# EDGAR Filing Document

**Accession Number:** 0001525201
**File Stem:** 0001193125-25-296892
**Filing Date:** 2025-11
**Character Count:** 246992
**Document Hash:** b0ae2169914e95a99406c4a98e6a06fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296892.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296892

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22592
- **FILM NUMBER:** 251520224

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DoubleLine Opportunistic Credit Fund

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Opportunistic Credit Fund

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $328526266.67

**Total Liabilities:** $27682425.93

**Net Assets:** $300843840.74

**Delayed Delivery Securities:** $4513529.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 108.000000000000 | **1-Year:** 7843.000000000000 | **5-Year:** 36782.000000000000 | **10-Year:** 22873.000000000000 | **30-Year:** 3136.000000000000

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

- **3-Month:** 242.000000000000 | **1-Year:** 10260.000000000000 | **5-Year:** 33335.000000000000 | **10-Year:** 9928.000000000000 | **30-Year:** 2033.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.14%               | 2.90%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-15777.79               | $-70635.98                                 |
| Month 2  | $-269774.50              | $2866411.41                                |
| Month 3  | $79116.15                | $345237.50                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51677.41     | 0.02%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1907415.20   | 0.63%             | 2031-08-15      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    605246 | PA      | $609512.90    | 0.20%             | 2028-02-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190818 | PA      | $14670.03     | 0.00%             | 2036-12-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QCR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89656 | PA      | $8132.63      | 0.00%             | 2039-07-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VDR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126842 | PA      | $103852.12    | 0.03%             | 2037-04-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190855 | PA      | $101121.25    | 0.03%             | 2038-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31333.50     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001618.00   | 0.33%             | 2041-05-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AG Trust                                        | AG Trust 2024-NLP                                                                | CUSIP: 00792MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $635486.05    | 0.21%             | 2041-07-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1198670.40   | 0.40%             | 2038-11-16      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $207808.44    | 0.07%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-I                                                           | CUSIP: 06759KAE5<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505356.20   | 0.50%             | 2035-04-15      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011918.80   | 0.34%             | 2038-01-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                    | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13578522 | PA      | $173953.09    | 0.06%             | 2050-11-13      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002536.60   | 0.33%             | 2030-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S1                                      | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276365 | PA      | $490313.80    | 0.16%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3135739.20   | 1.04%             | 2041-12-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AJE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1186916 | PA      | $110567.56    | 0.04%             | 2041-11-15      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FYVB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10642809 | PA      | $27560.62     | 0.01%             | 2051-05-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                    | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583000 | PA      | $543116.74    | 0.18%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8213314 | PA      | $17881.62     | 0.01%             | 2046-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1022948.78   | 0.34%             | 2032-05-05      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    898678 | NS      | $898677.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore Issuer, Ltd.                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $645984.95    | 0.21%             | 2042-08-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $84120.00     | 0.03%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303037 | PA      | $302605.07    | 0.10%             | 2038-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1288300 | PA      | $542.37       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297000 | PA      | $158.91       | 0.00%             | 2048-10-10      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $376500.00    | 0.13%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS7 Trust                                                       | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004893 | PA      | $806548.92    | 0.27%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538811 | PA      | $406826.84    | 0.14%             | 2037-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953733 | PA      | $921862.07    | 0.31%             | 2029-10-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0RN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8488288 | PA      | $24580.38     | 0.01%             | 2051-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397H6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1395976 | PA      | $164612.00    | 0.05%             | 2037-05-15      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JYF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28203 | PA      | $2745.21      | 0.00%             | 2037-07-15      | Floating      | 2.06%                 | 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        |   1250000 | PA      | $1259452.50   | 0.42%             | 2039-10-25      | Floating      | 7.69%                 | 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        |     65000 | PA      | $70992.55     | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JZU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000466 | PA      | $104444.13    | 0.03%             | 2037-07-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2343344.80   | 0.78%             | 2033-12-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275899 | PA      | $196930.24    | 0.07%             | 2037-05-25      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25113.13     | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1515131.40   | 0.50%             | 2041-05-15      | Floating      | 7.79%                 | 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        |    620000 | PA      | $365824.80    | 0.12%             | 2047-11-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $583333.07    | 0.19%             | 2065-10-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383GZ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5579223 | PA      | $970451.11    | 0.32%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604247 | PA      | $797254.16    | 0.27%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                  | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809998 | PA      | $767957.49    | 0.26%             | 2035-11-25      | Variable      | 3.95%                 | 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        |   1000000 | PA      | $1003640.00   | 0.33%             | 2037-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                         | HPS Loan Management 11-2017 Ltd                                                  | CUSIP: 40436WAA7<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $837857.00    | 0.28%             | 2030-05-06      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16358000 | PA      | $209.38       | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                  | JP Morgan Alternative Loan Trust 2006-S1                                         | CUSIP: 46627MEW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56943 | PA      | $45897.43     | 0.02%             | 2021-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35529.45     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20517.54     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                   | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1185532 | PA      | $1190460.36   | 0.40%             | 2038-09-19      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879000 | PA      | $885809.61    | 0.29%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10827635 | PA      | $6455.44      | 0.00%             | 2048-05-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1251950.00   | 0.42%             | 2042-12-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1027271.10   | 0.34%             | 2037-04-20      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32664.03     | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    193333 | PA      | $196716.66    | 0.07%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51804.31     | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $932629.20    | 0.31%             | 2050-03-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1352581 | PA      | $1354229.80   | 0.45%             | 2036-07-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $687442.86    | 0.23%             | 2040-02-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XIV Ltd                                                     | CUSIP: 55818TAG7<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $835325.60    | 0.28%             | 2030-10-22      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30448.96     | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1014 | NS      | $6509.87      | 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        |   1000000 | PA      | $1004897.00   | 0.33%             | 2041-08-18      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    898678 | NS      | $898677.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $238530.90    | 0.08%             | 2030-07-15      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39                  | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $901096.74    | 0.30%             | 2030-10-20      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                        | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $401370.00    | 0.13%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    168812 | PA      | $167968.44    | 0.06%             | 2028-07-31      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    450000 | PA      | $431781.75    | 0.14%             | 2029-01-22      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    516428 | PA      | $517073.62    | 0.17%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256750 | PA      | $233213.73    | 0.08%             | 2029-03-29      | Floating      | 8.67%                 | 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        |      1845 | PA      | $550.80       | 0.00%             | 2028-05-05      | Floating      | 16.00%                | 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        |    285626 | PA      | $8211.76      | 0.00%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    173250 | PA      | $164732.16    | 0.05%             | 2029-09-10      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1189207 | PA      | $1188528.71   | 0.40%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     23500 | PA      | $20283.44     | 0.01%             | 2028-12-18      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24844.24     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     85169 | PA      | $64856.55     | 0.02%             | 2028-07-24      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $653191.24    | 0.22%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250996.57    | 0.08%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    460000 | PA      | $474303.70    | 0.16%             | 2033-05-31      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $218199.20    | 0.07%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256243 | PA      | $230119.69    | 0.08%             | 2048-04-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $200909.95    | 0.07%             | 2025-11-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |    115040 | PA      | $103456.47    | 0.03%             | 2028-08-07      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    950421 | PA      | $863695.07    | 0.29%             | 2030-02-19      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    361681 | PA      | $361719.46    | 0.12%             | 2030-02-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    243764 | PA      | $197571.55    | 0.07%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800299 | PA      | $797965.78    | 0.27%             | 2026-08-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $154239.00    | 0.05%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    598537 | PA      | $600862.71    | 0.20%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6280 | PA      | $1852.60      | 0.00%             | 2028-04-28      | Floating      | 15.75%                | No            |                  3 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   1280000 | PA      | $1279334.40   | 0.43%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC NPV                        | JACOBS SOLUTIONS INC NPV                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       119 | NS      | $298.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    985000 | PA      | $978351.25    | 0.33%             | 2032-06-17      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    584198 | PA      | $538922.65    | 0.18%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $151138.58    | 0.05%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |   1440000 | PA      | $1459475.53   | 0.49%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    804938 | PA      | $715388.20    | 0.24%             | 2030-02-19      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    695000 | PA      | $694565.63    | 0.23%             | 2028-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      5000 | PA      | $0.50         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230904 | PA      | $217750.76    | 0.07%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53478.61     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72945.00     | 0.02%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52036.10     | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382L4G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4067871 | PA      | $594601.87    | 0.20%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382NRG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9239482 | PA      | $1077856.69   | 0.36%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32911739 | PA      | $232870.30    | 0.08%             | 2051-04-20      | Floating      | 0.00%                 | 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        |    230000 | PA      | $240681.42    | 0.08%             | 2029-02-15      | Fixed         | 9.00%                 | 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        |    235000 | PA      | $235954.10    | 0.08%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                               | JP Morgan Resecuritization Trust Series 2011-1                                   | CUSIP: 46635NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856373 | PA      | $711591.56    | 0.24%             | 2037-06-26      | Variable      | 6.00%                 | 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        |   1153000 | PA      | $593751.07    | 0.20%             | 2036-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153000 | PA      | $12103.21     | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                        | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1102000 | PA      | $1098376.51   | 0.37%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35189.02     | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | Lstar Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142331 | PA      | $433.63       | 0.00%             | 2049-03-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97142.23     | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151915 | PA      | $531255.01    | 0.18%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat                  | Lendingpoint 2022-B Asset Securitization Trust                                   | CUSIP: 52606WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518631 | PA      | $515685.60    | 0.17%             | 2029-10-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite Xxxiii Ltd                                                             | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505564.65    | 0.17%             | 2037-10-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                       | Marble Point CLO XXI Ltd                                                         | CUSIP: 56606KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502232.05    | 0.17%             | 2034-10-17      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995530 | PA      | $997679.23    | 0.33%             | 2039-09-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $569404.57    | 0.19%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $79865.93     | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54522.01     | 0.02%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2319478.75   | 0.77%             | 2031-01-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $316350.00    | 0.11%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28679.32     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-1 Ltd                                                              | CUSIP: 92918EBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011987.70   | 0.34%             | 2034-07-16      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1569000 | PA      | $1303056.54   | 0.43%             | 2052-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268000 | PA      | $1108624.70   | 0.37%             | 2058-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                           | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |    200000 | PA      | $202971.76    | 0.07%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     59294 | PA      | $45152.15     | 0.02%             | 2028-07-24      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11637346 | PA      | $110053.22    | 0.04%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $631545.91    | 0.21%             | 2058-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004165.40   | 0.33%             | 2030-10-22      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124930.21    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      2557 | PA      | $1822.01      | 0.00%             | 2030-06-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |        27 | PA      | $19.23        | 0.00%             | 2030-06-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   1499450 | PA      | $1498235.45   | 0.50%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $160850.68    | 0.05%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    734722 | PA      | $704250.79    | 0.23%             | 2048-02-10      | Variable      | 4.57%                 | 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        |   1000000 | PA      | $996205.00    | 0.33%             | 2039-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $883988.16    | 0.29%             | 2043-01-15      | Floating      | 7.04%                 | 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        |    910000 | PA      | $911344.07    | 0.30%             | 2036-09-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL1 Ltd                                                         | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1102438.70   | 0.37%             | 2036-06-16      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1644636 | PA      | $1091117.48   | 0.36%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $126000.00    | 0.04%             | 2048-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $990795.00    | 0.33%             | 2039-02-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                  | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $601971.24    | 0.20%             | 2041-08-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1622704 | PA      | $380195.73    | 0.13%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $215490.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | 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        |    350000 | PA      | $281895.82    | 0.09%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                      | Upstart Pass-Through Trust Series 2020-ST5                                       | CUSIP: 91679XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $104749.00    | 0.03%             | 2027-07-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $198450.00    | 0.07%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364718 | PA      | $325937.12    | 0.11%             | 2048-04-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $241471.94    | 0.08%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |    108828 | PA      | $82872.25     | 0.03%             | 2028-07-24      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    530123 | PA      | $531366.18    | 0.18%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    598537 | PA      | $600862.71    | 0.20%             | 2029-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    786050 | PA      | $680589.60    | 0.23%             | 2031-10-07      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    876994 | PA      | $879848.56    | 0.29%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-5                                                | CUSIP: 12637VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109404 | PA      | $500382.34    | 0.17%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2996000 | PA      | $3111375.36   | 1.03%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1659000 | PA      | $1656294.17   | 0.55%             | 2070-10-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1752722 | PA      | $226226.27    | 0.08%             | 2037-01-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82911 | PA      | $3099.04      | 0.00%             | 2040-02-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MX92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312752 | PA      | $26900.34     | 0.01%             | 2040-04-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71862 | PA      | $7156.66      | 0.00%             | 2039-11-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377VE44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314774 | PA      | $25623.59     | 0.01%             | 2041-05-20      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8485227 | PA      | $1241387.88   | 0.41%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JZ41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5159049 | PA      | $992113.04    | 0.33%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2576163 | PA      | $362019.22    | 0.12%             | 2050-12-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6755726 | PA      | $893051.58    | 0.30%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3091578 | PA      | $38594.96     | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIV Ltd                                                               | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004622.10   | 0.33%             | 2035-04-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44                  | Octagon Investment Partners 44 Ltd                                               | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1007015.90   | 0.33%             | 2034-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $508834.75    | 0.17%             | 2037-10-20      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant Clo XR Ltd                                                               | CUSIP: 92563MAJ6<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003105.00   | 0.33%             | 2036-04-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                  | VOLT XCIV LLC                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5215962 | PA      | $5220735.28   | 1.74%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436928 | PA      | $429057.10    | 0.14%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $214899.23    | 0.07%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    529493 | PA      | $511439.93    | 0.17%             | 2028-06-05      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1000000 | PA      | $996055.00    | 0.33%             | 2028-01-18      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| X CORP                                          | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $736770.00    | 0.24%             | 2029-10-29      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    937859 | PA      | $917343.29    | 0.30%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    889803 | PA      | $892445.28    | 0.30%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    305569 | PA      | $307790.77    | 0.10%             | 2031-02-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    675000 | PA      | $682171.88    | 0.23%             | 2032-07-02      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    487969 | PA      | $495085.77    | 0.16%             | 2030-03-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                         | Allegany Park CLO Ltd                                                            | CUSIP: 01714PAL3<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001931.30   | 0.33%             | 2035-01-20      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20168.41     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $651572.55    | 0.22%             | 2035-06-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003440.00   | 0.33%             | 2041-08-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201244.40    | 0.07%             | 2041-08-17      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                         | Beechwood Park CLO Ltd                                                           | CUSIP: 07355TBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5025133.00   | 1.67%             | 2035-01-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378D3K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345714 | PA      | $70030.78     | 0.02%             | 2039-12-16      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    640250 | PA      | $622246.17    | 0.21%             | 2027-12-23      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    170000 | PA      | $174462.50    | 0.06%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22493 | PA      | $381.96       | 0.00%             | 2039-03-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377V2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517049 | PA      | $51582.55     | 0.02%             | 2041-05-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377WGK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559688 | PA      | $50346.74     | 0.02%             | 2041-05-20      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380QXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9448908 | PA      | $575358.17    | 0.19%             | 2071-02-01      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380WPV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20074342 | PA      | $575838.52    | 0.19%             | 2048-04-20      | Floating      | 0.00%                 | 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        |     22364 | PA      | $642.95       | 0.00%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1360000 | PA      | $1328128.40   | 0.44%             | 2032-07-30      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382J3G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14141811 | PA      | $2535877.05   | 0.84%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23146845 | PA      | $3406324.44   | 1.13%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    940000 | PA      | $940954.10    | 0.31%             | 2032-09-17      | Floating      | 7.93%                 | 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        |    334000 | PA      | $284684.07    | 0.09%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UEZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7309138 | PA      | $1249692.34   | 0.42%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10161328 | PA      | $1798263.49   | 0.60%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11705758 | PA      | $338553.93    | 0.11%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66463.35     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $796173.60    | 0.26%             | 2039-07-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners                         | Highbridge Loan Management 2013-2 Ltd                                            | CUSIP: 44330DAL4<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004529.30   | 0.33%             | 2029-10-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $596121.47    | 0.20%             | 2066-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    140000 | PA      | $109224.36    | 0.04%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005845.00   | 0.33%             | 2039-03-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509007.50   | 0.83%             | 2038-11-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $176222.34    | 0.06%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2450700.00   | 0.81%             | 2034-07-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001107.20   | 0.67%             | 2034-07-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42326.40     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HBM3<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $920276.50    | 0.31%             | 2049-10-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    214920 | PA      | $216442.47    | 0.07%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    143006 | PA      | $143471.54    | 0.05%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BR7402000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $172275.00    | 0.06%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $160975.00    | 0.05%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262342.68    | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $775655.83    | 0.26%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $700462.14    | 0.23%             | 2036-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2020-BNK26                                                                  | CUSIP: 06540JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5843520 | PA      | $314969.23    | 0.10%             | 2063-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR1                                                                  | CUSIP: 06644EBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72300137 | PA      | $446597.95    | 0.15%             | 2056-04-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444492.75    | 0.15%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27394000 | PA      | $706.77       | 0.00%             | 2048-05-10      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380CC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151410 | PA      | $107257.08    | 0.04%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-85CB                                                 | CUSIP: 12668BEL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109475 | PA      | $85987.54     | 0.03%             | 2036-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1503778.35   | 0.50%             | 2032-01-20      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501040.05    | 0.17%             | 2035-01-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $768490.90    | 0.26%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398000 | PA      | $1145310.80   | 0.38%             | 2051-07-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496183 | PA      | $498936.68    | 0.17%             | 2039-08-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    575080 | PA      | $151.82       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17310CAD4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    243670 | PA      | $178382.73    | 0.06%             | 2035-10-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414903 | PA      | $15030.94     | 0.00%             | 2040-09-15      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5864944 | PA      | $949899.23    | 0.32%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                  | Freddie Mac Multiclass Certificates Series 2021-P009                             | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28005597 | PA      | $775136.12    | 0.26%             | 2031-01-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397H6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1689906 | PA      | $152554.09    | 0.05%             | 2037-05-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134706.28    | 0.04%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3353929 | PA      | $316923.12    | 0.11%             | 2044-04-16      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1943190.50   | 0.65%             | 2031-01-20      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |    873237 | PA      | $847039.70    | 0.28%             | 2028-08-31      | Floating      | 9.82%                 | 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        |    122411 | PA      | $36544.65     | 0.01%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    295619 | PA      | $268717.58    | 0.09%             | 2030-08-01      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199246 | PA      | $172854.78    | 0.06%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $147218.79    | 0.05%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44544.74     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                            | Dewolf Park CLO Ltd                                                              | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500131.75    | 0.17%             | 2030-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54960.51     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $191390.75    | 0.06%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695146 | PA      | $624575.64    | 0.21%             | 2028-11-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558186 | PA      | $42302.26     | 0.01%             | 2041-02-15      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73757 | PA      | $5397.68      | 0.00%             | 2038-03-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397YX71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67521 | PA      | $4887.16      | 0.00%             | 2039-02-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $243813.21    | 0.08%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    235000 | PA      | $243081.18    | 0.08%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38376JKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293104 | PA      | $29040.58     | 0.01%             | 2039-11-16      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    676741 | PA      | $66399.62     | 0.02%             | 2041-06-20      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1183578.00   | 0.39%             | 2038-08-19      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600789.00    | 0.20%             | 2043-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378C3H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4695388 | PA      | $643702.05    | 0.21%             | 2042-02-20      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BE38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1417902 | PA      | $157256.20    | 0.05%             | 2039-12-16      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26400000 | PA      | $752.40       | 0.00%             | 2047-06-10      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   3589302 | PA      | $3149.97      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379FN70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6057431 | PA      | $871409.26    | 0.29%             | 2045-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4628078 | PA      | $100824.06    | 0.03%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-85CB                                                 | CUSIP: 12668BEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518387 | PA      | $402049.40    | 0.13%             | 2036-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $382031.86    | 0.13%             | 2041-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20680.08     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2016-KF25 Mortgage Trust                                                   | CUSIP: 30295WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543955 | PA      | $537731.09    | 0.18%             | 2023-10-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382QJ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11865361 | PA      | $59789.56     | 0.02%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99441.91     | 0.03%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    290000 | PA      | $239035.86    | 0.08%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | Pret 2025-NPL7 LLC                                                               | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $703994.90    | 0.23%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2007-S2 Trust                                                       | CUSIP: 749583AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359144 | PA      | $276652.19    | 0.09%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122744 | PA      | $165471.55    | 0.06%             | 2037-04-25      | Floating      | 19.98%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127694 | PA      | $11017.92     | 0.00%             | 2042-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3807121 | PA      | $481646.54    | 0.16%             | 2051-09-25      | Fixed         | 2.50%                 | 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        |   1000000 | PA      | $1007060.00   | 0.33%             | 2038-05-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A6                                   | CUSIP: 76113FAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641177 | PA      | $184779.83    | 0.06%             | 2036-07-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45047.30     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $368253.32    | 0.12%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384436 | PA      | $145426.84    | 0.05%             | 2054-01-15      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19170 | PA      | $1282.31      | 0.00%             | 2035-08-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47040 | PA      | $2891.96      | 0.00%             | 2037-07-25      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397BA68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219169 | PA      | $93847.42     | 0.03%             | 2036-09-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    406846 | PA      | $401807.37    | 0.13%             | 2028-10-04      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30629 | PA      | $30540.15     | 0.01%             | 2026-08-19      | Floating      | 7.71%                 | 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        |      5025 | PA      | $144.47       | 0.00%             | 2028-05-05      | Floating      | 16.00%                | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144415 | PA      | $1774.86      | 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        |    133988 | PA      | $122682.30    | 0.04%             | 2031-05-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    870000 | PA      | $872988.45    | 0.29%             | 2028-10-06      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397FRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180562 | PA      | $14375.67     | 0.00%             | 2037-03-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154282 | PA      | $9473.66      | 0.00%             | 2037-06-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    946654 | PA      | $947363.94    | 0.31%             | 2031-07-09      | Floating      | 7.94%                 | 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        |   1028603 | PA      | $1029569.73   | 0.34%             | 2031-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     71304 | PA      | $71207.16     | 0.02%             | 2031-03-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    121751 | PA      | $121586.13    | 0.04%             | 2031-03-24      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334486 | PA      | $25763.23     | 0.01%             | 2036-03-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274203 | PA      | $23263.51     | 0.01%             | 2049-11-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398SKW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2276344 | PA      | $285519.35    | 0.09%             | 2040-12-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2453760.00   | 0.82%             | 2033-08-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3151104.60   | 1.05%             | 2041-10-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1321000 | PA      | $1330966.95   | 0.44%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |         0 | PA      | $0.47         | 0.00%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |    250000 | PA      | $90603.65     | 0.03%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6443349 | PA      | $1174855.04   | 0.39%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3563506 | PA      | $659895.66    | 0.22%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $186087.82    | 0.06%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $227067.93    | 0.08%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15616150 | PA      | $2682898.27   | 0.89%             | 2051-11-20      | Fixed         | 3.00%                 | 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        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    135087 | PA      | $137939.99    | 0.05%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                  | UBS-Barclays Commercial Mortgage Trust 2013-C5                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1244961.23   | 0.41%             | 2046-03-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012633.50   | 0.34%             | 2038-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $513866.80    | 0.17%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6M68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079801 | PA      | $129041.84    | 0.04%             | 2042-07-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6WN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902753 | PA      | $95743.29     | 0.03%             | 2042-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QFB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68092 | PA      | $3794.16      | 0.00%             | 2039-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87246 | PA      | $5402.83      | 0.00%             | 2037-05-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44091 | PA      | $4244.31      | 0.00%             | 2037-07-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FD81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2870484 | PA      | $300057.46    | 0.10%             | 2036-08-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363989 | PA      | $35381.01     | 0.01%             | 2039-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67283 | PA      | $7416.50      | 0.00%             | 2040-01-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87401 | PA      | $4112.91      | 0.00%             | 2040-02-25      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382164 | PA      | $18415.32     | 0.01%             | 2040-03-25      | Floating      | 0.48%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                  | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579P28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237815 | PA      | $222186.80    | 0.07%             | 2036-02-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    758000 | PA      | $760021.59    | 0.25%             | 2039-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1407923 | PA      | $1388211.90   | 0.46%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     59145 | PA      | $45039.27     | 0.01%             | 2028-07-24      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     85914 | PA      | $85967.97     | 0.03%             | 2029-04-02      | Floating      | 8.25%                 | 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        |     11399 | PA      | $3403.09      | 0.00%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                           | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    844880 | PA      | $846197.86    | 0.28%             | 2028-02-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Golden State Foods LLC                          | Golden State Foods LLC, Senior Secured First Lien Term Loan                      | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387421 | PA      | $388860.35    | 0.13%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XIV                                                       | CUSIP: 04942CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1710711.53   | 0.57%             | 2032-07-20      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2022-5 Ltd                                               | CUSIP: 05685JAS8<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4026566.80   | 1.34%             | 2037-01-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-I                                                           | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509847.25   | 0.83%             | 2035-04-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $878885.36    | 0.29%             | 2048-11-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1710624.32   | 0.57%             | 2031-01-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1495626.00   | 0.50%             | 2031-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2243022.75   | 0.75%             | 2034-04-15      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1426915.65   | 0.47%             | 2031-01-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1199000 | PA      | $1203637.73   | 0.40%             | 2036-11-16      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397KY70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300871 | PA      | $24465.86     | 0.01%             | 2037-10-15      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PJE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73049 | PA      | $5492.53      | 0.00%             | 2037-11-15      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397T3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1268199 | PA      | $100044.27    | 0.03%             | 2038-04-15      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                               | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20905232 | PA      | $3769235.49   | 1.25%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3609087.00   | 1.20%             | 2050-03-25      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73875316 | PA      | $605925.34    | 0.20%             | 2051-03-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8888498 | PA      | $1289478.37   | 0.43%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382P2Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7766087 | PA      | $31944.25     | 0.01%             | 2051-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RBM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4034718 | PA      | $525918.59    | 0.17%             | 2051-04-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81156.09     | 0.03%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1087979.20   | 0.36%             | 2039-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $340382.84    | 0.11%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    110000 | PA      | $107387.50    | 0.04%             | 2028-02-03      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    670000 | PA      | $661832.70    | 0.22%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                         | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: BQ9153637<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $159611.00    | 0.05%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BQ6517206<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $338566.76    | 0.11%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                      | Trident TPI Holdings, Inc., Senior Secured First Lien Term Loan                  | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1285270 | PA      | $1264519.05   | 0.42%             | 2028-09-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                             | Braskem Netherlands Finance BV                                                   | CUSIP: YU4155195<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $74850.00     | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                          | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $153393.00    | 0.05%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229512.29    | 0.08%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93012.48     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344674 | PA      | $313105.98    | 0.10%             | 2048-04-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture XXX CLO Ltd                                                              | CUSIP: 92331NAG1<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501215.80    | 0.17%             | 2031-01-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    180000 | PA      | $184649.40    | 0.06%             | 2032-11-22      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640000 | PA      | $638400.00    | 0.21%             | 2033-07-29      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4T98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1534622 | PA      | $172510.55    | 0.06%             | 2040-12-15      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398MWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150915 | PA      | $11863.36     | 0.00%             | 2050-03-25      | Floating      | 0.93%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    487443 | PA      | $487291.65    | 0.16%             | 2029-01-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1265475.96   | 0.42%             | 2043-03-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936348 | PA      | $939705.84    | 0.31%             | 2030-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $839848.13    | 0.28%             | 2036-06-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15514000 | PA      | $1277112.48   | 0.42%             | 2058-11-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146081.25    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $515434.70    | 0.17%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13368000 | PA      | $1257426.16   | 0.42%             | 2058-10-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    450000 | PA      | $337050.00    | 0.11%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49542.75     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2761681 | PA      | $542796.83    | 0.18%             | 2060-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4356399 | PA      | $661948.22    | 0.22%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AEQ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1047984 | PA      | $1112758.33   | 0.37%             | 2041-08-15      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P3F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94772 | PA      | $8696.03      | 0.00%             | 2037-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396W3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2332996 | PA      | $253035.06    | 0.08%             | 2037-08-25      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397EBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305514 | PA      | $35316.89     | 0.01%             | 2036-12-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397GRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1988666 | PA      | $230890.63    | 0.08%             | 2037-04-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    908969 | PA      | $92368.92     | 0.03%             | 2038-05-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160212 | PA      | $155301.73    | 0.05%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173123.42    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                | Ocean Trails CLO V                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $924499.81    | 0.31%             | 2031-10-13      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |    168812 | PA      | $167968.44    | 0.06%             | 2028-07-31      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                | ENA Master Trust                                                                 | CUSIP: BM4694253<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $304940.00    | 0.10%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    193333 | PA      | $196716.66    | 0.07%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2704000 | PA      | $2719413.34   | 0.90%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A3KT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803216 | PA      | $567115.16    | 0.19%             | 2042-01-25      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3151965 | PA      | $360074.44    | 0.12%             | 2046-09-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26861.95     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                        | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    919145 | PA      | $921502.15    | 0.31%             | 2029-06-27      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   1010487 | PA      | $1013806.01   | 0.34%             | 2029-03-29      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: YV4363920<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $104072.00    | 0.03%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $696519.12    | 0.23%             | 2038-02-19      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $623301.87    | 0.21%             | 2042-06-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                        | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $491520.70    | 0.16%             | 2036-04-15      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1204272.00   | 0.40%             | 2038-04-18      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165730 | PA      | $174322.57    | 0.06%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004219.60   | 0.67%             | 2034-04-25      | Floating      | 8.08%                 | 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        |   1000000 | PA      | $1000917.00   | 0.33%             | 2038-03-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                  | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19987.49     | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     50179 | PA      | $9283.12      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    450000 | PA      | $375390.00    | 0.12%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIA                        | Sound Inpatient Physicians Holdings LLC                                          | CUSIP: 83607JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $156234.34    | 0.05%             | 2026-06-29      | Floating      | 12.32%                | No            |                  3 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    767765 | PA      | $761101.13    | 0.25%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1120352 | PA      | $1060133.40   | 0.35%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    785000 | PA      | $786962.50    | 0.26%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1007310.50   | 0.33%             | 2030-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $215818.42    | 0.07%             | 2070-05-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $167375.00    | 0.06%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     62116 | PA      | $47829.32     | 0.02%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    539075 | PA      | $540853.49    | 0.18%             | 2027-03-09      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |     79000 | PA      | $79197.50     | 0.03%             | 2031-02-03      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1844744.40   | 0.61%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54393.42     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $185375.50    | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                  | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004499.00   | 0.33%             | 2037-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003131.00   | 0.33%             | 2039-09-19      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1408321.60   | 0.47%             | 2035-09-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1064000 | PA      | $1064060.65   | 0.35%             | 2037-08-19      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $207550.00    | 0.07%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1195111.20   | 0.40%             | 2039-10-19      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $45301.20     | 0.02%             | 2036-03-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $914921.40    | 0.30%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379QG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2153560 | PA      | $242410.06    | 0.08%             | 2045-10-20      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6775765 | PA      | $1006879.38   | 0.33%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $148604.53    | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46607.67     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1125159.48   | 0.37%             | 2042-08-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136BAST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11870412 | PA      | $300259.70    | 0.10%             | 2031-03-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13706657 | PA      | $6402.38      | 0.00%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558120 | PA      | $51919.18     | 0.02%             | 2041-09-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402257 | PA      | $35581.21     | 0.01%             | 2037-05-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132055 | PA      | $10687.30     | 0.00%             | 2037-07-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M3B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8733335 | PA      | $1462610.09   | 0.49%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6335659 | PA      | $931732.21    | 0.31%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397CB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486092 | PA      | $48128.30     | 0.02%             | 2036-11-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397GXT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305616 | PA      | $27185.71     | 0.01%             | 2036-11-15      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397LZ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649830 | PA      | $56061.40     | 0.02%             | 2038-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1713235 | PA      | $135437.23    | 0.05%             | 2038-01-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3105053.40   | 1.03%             | 2041-09-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1210608.24   | 0.40%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47204.10     | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    300000 | PA      | $223005.07    | 0.07%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $993650.00    | 0.33%             | 2036-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382RK56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12955756 | PA      | $289111.58    | 0.10%             | 2051-04-20      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12814416 | PA      | $165909.53    | 0.06%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6222401 | PA      | $237245.22    | 0.08%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8916188 | PA      | $276230.63    | 0.09%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31366531 | PA      | $4458717.89   | 1.48%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $783144.96    | 0.26%             | 2036-07-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1234971.80   | 0.41%             | 2039-11-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $333409.49    | 0.11%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003549.40   | 0.33%             | 2031-10-22      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845768 | PA      | $808713.15    | 0.27%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29104.47     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAH1<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1052566.26   | 0.35%             | 2065-08-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1098908.80   | 0.37%             | 2039-02-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $642804.37    | 0.21%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2931369 | PA      | $983140.05    | 0.33%             | 2036-10-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4901.74      | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $909188.50    | 0.30%             | 2051-08-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     44227 | PA      | $34054.79     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |  43491350 | PA      | $540945.42    | 0.18%             | 2051-03-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                         | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35012.43     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                   | Fresnillo PLC                                                                    | CUSIP: ZO7122948<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $357285.69    | 0.12%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    215779 | PA      | $39919.12     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $210019.90    | 0.07%             | 2026-10-19      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    891278 | PA      | $891834.97    | 0.30%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     85914 | PA      | $85967.97     | 0.03%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    403356 | PA      | $403168.32    | 0.13%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    880000 | PA      | $881650.00    | 0.29%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    209727 | PA      | $209257.86    | 0.07%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262806 | PA      | $7884.18      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                           | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |    169864 | PA      | $161392.28    | 0.05%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002148.80   | 0.33%             | 2030-07-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1347783 | PA      | $561392.08    | 0.19%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31031.76     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AFV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386415 | PA      | $997412.13    | 0.33%             | 2043-08-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A3MT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1342131 | PA      | $133386.24    | 0.04%             | 2040-11-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P2E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157138 | PA      | $11420.44     | 0.00%             | 2037-03-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904133 | PA      | $95309.42     | 0.03%             | 2037-03-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274003 | PA      | $28141.71     | 0.01%             | 2038-02-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31397MKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466485 | PA      | $39092.74     | 0.01%             | 2038-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380Q3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10700107 | PA      | $620261.67    | 0.21%             | 2071-05-20      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5842001 | PA      | $252414.18    | 0.08%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383MQQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13721241 | PA      | $397061.15    | 0.13%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2007-10                                                    | CUSIP: 52522QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135773 | PA      | $132550.04    | 0.04%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105317.17    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JAC0<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |  23293000 | PA      | $23029.79     | 0.01%             | 2048-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                  | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $734432.10    | 0.24%             | 2048-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    671987 | PA      | $667786.66    | 0.22%             | 2030-03-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1294086 | PA      | $1293859.60   | 0.43%             | 2029-03-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                | Finastra USA Inc                                                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    190000 | PA      | $189423.35    | 0.06%             | 2032-09-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $329090.64    | 0.11%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: AZ6529160<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $206428.80    | 0.07%             | 2049-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                              | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $138500.00    | 0.05%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31562.06     | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110376.95    | 0.04%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Ce                  | RBSGC Structured Trust 2008-B                                                    | CUSIP: 74928BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557336 | PA      | $488729.80    | 0.16%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    700273 | PA      | $684713.06    | 0.23%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     69476 | PA      | $69253.56     | 0.02%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $924498.12    | 0.31%             | 2030-01-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bcapb LLC Trust                                 | BCAPB LLC Trust 2007-AB1                                                         | CUSIP: 05529DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8179292 | PA      | $3078656.12   | 1.02%             | 2037-03-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                  | BCAP LLC 2010-RR6 Trust                                                          | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471456 | PA      | $222040.74    | 0.07%             | 2037-07-26      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18014884 | PA      | $481206.37    | 0.16%             | 2056-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                           | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    202000 | PA      | $116150.00    | 0.04%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1P25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456571 | PA      | $50535.33     | 0.02%             | 2039-09-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 3136FC2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112519 | PA      | $19366.92     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GALT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3928109 | PA      | $353371.15    | 0.12%             | 2040-10-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56857 | PA      | $5882.87      | 0.00%             | 2036-12-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396VJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478190 | PA      | $63661.24     | 0.02%             | 2037-04-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61726 | PA      | $3403.03      | 0.00%             | 2040-02-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508893 | PA      | $36371.33     | 0.01%             | 2040-05-25      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $107997.40    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    898678 | NS      | $898677.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38378VYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3644094 | PA      | $3302468.57   | 1.10%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379AL24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2036407 | PA      | $262702.57    | 0.09%             | 2044-03-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379BCR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3396121 | PA      | $360481.58    | 0.12%             | 2044-04-20      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6659102 | PA      | $321894.32    | 0.11%             | 2048-08-20      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5893257 | PA      | $187445.65    | 0.06%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384GR85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6973571 | PA      | $1189935.26   | 0.40%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44621.00     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $987834.00    | 0.33%             | 2036-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1255197.50   | 0.42%             | 2042-05-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83886.30     | 0.03%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Octagon 73 Ltd                                  | Octagon 73 Ltd                                                                   | CUSIP: 67579HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506830.55    | 0.17%             | 2038-10-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                  | Octagon Investment Partners 30 Ltd                                               | CUSIP: 675921AC4<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $3506.20      | 0.00%             | 2030-03-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331092 | PA      | $264819.56    | 0.09%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CEF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570435 | PA      | $471431.81    | 0.16%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407011 | PA      | $359264.03    | 0.12%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $318349.50    | 0.11%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $215490.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                        | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    310000 | PA      | $33712.50     | 0.01%             | 2029-10-01      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90390 | PA      | $20874.77     | 0.01%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    129250 | PA      | $102537.90    | 0.03%             | 2029-12-17      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   1261838 | PA      | $1271957.44   | 0.42%             | 2029-02-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |    164171 | PA      | $165350.43    | 0.05%             | 2030-12-23      | Floating      | 7.66%                 | 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        |    122468 | PA      | $121603.38    | 0.04%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    160900 | PA      | $169990.85    | 0.06%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $444168.00    | 0.15%             | 2047-06-19      | Fixed         | 5.62%                 | 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        |      2528 | NS      | $127.67       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774024 | PA      | $776857.86    | 0.26%             | 2040-06-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $856031.32    | 0.28%             | 2058-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA                        | Banco Latinoamericano de Comercio Exterior SA                                    | CUSIP: 05968CAD4<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $205459.58    | 0.07%             | 2032-09-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603719 | PA      | $606622.25    | 0.20%             | 2042-08-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

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

**Signature:** /s/ Ana Alcantara

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

**Title:** Vice President