1.63 %<sup>(h)(i)</sup> | 06/25/2049 | 610309 |
|  | FREMF Mortgage Trust |  |  |  |
| 2765578 | &nbsp;&nbsp;Series 2018-KF56-C (30 day avg SOFR US + 5.91%, 5.80% Floor) | 10.23 %<sup>(a)</sup> | 11/25/2028 | 2469267 |
| 7424247 | &nbsp;&nbsp;Series 2019-KF71-C (30 day avg SOFR US + 6.11%, 6.00% Floor) | 10.43 %<sup>(a)</sup> | 10/25/2029 | 7165164 |
|  | Government National Mortgage Association |  |  |  |
| 8727199 | &nbsp;&nbsp;Series 2019-22-SA (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap) | 1.17 %<sup>(h)(i)</sup> | 02/20/2045 | 833783 |
| 4800772 | &nbsp;&nbsp;Series 2020-21-NS (-1 x 1 mo. Term SOFR + 5.94%, 0.00% Floor, 6.05% Cap) | 1.62 %<sup>(h)(i)</sup> | 04/20/2048 | 562225 |
| 5708197 | &nbsp;&nbsp;Series 2020-47-SL (-1 x 1 mo. Term SOFR + 5.26%, 0.00% Floor, 5.37% Cap) | 0.94 %<sup>(h)(i)</sup> | 07/20/2044 | 458506 |
| 9798559 | &nbsp;&nbsp;Series 2020-61-SU (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap) | 1.17 %<sup>(h)(i)</sup> | 07/16/2045 | 787556 |
| 3820526 | &nbsp;&nbsp;Series 2020-77-SU (-1 x 1 mo. Term SOFR + 5.99%, 0.00% Floor, 6.10% Cap) | 1.67 %<sup>(h)(i)</sup> | 09/20/2047 | 476693 |
| 22061197 | &nbsp;&nbsp;Series 2021-97-SG (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(h)(i)</sup> | 06/20/2051 | 155593 |
| 30831256 | &nbsp;&nbsp;Series 2021-H04-BI | 0.97 %<sup>(f)(h)</sup> | 02/01/2071 | 1902600 |
| 31720434 | &nbsp;&nbsp;Series 2021-H07-AI | 0.93 %<sup>(f)(h)</sup> | 05/20/2071 | 1743307 |
|  | **Total US Government and Agency Mortgage Backed Obligations (Cost $28,755,729)** |  |  | **23976240** |
| **COMMON STOCKS - 0.0%<sup>(j)</sup>** | **COMMON STOCKS - 0.0%<sup>(j)</sup>** |  |  |  |
| 3422 | Asphalt ATD Holdco, LLC<sup>(c)(k)</sup> |  |  | 55652 |
| 62660 | JOANN, Inc.<sup>(c)(k)</sup> |  |  |  |
| 105809 | Oi SA<sup>(c)</sup> |  |  | 15871 |
| 12858 | Riverbed - Class B<sup>(c)(k)</sup> |  |  | 1614 |
| 4893 | Stichting Administratiekantoor ADR<sup>(c)(k)</sup> |  |  |  |
| 1800 | Stichting Administratiekantoor Unigel Creditors<sup>(c)(k)</sup> |  |  |  |
|  | **Total Common Stocks (Cost $429,901)** |  |  | **73137** |
| **ESCROW NOTES - 0.1%** | **ESCROW NOTES - 0.1%** |  |  |  |
| 4600000 | Credito Real SAB de CV SOFOM ER<sup>(k)</sup> |  |  | 598000 |
|  | **Total Escrow Notes (Cost $4,404,302)** |  |  | **598000** |
| **PREFERRED STOCKS - 1.4%** | **PREFERRED STOCKS - 1.4%** |  |  |  |
| 430000 | AGNC Investment Corp. Series F (3 mo. Term SOFR + 4.96%)<sup>(g)</sup> |  |  | 10797300 |
|  | **Total Preferred Stocks (Cost $9,302,263)** |  |  | **10797300** |
| **REAL ESTATE INVESTMENT TRUSTS - 0.8%** | **REAL ESTATE INVESTMENT TRUSTS - 0.8%** |  |  |  |
| 650000 | AGNC Investment Corp. |  |  | 5973500 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | **Total Real Estate Investment Trusts (Cost $8,298,946)** |  |  | **5973500** |
| **SHORT TERM INVESTMENTS - 2.2%** | **SHORT TERM INVESTMENTS - 2.2%** |  |  |  |
| 5586836 | First American Government Obligations Fund - U | 4.28 %<sup>(l)</sup> |  | 5586836 |
| 5586836 | JPMorgan US Government Money Market Fund - IM | 4.28 %<sup>(l)</sup> |  | 5586836 |
| 5586836 | MSILF Government Portfolio - Institutional | 4.24 %<sup>(l)</sup> |  | 5586836 |
|  | **Total Short Term Investments (Cost $16,760,508)** |  |  | **16760508** |
|  | **Total Investments - 118.5%<sup>(m)</sup> (Cost $988,921,736)** |  |  | **910593453** |
|  | **Other Liabilities in Excess of Assets - (18.5)%** |  |  | **(142019057)** |
|  | **NET ASSETS - 100.0%** |  |  | $**768574396** |

---

---

| | |
|:---|:---|
| **SECURITY TYPE BREAKDOWN** as a % of Net Assets: | |
| Non-Agency Commercial Mortgage Backed Obligations | 22.8% |
| Bank Loans | 21.6% |
| US Corporate Bonds | 17.4% |
| Non-Agency Residential Collateralized Mortgage Obligations | 17.1% |
| Foreign Corporate Bonds | 12.5% |
| Collateralized Loan Obligations | 10.8% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 6.7% |
| US Government and Agency Mortgage Backed Obligations | 3.1% |
| Short Term Investments | 2.2% |
| Asset Backed Obligations | 2.0% |
| Preferred Stocks | 1.4% |
| Real Estate Investment Trusts | 0.8% |
| Escrow Notes | 0.1% |
| Common Stocks | 0.0 %<sup>(j)</sup> |
| Other Assets and Liabilities | (18.5)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **INVESTMENT BREAKDOWN** as a % of Net Assets: | |
| Non-Agency Commercial Mortgage Backed Obligations | 22.8% |
| Non-Agency Residential Collateralized Mortgage Obligations | 17.1% |
| Collateralized Loan Obligations | 10.8% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 4.5% |
| Electronics/Electric | 4.4% |
| Media | 4.3% |
| Energy | 4.1% |
| Healthcare | 4.1% |
| Retailers (other than Food/Drug) | 3.8% |
| Transportation | 3.3% |
| US Government and Agency Mortgage Backed Obligations | 3.1% |
| Technology | 3.1% |
| Chemicals/Plastics | 2.8% |
| Hotels/Motels/Inns and Casinos | 2.5% |
| Finance | 2.4% |
| Commercial Services | 2.2% |
| Real Estate | 2.2% |
| Short Term Investments | 2.2% |
| Asset Backed Obligations | 2.0% |
| Utilities | 1.9% |
| Industrial Equipment | 1.6% |
| Consumer Products | 1.6% |
| Containers and Glass Products | 1.5% |
| Leisure | 1.2% |

---

---

| | |
|:---|:---|
| **INVESTMENT BREAKDOWN** as a % of Net Assets: | |
| Mining | 1.1% |
| Telecommunications | 1.0% |
| Chemical Products | 1.0% |
| Automotive | 0.9% |
| Building and Development (including Steel/Metals) | 0.8% |
| Insurance | 0.7% |
| Construction | 0.7% |
| Diversified Manufacturing | 0.7% |
| Pharmaceuticals | 0.6% |
| Food Service | 0.4% |
| Business Equipment and Services | 0.4% |
| Pulp & Paper | 0.3% |
| Food Products | 0.2% |
| Aerospace & Defense | 0.1% |
| Escrow Notes | 0.1% |
| Other Assets and Liabilities | (18.5)% |
| Net Assets | 100.0% |

---

**(a)** **Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. As of June 30, 2025, the value of these securities total $566,907,839 or 73.8% of the Fund's net assets.** 

**(b)** **Security pays interest at rates that represent residual cashflows available after more senior tranches have been paid.** 

**(c)** **Value determined using significant unobservable inputs.** 

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

**(e)** **Security is in default or has failed to make a scheduled payment. Income is not being accrued.** 

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

**(g)** **Perpetual maturity. The date disclosed is the next call date of the security.** 

**(h)** **Interest only security** 

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

**(j)** **Represents less than 0.05% of net assets.** 

**(k)** **Non-income producing security.** 

**(l)** **Seven-day yield as of period end.** 

**(m)** **Under the Fund's Credit Agreement, the lender, through their agent, have been granted a security interest in all of the Fund's investments in consideration of the Fund's borrowings under the line of credit with the lender.** 

---

| | |
|:---|:---|
| **PIK** | **A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.** |
| **SOFR** | **Secured Overnight Financing Rate** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**<br>**Description** | <br>**Long/ Short** | <br>**Contract Quantity** | <br>**Expiration<br> Date** | <br>**Notional <br> Amount<sup>(1)</sup>** | <br>**Unrealized Appreciation (Depreciation)/ Value** |
| 10 Year U.S. Ultra Treasury Notes | Long | 275 | 9/19/2025 | $30794088 | $628959 |
| U.S. Treasury 2 Year Notes | Long | 200 | 9/30/2025 | 41451997 | 152691 |
|  |  |  |  |  | $781650 |

---

**(1)** **Notional Amount is determined based on the number of contracts multiplied by the contract size and the quoted daily settlement price in US dollars.** 

Notes to Schedule of Investments

June 30, 2025 (Unaudited)

**1. Significant Accounting Policies**

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

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

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

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

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

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

---

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

---

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

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

Over-the-counter financial derivative instruments, such as forward currency exchange contracts, options contracts, or swap agreements, derive their values from underlying asset prices, indices, reference rates, other inputs or a combination of these factors. These instruments are normally valued on the basis of valuations obtained from counterparties, published index closing levels or evaluated prices supplied by independent pricing services, some or all of which may be based on market data from trading on exchanges that closed significantly before the time as of which the Fund calculates its NAV. Forward foreign currency contracts are generally valued based on rates provided by independent data providers. Exchange traded futures and options on futures are generally valued at the settlement price determined by the relevant exchange on which they principally trade, and exchange traded options are generally valued at the last trade price on the exchange on which they principally trade. The Fund does not normally take into account trading, clearances or settlements that take place after the close of the principal exchange or market on which such securities are traded. Depending on the instrument and the terms of the transaction, the value of the derivative instruments can be estimated by a pricing service provider using a series of techniques, such as simulation pricing models. The pricing models use issuer details and other inputs that are observed from actively quoted markets such as indices, spreads, interest rates, curves, dividends and exchange rates. Derivatives that use similar valuation techniques and inputs as described above are normally categorized as Level 2 of the fair value hierarchy.

The Fund's holdings in whole loans, securitizations and certain other types of alternative lending-related instruments may be valued based on prices provided by a third-party pricing service.

Senior secured floating rate loans for which an active secondary market exists to a reliable degree will be valued at the mean of the last available bid/ask prices in the market for such loans, as provided by an independent pricing service. Where an active secondary market does not exist to a reliable degree in the judgment of DoubleLine Capital LP (the "Adviser" or "DoubleLine Capital"), such loans will be valued at fair value based on certain factors.

In respect of certain commercial real estate-related, residential real estate-related and certain other investments for which a limited market may exist, the Valuation Designee (as defined below) may value such investments based on appraisals conducted by an independent valuation advisor or a similar pricing agent. However, an independent valuation firm may not be retained to undertake an evaluation of an asset unless the NAV, market price and other aspects of an investment exceed certain significance thresholds.

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

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of June 30, 2025:

---

| | |
|:---|:---|
| **Category** |  |
| **Investments in Securities** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Short Term Investments | $16760508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 10797300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 5973500 |
| **Total Level 1** | 33531308 |
| **Level 2** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | $175447508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank Loans | 165896981 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Corporate Bonds | 133526070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Collateralized Mortgage Obligations | 131702022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | 95927325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | 81591563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 51724568 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Government and Agency Mortgage Backed Obligations | 23976240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asset Backed Obligations | 14129179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Escrow Notes | 598000 |
| **Total Level 2** | 874519456 |
| **Level 3** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | $1653090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asset Backed Obligations | 816462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 73137 |
| **Total Level 3** | 2542689 |
| **Total** | $910593453 |
| **Other Financial Instruments** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contract | $781650 |
| **Total Level 1** | 781650 |
| **Level 2** |  |
| **Level 3** |  |
| **Total** | $781650 |
| See the Schedule of Investments for further disaggregation of investment categories. |  |

---

## 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 Yield Opportunities Fund

- **b. Investment Company Act file number:** 811-23476

- **c. CIK number of Registrant:** 0001788399

- **d. LEI of Registrant:** 5493006BIH94Q4VHHG23

- **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 Yield Opportunities Fund

- **c. LEI of Series:** 5493006BIH94Q4VHHG23

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $928613975.18

**Total Liabilities:** $159975339.99

**Net Assets:** $768638635.19

**Delayed Delivery Securities:** $2942684.35

**Cash Not Reported:** $813889.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.000000000000 | **1-Year:** 15668.000000000000 | **5-Year:** 38004.000000000000 | **10-Year:** 31006.000000000000 | **30-Year:** 27251.000000000000

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

- **3-Month:** 264.000000000000 | **1-Year:** 31132.000000000000 | **5-Year:** 133739.000000000000 | **10-Year:** 46090.000000000000 | **30-Year:** 26430.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -4.81%               | 3.99%                | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8865307.31             | $-4349870.19                               |
| Month 2  | $8306538.20              | $24035802.95                               |
| Month 3  | $-2570246.76             | $6587228.36                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CSAIL Commercial Mortgage Trus                  | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53497389 | PA      | $396870.38    | 0.05%             | 2050-09-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1718396.25   | 0.22%             | 2029-11-15      | Fixed         | 7.75%                 | 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        |   3895000 | PA      | $3765629.13   | 0.49%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B4YY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5473516 | PA      | $610308.56    | 0.08%             | 2049-06-25      | Floating      | 1.63%                 | 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        |   3550000 | PA      | $3278803.08   | 0.43%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2014-GC26                                           | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $518433.90    | 0.07%             | 2047-11-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1498230.00   | 0.19%             | 2036-09-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I                   | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7978914.40   | 1.04%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                         | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4795000 | PA      | $5019396.36   | 0.65%             | 2029-02-15      | Fixed         | 9.00%                 | 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        |   4000000 | PA      | $2918614.80   | 0.38%             | 2036-07-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2423325.75   | 0.32%             | 2035-04-15      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    620000 | PA      | $633950.00    | 0.08%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HLDGS GR                        | Newfold Digital Holdings Group Inc                                               | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $2560087.50   | 0.33%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2886000 | PA      | $2438248.07   | 0.32%             | 2060-05-24      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 53                  | Octagon 53 Ltd                                                                   | CUSIP: 67592UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3794014.80   | 0.49%             | 2034-04-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2022-3 Ltd                                               | CUSIP: 05684QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1256212.00   | 0.16%             | 2035-07-17      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65071170 | PA      | $1906747.97   | 0.25%             | 2056-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18014000 | PA      | $206510.69    | 0.03%             | 2049-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13238000 | PA      | $568539.01    | 0.07%             | 2053-03-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2021-3 Ltd                           | Canyon CLO 2021-3 Ltd                                                            | CUSIP: 13875NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1997929.80   | 0.26%             | 2034-07-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                    | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1973393.10   | 0.26%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                            | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    430000 | NS      | $10797300.00  | 1.40%             | 2025-04-15      | Variable      | 6.12%                 | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2955819.00   | 0.38%             | 2041-05-17      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    105809 | NS      | $15871.35     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1440128.25   | 0.19%             | 2035-01-20      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474192 | PA      | $492431.46    | 0.06%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                            | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    650000 | NS      | $5973500.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003346.00   | 0.13%             | 2039-06-17      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $381013.32    | 0.05%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2281663.69   | 0.30%             | 2030-01-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1174884.32   | 0.15%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2020-FL3 Ltd                                                                | CUSIP: 05608XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190000 | PA      | $1188895.68   | 0.15%             | 2037-11-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3106000 | PA      | $3096045.27   | 0.40%             | 2037-08-19      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BUC48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2395193 | PA      | $284959.42    | 0.04%             | 2047-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                        | ASP Unifrax Holdings Inc                                                         | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1570017 | PA      | $722207.73    | 0.09%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4375000 | PA      | $4383198.75   | 0.57%             | 2041-08-17      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                         | Buttermilk Park CLO Ltd                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $751899.00    | 0.10%             | 2031-10-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12559DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2010042.00   | 0.26%             | 2036-07-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $849350.00    | 0.11%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    942731 | PA      | $7070.48      | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   2755070 | PA      | $185967.23    | 0.02%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3700000 | PA      | $2623295.56   | 0.34%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                | BSPDF 2021-FL1 Issuer Ltd                                                        | CUSIP: 055731AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2471095.00   | 0.32%             | 2036-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4631000 | PA      | $153364.83    | 0.02%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2020-2                                      | CUSIP: 24380NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9968511.00   | 1.30%             | 2065-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2325000 | PA      | $2287039.73   | 0.30%             | 2038-11-15      | Floating      | 6.25%                 | 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        |    750000 | PA      | $771559.20    | 0.10%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    397700 | PA      | $404023.56    | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | 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        |    808000 | PA      | $655490.00    | 0.09%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FVBF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14308959 | PA      | $2215584.89   | 0.29%             | 2050-08-25      | Floating      | 1.79%                 | 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        |   2265000 | PA      | $592184.25    | 0.08%             | 2048-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-J12                                                  | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297284 | PA      | $2698827.59   | 0.35%             | 2035-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1547000 | PA      | $1552629.84   | 0.20%             | 2041-07-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: YV4363920<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $795364.00    | 0.10%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |   2641304 | PA      | $2621901.41   | 0.34%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1080591.96   | 0.14%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9261000 | PA      | $312086.44    | 0.04%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20061456 | PA      | $665639.11    | 0.09%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 219246759 | PA      | $1549416.84   | 0.20%             | 2056-04-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004218.60   | 0.13%             | 2030-06-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6366937 | PA      | $200278.37    | 0.03%             | 2052-02-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1007828.40   | 0.13%             | 2034-04-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   2430000 | PA      | $2518713.10   | 0.33%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                        | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4857851.00   | 0.63%             | 2036-04-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                        | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6517238.07   | 0.85%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2568129 | PA      | $2526396.90   | 0.33%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4200000 | PA      | $3147293.56   | 0.41%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    994712 | PA      | $987878.19    | 0.13%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $945303.48    | 0.12%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   5700000 | PA      | $3610287.09   | 0.47%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3261700.00   | 0.42%             | 2039-10-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $253220.77    | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3760338.00   | 0.49%             | 2034-10-25      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXX Ltd                                                          | CUSIP: 83615HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6519071.30   | 0.85%             | 2034-07-25      | Floating      | 10.90%                | 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        |   2450000 | PA      | $2435912.50   | 0.32%             | 2031-10-01      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 2YR NOTE (CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       200 | NC      | $152691.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1759465.40   | 0.23%             | 2034-10-25      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                          | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    885000 | PA      | $842194.67    | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2508509.06   | 0.33%             | 2038-03-15      | Floating      | 6.28%                 | 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        |   2479500 | PA      | $2475666.69   | 0.32%             | 2039-02-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $807904.00    | 0.11%             | 2025-08-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   2784600 | PA      | $2775021.36   | 0.36%             | 2027-03-02      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ACI AIRPORT SUDAMERICA S                        | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    147825 | PA      | $143539.55    | 0.02%             | 2034-11-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2023-B                                         | CUSIP: 00792FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1308603.92   | 0.17%             | 2028-09-15      | Fixed         | 8.78%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1931978.25   | 0.25%             | 2037-01-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    830000 | PA      | $691826.66    | 0.09%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $727474.86    | 0.09%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3690396.60   | 0.48%             | 2038-08-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2389457.50   | 0.31%             | 2036-06-15      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1508340.45   | 0.20%             | 2038-01-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1786950.00   | 0.23%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    940000 | PA      | $976674.10    | 0.13%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2890000 | PA      | $2571617.95   | 0.33%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3200000 | PA      | $2223932.00   | 0.29%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2020-2 Ltd                                                        | CUSIP: 14315HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1875000 | PA      | $1885075.13   | 0.25%             | 2035-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2887000 | PA      | $2899645.06   | 0.38%             | 2039-10-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1071516.60   | 0.14%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2019-R07                                     | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3280985 | PA      | $3354597.98   | 0.44%             | 2039-10-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1642209.26   | 0.21%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      1800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3608147.20   | 0.47%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   2500000 | PA      | $1944569.05   | 0.25%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1594685.49   | 0.21%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005894.80   | 0.13%             | 2039-03-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4265065 | PA      | $60.14        | 0.00%             | 2047-09-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortg                  | Wachovia Bank Commercial Mortgage Trust Series 2005-C21                          | CUSIP: 92976BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3121148 | PA      | $1264064.94   | 0.16%             | 2044-10-15      | Variable      | 5.12%                 | 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        |   1814000 | PA      | $1488103.11   | 0.19%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4942220.00   | 0.64%             | 2036-07-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $770150.15    | 0.10%             | 2036-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3527071.49   | 0.46%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2020-NQM                                     | CUSIP: 64830UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4102000 | PA      | $3605055.83   | 0.47%             | 2060-05-24      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208950.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    625275 | PA      | $578601.35    | 0.08%             | 2029-09-10      | Floating      | 10.03%                | 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        |   2130000 | PA      | $2166015.53   | 0.28%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $2032601.56   | 0.26%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                            | Constant Contact Inc                                                             | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   4500000 | PA      | $3864375.00   | 0.50%             | 2029-02-12      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2035000 | PA      | $2027999.60   | 0.26%             | 2029-03-29      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1425000 | PA      | $1325805.75   | 0.17%             | 2029-01-22      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   2800000 | PA      | $2755900.00   | 0.36%             | 2029-12-10      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                 | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84560 | PA      | $78139.00     | 0.01%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577009 | PA      | $162428.04    | 0.02%             | 2028-05-05      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BQ6517206<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   3800000 | PA      | $2998111.46   | 0.39%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1346354 | PA      | $38707.69     | 0.01%             | 2028-05-05      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    700740 | PA      | $586904.54    | 0.08%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   2996354 | PA      | $2992608.25   | 0.39%             | 2031-07-09      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   3006575 | PA      | $2979320.04   | 0.39%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   4024912 | PA      | $4028937.41   | 0.52%             | 2031-12-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   4499999 | PA      | $4561401.04   | 0.59%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   4300000 | PA      | $2707994.23   | 0.35%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |   4300000 | PA      | $1488075.59   | 0.19%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1758716.10   | 0.23%             | 2053-04-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-PSB                                                                | CUSIP: 05606DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3503070.90   | 0.46%             | 2039-08-15      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                          | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886772 | PA      | $884555.20    | 0.12%             | 2029-05-15      | Fixed         | 8.00%                 | 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        |   1985000 | PA      | $1992588.66   | 0.26%             | 2032-02-15      | Fixed         | 8.38%                 | 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        |   1060000 | PA      | $1085175.00   | 0.14%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478581 | PA      | $485420.03    | 0.06%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3295987.20   | 0.43%             | 2050-02-25      | Floating      | 9.22%                 | 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        |  22000000 | PA      | $26709689.60  | 3.47%             | 2050-03-25      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $11742123.90  | 1.53%             | 2050-11-25      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1416200.80   | 0.18%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2022-L8                                           | CUSIP: 61774LBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 454562500 | PA      | $1535103.02   | 0.20%             | 2055-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1057118.16   | 0.14%             | 2042-02-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                  | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $747264.38    | 0.10%             | 2032-10-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                           | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |      1447 | PA      | $1450.67      | 0.00%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |         1 | PA      | $1.46         | 0.00%             | 2029-12-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4386188.03   | 0.57%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    293079 | PA      | $235928.22    | 0.03%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   2200000 | PA      | $1733667.10   | 0.23%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    670000 | PA      | $688676.25    | 0.09%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85508 | PA      | $2458.37      | 0.00%             | 2028-05-05      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     78500 | PA      | $71042.50     | 0.01%             | 2028-12-18      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   2714396 | PA      | $2670640.36   | 0.35%             | 2028-09-18      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |   1806789 | PA      | $58720.64     | 0.01%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   2356827 | PA      | $17676.20     | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   4200000 | PA      | $2929994.76   | 0.38%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2750000 | PA      | $1690073.47   | 0.22%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   4600000 | PA      | $598000.00    | 0.08%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2023-BNK46                                                                  | CUSIP: 06541DCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77961720 | PA      | $2796759.77   | 0.36%             | 2056-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18317000 | PA      | $644721.77    | 0.08%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30831256 | PA      | $1902599.86   | 0.25%             | 2071-02-01      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK12                                                                  | CUSIP: 06541KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6978000 | PA      | $242345.94    | 0.03%             | 2061-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortg                  | CSWF 2018-TOP                                                                    | CUSIP: 12653BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754616 | PA      | $3556638.79   | 0.46%             | 2035-08-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AMD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1902554 | PA      | $254563.09    | 0.03%             | 2042-02-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1375364 | PA      | $1156770.74   | 0.15%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1789651 | PA      | $1818106.04   | 0.24%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2325065.82   | 0.30%             | 2038-02-19      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Aimco                                           | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00900UAG9<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $508303.60    | 0.07%             | 2037-07-22      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   1450000 | PA      | $1127850.05   | 0.15%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                           | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |    429093 | PA      | $398841.65    | 0.05%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238774.48    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1080776.94   | 0.14%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $708264.52    | 0.09%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425852 | PA      | $67889.89     | 0.01%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank                                            | BANK 2022-BNK43                                                                  | CUSIP: 06541QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21359000 | PA      | $2759879.69   | 0.36%             | 2055-08-15      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7464000 | PA      | $6078112.84   | 0.79%             | 2051-07-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1250000 | PA      | $674662.50    | 0.09%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL12 LLC                                   | CUSIP: 75575AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2024664.00   | 0.26%             | 2038-05-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start II LTD                                                                     | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149907 | PA      | $149145.91    | 0.02%             | 2044-03-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005162.40   | 0.13%             | 2030-07-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                              | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    400000 | PA      | $414650.00    | 0.05%             | 2033-06-16      | Fixed         | 7.75%                 | 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        |   3000000 | PA      | $2724509.40   | 0.35%             | 2046-03-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2020-4                                                | CUSIP: 92538LAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4999546.50   | 0.65%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                  | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3396000 | PA      | $3243263.54   | 0.42%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405BA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18522000 | PA      | $629359.04    | 0.08%             | 2052-02-15      | Variable      | 1.14%                 | 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        |   1150000 | PA      | $999165.08    | 0.13%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                  | Vista Point Securitization Trust 2020-1                                          | CUSIP: 92838WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9222000 | PA      | $8791273.58   | 1.14%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1696631.96   | 0.22%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    411618 | PA      | $331352.49    | 0.04%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    770000 | PA      | $415800.00    | 0.05%             | 2026-10-19      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                        | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   1231660 | PA      | $957233.46    | 0.12%             | 2028-09-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                        | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    421722 | PA      | $327757.87    | 0.04%             | 2028-09-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    537469 | PA      | $534781.41    | 0.07%             | 2028-07-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    839300 | PA      | $847693.00    | 0.11%             | 2031-05-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20999 | PA      | $5564.74      | 0.00%             | 2028-04-28      | Floating      | 16.00%                | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   2570000 | PA      | $2579637.50   | 0.34%             | 2032-07-02      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1735000 | PA      | $1589693.75   | 0.21%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    888795 | PA      | $891741.31    | 0.12%             | 2030-08-09      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3222208 | PA      | $3127925.07   | 0.41%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $706667.70    | 0.09%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                        | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   2004000 | PA      | $1616539.63   | 0.21%             | 2039-10-15      | Fixed         | 4.62%                 | 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        |   1550000 | PA      | $1557056.22   | 0.20%             | 2035-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940000 | PA      | $1949753.54   | 0.25%             | 2040-06-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $2372925.01   | 0.31%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1977096.28   | 0.26%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382FBU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3820526 | PA      | $476692.79    | 0.06%             | 2047-09-20      | Floating      | 1.67%                 | 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        |   4000000 | PA      | $37228.60     | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | 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        |   3395000 | PA      | $3298305.00   | 0.43%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1019312.50   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3422 | NS      | $55652.34     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   2264795 | PA      | $2246042.68   | 0.29%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2006-HE4                       | CUSIP: 00442BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8553451 | PA      | $3363916.59   | 0.44%             | 2036-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1351248.75   | 0.18%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1523372.10   | 0.20%             | 2060-09-27      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    240000 | PA      | $240000.00    | 0.03%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BR7402000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3150000 | PA      | $2510156.25   | 0.33%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5200000 | PA      | $3678724.87   | 0.48%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5100000 | PA      | $3452717.70   | 0.45%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2635401.15   | 0.34%             | 2039-07-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL3 Ltd                                                         | CUSIP: 403950AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008766.00   | 0.26%             | 2037-04-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6066644 | PA      | $6224305.00   | 0.81%             | 2039-07-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAE1<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1969630.60   | 0.26%             | 2029-10-19      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                        | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3500351.00   | 0.46%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    965000 | PA      | $962545.15    | 0.13%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 77 CLO Ltd                                                                | CUSIP: 26252YAE5<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $977825.90    | 0.13%             | 2034-05-20      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FL3E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6470578 | PA      | $796060.27    | 0.10%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    650000 | PA      | $647530.00    | 0.08%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2007-A2                                         | CUSIP: 466278AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5981464 | PA      | $2229813.08   | 0.29%             | 2037-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | CUSIP: 46652JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10244000 | PA      | $791925.74    | 0.10%             | 2053-05-13      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | CUSIP: 46652JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25460000 | PA      | $494331.36    | 0.06%             | 2053-05-13      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   1289150 | PA      | $839460.69    | 0.11%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1725000 | PA      | $1773427.65   | 0.23%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1196147.72   | 0.16%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1616131.18   | 0.21%             | 2042-08-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2207702.20   | 0.29%             | 2038-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |   2002466 | PA      | $2002592.14   | 0.26%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      4893 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1037619.40   | 0.13%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust 2007-2                                                 | CUSIP: 872227AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4132264 | PA      | $1175245.92   | 0.15%             | 2037-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506865.50   | 0.20%             | 2037-09-17      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| MFT Trust                                       | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $366435.78    | 0.05%             | 2042-02-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                     | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4944657 | PA      | $4388066.25   | 0.57%             | 2039-02-15      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $136409.92    | 0.02%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TELESAT CANADA/TELESAT L                        | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $656425.00    | 0.09%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    334951 | PA      | $93786.24     | 0.01%             | 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        |   2060000 | PA      | $2082676.48   | 0.27%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3196420.42   | 0.42%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2800000 | PA      | $2925300.00   | 0.38%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |   2300000 | PA      | $1892194.13   | 0.25%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3650000 | PA      | $2775888.88   | 0.36%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1440295 | PA      | $403282.60    | 0.05%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    845000 | PA      | $878251.32    | 0.11%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    840000 | PA      | $910345.80    | 0.12%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1852580 | PA      | $1849495.20   | 0.24%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1004850 | PA      | $938278.69    | 0.12%             | 2029-03-29      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | VOYA CLO 2017-2                                                                  | CUSIP: 92915XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1309543.34   | 0.17%             | 2030-06-07      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-3 Ltd                                                              | CUSIP: 92917VAA8<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1984849.20   | 0.26%             | 2031-10-18      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   1700000 | PA      | $1399506.47   | 0.18%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    298891 | PA      | $296898.79    | 0.04%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    224825 | PA      | $225808.61    | 0.03%             | 2029-06-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   3248491 | PA      | $3233060.94   | 0.42%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                               | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   2205037 | PA      | $2140451.74   | 0.28%             | 2026-10-26      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                             | Verde Purchaser LLC, Senior Secured First Lien Term Loan                         | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2344010 | PA      | $2355144.07   | 0.31%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                 | NEP Group, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2692963 | PA      | $2488472.78   | 0.32%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   1195640 | PA      | $1202365.40   | 0.16%             | 2031-02-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   1933881 | PA      | $1941471.74   | 0.25%             | 2029-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   2905663 | PA      | $2902931.62   | 0.38%             | 2029-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                        | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |   3107829 | PA      | $3099499.90   | 0.40%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1776075 | PA      | $1596691.43   | 0.21%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $407405.82    | 0.05%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                | CUSIP: BS0630753<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   1100000 | PA      | $982410.00    | 0.13%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    995000 | PA      | $867207.18    | 0.11%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   2459155 | PA      | $2463004.06   | 0.32%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   1126300 | PA      | $1138689.30   | 0.15%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                        | Industrias Penoles SAB de CV                                                     | CUSIP: BK7295581<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $764687.10    | 0.10%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   3150000 | PA      | $2328952.50   | 0.30%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIVERBED CLASS B-1 PARTNERSHIP UNITS            | RIVERBED CLASS B-1 PARTNERSHIP UNITS                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12858 | NS      | $1613.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                | CUSIP: YV7141778<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |    200000 | PA      | $148356.32    | 0.02%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1900000 | PA      | $1296465.36   | 0.17%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2634186 | PA      | $2639752.48   | 0.34%             | 2039-09-17      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3004209.00   | 0.39%             | 2042-12-18      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   3800000 | PA      | $2943941.70   | 0.38%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   3100000 | PA      | $2878283.35   | 0.37%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2702974 | PA      | $2637832.66   | 0.34%             | 2028-06-05      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   2860000 | PA      | $2871797.50   | 0.37%             | 2029-02-01      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   3995000 | PA      | $3967534.38   | 0.52%             | 2032-06-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: ZP9563575<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |   3302000 | PA      | $1238250.00   | 0.16%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2023-5C1 Mortgage Trust                                                      | CUSIP: 055986AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 134033691 | PA      | $2135451.57   | 0.28%             | 2056-08-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $811510.80    | 0.11%             | 2036-03-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382DMR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4800772 | PA      | $562225.13    | 0.07%             | 2048-04-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5708197 | PA      | $458505.76    | 0.06%             | 2044-07-20      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1515173.58   | 0.20%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $814955.25    | 0.11%             | 2053-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12548FAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003580.40   | 0.26%             | 2030-07-16      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2013-III-R Ltd                                                      | CUSIP: 12552NAA4<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3309385.61   | 0.43%             | 2031-04-24      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limit                  | Kestrel Aircraft Funding Ltd                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AE        |    646770 | PA      | $645223.39    | 0.08%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1110284.65   | 0.14%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3202036.50   | 0.42%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                         | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1142717.00   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2021-1                                                    | CUSIP: 57110N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8192 | PA      | $136205.72    | 0.02%             | 2031-06-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2462306.35   | 0.32%             | 2041-08-18      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                          | Medco Cypress Tree Pte Ltd                                                       | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1024738.43   | 0.13%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    305000 | PA      | $292514.83    | 0.04%             | 2028-02-03      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    267841 | PA      | $226429.99    | 0.03%             | 2028-07-24      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    370119 | PA      | $329009.60    | 0.04%             | 2028-08-07      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                         | ClubCorp Holdings, Inc., Senior Secured First Lien Term Loan                     | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2926060 | PA      | $2933375.42   | 0.38%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                             | LBM Acquisition LLC, Senior Secured First Lien Term Loan                         | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2437694 | PA      | $2285338.52   | 0.30%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1353793.50   | 0.18%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Lasership, Inc.                                 | Lasership, Inc., Senior Secured First Lien Term Loan                             | CUSIP: 51809EAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10670 | PA      | $3289.88      | 0.00%             | 2029-08-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12324000 | PA      | $845863.90    | 0.11%             | 2054-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2582350.00   | 0.34%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3301034.56   | 0.43%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1453909.84   | 0.19%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1782006.38   | 0.23%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 87 CLO Ltd                                                                | CUSIP: 26246HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2478546.00   | 0.32%             | 2034-05-20      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                     | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2943000 | PA      | $1351204.88   | 0.18%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765578 | PA      | $2469266.75   | 0.32%             | 2028-11-25      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                               | CUSIP: 485861AA6<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011553.70   | 0.13%             | 2037-04-20      | Floating      | 11.60%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1706369.07   | 0.22%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2474270.10   | 0.32%             | 2036-10-16      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2750833.25   | 0.36%             | 2042-05-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7424247 | PA      | $7165164.11   | 0.93%             | 2029-10-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                               | CUSIP: 31325UTE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5790800 | PA      | $560109.61    | 0.07%             | 2043-09-15      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    690000 | PA      | $732170.73    | 0.10%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876QAG1<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1827021.71   | 0.24%             | 2034-10-15      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7P22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7263298 | PA      | $774452.08    | 0.10%             | 2042-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9V21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5920482 | PA      | $744481.65    | 0.10%             | 2042-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   5607642 | NS      | $5607642.36   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61765XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4348136.00   | 0.57%             | 2047-12-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AUW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4518282 | PA      | $528052.52    | 0.07%             | 2042-10-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   5607642 | NS      | $5607642.36   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132PAL5<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7030436.70   | 0.91%             | 2035-01-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                  | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67578LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $906008.30    | 0.12%             | 2036-07-15      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31720434 | PA      | $1743307.48   | 0.23%             | 2071-05-20      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8727199 | PA      | $833783.48    | 0.11%             | 2045-02-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |   3100000 | PA      | $2361625.57   | 0.31%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38835775 | PA      | $1095.17      | 0.00%             | 2048-11-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1520923.50   | 0.20%             | 2039-03-19      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Mach I                                          | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    156569 | PA      | $149155.98    | 0.02%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1769903.96   | 0.23%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                   | ModivCare Inc                                                                    | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $26250.00     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $393750.00    | 0.05%             | 2036-05-15      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $3941914.49   | 0.51%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   1400000 | PA      | $1293473.72   | 0.17%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    915000 | PA      | $680392.12    | 0.09%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43                  | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $1653089.50   | 0.22%             | 2032-10-25      | Variable      | 0.00%                 | No            |                  3 | 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        |   2600000 | PA      | $2610446.80   | 0.34%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5250000 | PA      | $3697181.25   | 0.48%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                   | Fresnillo PLC                                                                    | CUSIP: ZO7122948<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |   1250000 | PA      | $912262.88    | 0.12%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4435774 | PA      | $4283849.08   | 0.56%             | 2027-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1324269.00   | 0.17%             | 2028-07-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    691436 | PA      | $663356.69    | 0.09%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275145 | PA      | $78330.97     | 0.01%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   3310000 | PA      | $3269452.50   | 0.43%             | 2032-06-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                           | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |   1465000 | PA      | $1468208.35   | 0.19%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                   | Lasership Inc                                                                    | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    237301 | PA      | $73167.05     | 0.01%             | 2029-08-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   2116683 | PA      | $2128960.19   | 0.28%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | US        |   2795000 | PA      | $2803748.35   | 0.36%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    470827 | PA      | $5885.34      | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                         | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2011798.17   | 0.26%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   8400000 | PA      | $8821085.28   | 1.15%             | 2041-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1300901.28   | 0.17%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   4100000 | PA      | $3298045.74   | 0.43%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   2675000 | PA      | $20062.50     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                | ENA Master Trust                                                                 | CUSIP: BM4694253<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |   1700000 | PA      | $1232755.00   | 0.16%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | US 10yr Ultra Fut Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       275 | NC      | $628958.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    868750 | PA      | $740251.80    | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1628743.00   | 0.21%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2365000 | PA      | $1634222.80   | 0.21%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3150000 | PA      | $2076561.90   | 0.27%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                           | eG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $801109.78    | 0.10%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   1150000 | PA      | $1136200.00   | 0.15%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ATGK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2741364 | PA      | $205486.61    | 0.03%             | 2040-11-15      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA1                                          | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |   9250000 | PA      | $10219633.10  | 1.33%             | 2050-01-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6863180.40   | 0.89%             | 2050-12-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2506400.75   | 0.33%             | 2041-05-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2010-C1                                             | CUSIP: 36249KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1054710 | PA      | $1048173.91   | 0.14%             | 2043-08-10      | Variable      | 5.63%                 | 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        |    905674 | PA      | $868201.78    | 0.11%             | 2048-02-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1736678.36   | 0.23%             | 2036-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002231.80   | 0.26%             | 2038-09-10      | Variable      | 6.27%                 | 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        |   3340000 | PA      | $3428045.74   | 0.45%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22061197 | PA      | $155593.21    | 0.02%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1800750.63   | 0.23%             | 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        |   2120000 | PA      | $2122264.16   | 0.28%             | 2043-01-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640000 | PA      | $1619814.88   | 0.21%             | 2036-09-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1369216.48   | 0.18%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners                         | Highbridge Loan Management 2013-2 Ltd                                            | CUSIP: 44330DAL4<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1556055.85   | 0.20%             | 2029-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    438000 | PA      | $164250.00    | 0.02%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2023-10 Ltd                                                                  | CUSIP: 69380CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1602000 | PA      | $1612867.97   | 0.21%             | 2038-09-16      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1304848.62   | 0.17%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                    | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $495948.10    | 0.06%             | 2034-07-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   1600000 | PA      | $1593920.00   | 0.21%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $968543.75    | 0.13%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505370.00   | 0.20%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1249365.00   | 0.16%             | 2036-11-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |    530000 | PA      | $504298.39    | 0.07%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6203392.30   | 0.81%             | 2034-10-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2668070 | PA      | $2646391.88   | 0.34%             | 2028-02-14      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    186467 | PA      | $157637.14    | 0.02%             | 2028-07-24      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    186001 | PA      | $157243.05    | 0.02%             | 2028-07-24      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    342241 | PA      | $289327.20    | 0.04%             | 2028-07-24      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    866667 | PA      | $759113.35    | 0.10%             | 2029-04-23      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                        | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    960000 | PA      | $166560.00    | 0.02%             | 2029-10-01      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   3110287 | PA      | $3089556.77   | 0.40%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    298891 | PA      | $296898.79    | 0.04%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    950525 | PA      | $952506.84    | 0.12%             | 2028-09-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3060182 | PA      | $3042095.90   | 0.40%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    301950 | PA      | $300197.18    | 0.04%             | 2031-02-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   1933881 | PA      | $1941471.74   | 0.25%             | 2029-02-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                        | Octagon Loan Funding Ltd                                                         | CUSIP: 67590TAG6<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $962708.40    | 0.13%             | 2031-11-18      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1674017.39   | 0.22%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   4008009 | PA      | $4011355.69   | 0.52%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   4235000 | PA      | $4131793.05   | 0.54%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1203980 | PA      | $1211264.18   | 0.16%             | 2031-12-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   2970000 | PA      | $2687850.00   | 0.35%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1395000 | PA      | $1387934.33   | 0.18%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                          | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |   2400000 | PA      | $1733100.00   | 0.23%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    215916 | PA      | $218892.42    | 0.03%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2937679.60   | 0.38%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1555150.18   | 0.20%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AXA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4098682 | PA      | $447486.29    | 0.06%             | 2047-09-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7105684 | PA      | $57671.15     | 0.01%             | 2049-10-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9798559 | PA      | $787556.23    | 0.10%             | 2045-07-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                        | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $266325.00    | 0.03%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $5264203.01   | 0.68%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1712530.00   | 0.22%             | 2032-07-01      | Fixed         | 9.25%                 | 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        |   1500000 | PA      | $1541930.10   | 0.20%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                    | Metinvest BV                                                                     | CUSIP: ZR8877378<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | UA        |   1400000 | PA      | $1096340.45   | 0.14%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                   | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4028928.00   | 0.52%             | 2038-09-19      | Floating      | 7.93%                 | 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        |   3580000 | PA      | $3599994.30   | 0.47%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2024-VIS2                                        | CUSIP: 46658DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2455431.00   | 0.32%             | 2064-11-25      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| JOANN Inc                                       | JOANN Inc                                                                        | CUSIP: 47768J200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62660 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   5607642 | NS      | $5607642.36   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3220769.50   | 0.42%             | 2039-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    845000 | PA      | $768301.38    | 0.10%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2178000.06   | 0.28%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2028419.65   | 0.26%             | 2036-07-16      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1770000 | PA      | $1750200.78   | 0.23%             | 2040-02-18      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                  | Milos CLO Ltd                                                                    | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3994216.80   | 0.52%             | 2030-10-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2311732.03   | 0.30%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $1615875.00   | 0.21%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    973000 | PA      | $996721.74    | 0.13%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2870387.10   | 0.37%             | 2034-07-20      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    955000 | PA      | $908610.96    | 0.12%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1666891.38   | 0.22%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3507140.19   | 0.46%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3183118 | PA      | $3181556.59   | 0.41%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    653316 | PA      | $629156.56    | 0.08%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    903562 | PA      | $878262.75    | 0.11%             | 2027-12-23      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    268652 | PA      | $264981.91    | 0.03%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2018-2 Clo Ltd                                             | CUSIP: 88433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $959995.50    | 0.12%             | 2030-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2380034.99   | 0.31%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-5                                              | CUSIP: 91679JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3300 | PA      | $222735.11    | 0.03%             | 2031-11-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275041 | PA      | $271146.61    | 0.04%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   1180000 | PA      | $1175575.00   | 0.15%             | 2030-03-29      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                 | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206640 | PA      | $204057.00    | 0.03%             | 2030-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2508226.83   | 0.33%             | 2031-04-19      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1834234.40   | 0.24%             | 2059-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $811863.60    | 0.11%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   4344000 | PA      | $3689576.40   | 0.48%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |   4400000 | PA      | $3608000.00   | 0.47%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                     | Klockner Pentaplast of America Inc                                               | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |   1160930 | PA      | $1077174.91   | 0.14%             | 2026-02-09      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1113462 | PA      | $1064747.58   | 0.14%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    537469 | PA      | $534781.41    | 0.07%             | 2028-07-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3249219 | PA      | $21672.29     | 0.00%             | 2029-10-25      | Floating      | 14.43%                | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | Ascend Learning LLC                                                              | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   3251124 | PA      | $3263316.11   | 0.42%             | 2029-12-10      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1920292 | PA      | $1920368.64   | 0.25%             | 2029-01-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    543073 | PA      | $493441.60    | 0.06%             | 2028-08-31      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3350121 | PA      | $3219415.57   | 0.42%             | 2030-02-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    780125 | PA      | $752009.30    | 0.10%             | 2028-10-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                  | Access CIG LLC                                                                   | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |   1581337 | PA      | $1590603.48   | 0.21%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAH9<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    611910 | PA      | $615063.93    | 0.08%             | 2030-12-23      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   3012355 | PA      | $2932015.25   | 0.38%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Cayman)                         | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43536 | PA      | $12255.36     | 0.00%             | 2028-05-05      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    438485 | PA      | $9865.92      | 0.00%             | 2028-10-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    522375 | PA      | $446630.63    | 0.06%             | 2031-05-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   3025000 | PA      | $3041259.38   | 0.40%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                           | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   1049420 | PA      | $1036302.12   | 0.13%             | 2029-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    431750 | PA      | $352146.09    | 0.05%             | 2029-12-17      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    820230 | PA      | $817515.54    | 0.11%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2450000 | PA      | $2368268.00   | 0.31%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |   3215000 | PA      | $3186418.65   | 0.41%             | 2032-05-10      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Alera Group, Inc.                               | Alera Group, Inc., Senior Secured Second Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1455000 | PA      | $1485009.38   | 0.19%             | 2033-05-30      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                         | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: BQ9153637<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |   3900000 | PA      | $2749617.00   | 0.36%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                           | Autopistas del Sol SA/Costa Rica                                                 | CUSIP: AN7506248<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |    244936 | PA      | $243708.87    | 0.03%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: ZQ7727766<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $516005.00    | 0.07%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: AZ6529160<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    333333 | PA      | $278890.01    | 0.04%             | 2049-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                          | Mexico City Airport Trust                                                        | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1850000 | PA      | $1528885.75   | 0.20%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1009538 | PA      | $1015489.71   | 0.13%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** DoubleLine Yield Opportunities Fund

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Yield Opportunities Fund

**Title:** Vice President