# EDGAR Filing Document

**Accession Number:** 0001566388
**File Stem:** 0001193125-26-075569
**Filing Date:** 2026-2
**Character Count:** 294623
**Document Hash:** e22e50fda58f2581d4072ecee2ebeca0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-075569.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001193125-26-075569

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Income Solutions Fund
- **CENTRAL INDEX KEY:** 0001566388

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22791
- **FILM NUMBER:** 26685343

**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

## Nport-Ex

---

| | |
|:---|:---|
| **DoubleLine Income Solutions Fund** | (Unaudited) |
| **Schedule of Investments** | December 31, 2025 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **RATE** | **MATURITY** | **VALUE $** |
| **ASSET BACKED OBLIGATIONS - 1.8%** | **ASSET BACKED OBLIGATIONS - 1.8%** | **ASSET BACKED OBLIGATIONS - 1.8%** |  |  |  |
|  | Apollo Aviation Securitization Equity Trust |  |  |  |  |
| 608108 | &nbsp;&nbsp;Series 2024-1A-B |  | 6.90 %<sup>(a)</sup> | 05/16/2049 | 619542 |
| 556137 | &nbsp;&nbsp;Series 2024-2A-B |  | 6.61 %<sup>(a)</sup> | 09/16/2049 | 562211 |
|  | AVANT Loans Funding Trust |  |  |  |  |
| 1525000 | &nbsp;&nbsp;Series 2025-REV1-D |  | 8.39 %<sup>(a)</sup> | 05/15/2034 | 1554715 |
| 2000000 | AZ Battery Property |  | 6.73 %<sup>(b)</sup> | 02/20/2046 | 2010961 |
|  | Blue Stream Communications LLC |  |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2023-1A-C |  | 8.90 %<sup>(a)</sup> | 05/20/2053 | 2043940 |
|  | Business Jet Securities LLC |  |  |  |  |
| 714753 | &nbsp;&nbsp;Series 2024-2A-C |  | 7.97 %<sup>(a)</sup> | 09/15/2039 | 722976 |
|  | Castlelake Aircraft Securitization Trust |  |  |  |  |
| 524365 | &nbsp;&nbsp;Series 2018-1-C |  | 6.63 %<sup>(a)</sup> | 06/15/2043 | 394262 |
|  | Compass Datacenters LLC |  |  |  |  |
| 1250000 | &nbsp;&nbsp;Series 2024-1A-B |  | 7.00 %<sup>(a)</sup> | 02/25/2049 | 1276772 |
|  | Diversified Energy Co. PLC |  |  |  |  |
| 2767544 | &nbsp;&nbsp;Series 2025-1A-B |  | 10.40 %<sup>(a)</sup> | 02/28/2045 | 2818240 |
|  | Dividend Solar Loans LLC |  |  |  |  |
| 823071 | &nbsp;&nbsp;Series 2018-2-B |  | 4.25 %<sup>(a)</sup> | 12/20/2038 | 771753 |
|  | JOL Air Ltd. |  |  |  |  |
| 771858 | &nbsp;&nbsp;Series 2019-1-B |  | 4.95 %<sup>(a)</sup> | 04/15/2044 | 770800 |
|  | Landmark Infrastructure Partners LP |  |  |  |  |
| 950000 | &nbsp;&nbsp;Series 2025-1A-C |  | 8.12 %<sup>(a)</sup> | 09/15/2055 | 958594 |
|  | Pagaya AI Debt Selection Trust |  |  |  |  |
| 2750000 | &nbsp;&nbsp;Series 2021-3-CERT |  | 0.00 %<sup>(a)(b)(c)</sup> | 05/15/2029 | 8316 |
|  | Sierra Timeshare Conduit Receivables Funding LLC |  |  |  |  |
| 337724 | &nbsp;&nbsp;Series 2023-2A-D |  | 9.72 %<sup>(a)</sup> | 04/20/2040 | 355846 |
|  | SOFI Alternative Trust |  |  |  |  |
| 55000 | &nbsp;&nbsp;Series 2021-2-R1 |  | 0.00 %<sup>(a)(b)(c)</sup> | 08/15/2030 | 277403 |
|  | SoFi Professional Loan Program LLC |  |  |  |  |
| 100000 | &nbsp;&nbsp;Series 2018-C-R1 |  | 0.00 %<sup>(a)(b)(c)</sup> | 01/25/2048 | 750767 |
|  | Start Ltd./Bermuda |  |  |  |  |
| 25991 | &nbsp;&nbsp;Series 2019-1-C |  | 6.41 %<sup>(a)</sup> | 03/15/2044 | 26149 |
|  | Switch Ltd. |  |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2024-2A-C |  | 10.03 %<sup>(a)</sup> | 06/25/2054 | 1028403 |
|  | Uniti Group LP |  |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2025-1A-C |  | 9.02 %<sup>(a)</sup> | 04/20/2055 | 2116262 |
|  | Upstart Securitization Trust |  |  |  |  |
| 253836 | &nbsp;&nbsp;Series 2021-4-C |  | 3.19 %<sup>(a)</sup> | 09/20/2031 | 252723 |
| 774090 | &nbsp;&nbsp;Series 2022-4-B |  | 8.68 %<sup>(a)</sup> | 08/20/2032 | 776349 |
|  | Vital Care Issuer LLC |  |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2025-1A-A2 |  | 6.74 %<sup>(a)</sup> | 01/30/2056 | 3034350 |
|  | Walker Parent, Inc. |  |  |  |  |
| 299250 | &nbsp;&nbsp;Series 2024-1A-A2 |  | 6.58 %<sup>(a)</sup> | 11/20/2054 | 302932 |
|  | Willis Lease Finance Corp. |  |  |  |  |
| 328046 | &nbsp;&nbsp;Series 2020-A-C |  | 6.66 %<sup>(a)</sup> | 03/15/2045 | 324760 |
| 404678 | &nbsp;&nbsp;Series 2021-A-C |  | 7.39 %<sup>(a)</sup> | 05/15/2046 | 398776 |
|  | **Total Asset Backed Obligations (Cost $23,233,429)** |  |  |  | **24157802** |
| **BANK LOANS - 27.4%** | **BANK LOANS - 27.4%** | **BANK LOANS - 27.4%** |  |  |  |
|  | 1261229 BC Ltd. |  |  |  |  |
| 6743100 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.25%, 0.00% Floor) |  | 9.97% | 10/08/2030 | 6603214 |
|  | ADMI Corp. |  |  |  |  |
| 5695088 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.75%, 0.00% Floor) |  | 9.47% | 12/23/2027 | 5475827 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Alera Group, Inc. |  |  |  |
| 3570000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.50%, 0.50% Floor) | 9.22% | 05/31/2033 | 3650325 |
|  | Applied Systems, Inc. |  |  |  |
| 1540000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 5.25%, 0.00% Floor) | 8.17% | 02/23/2032 | 1570084 |
|  | Apro LLC |  |  |  |
| 6134502 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 7.68% | 07/09/2031 | 6172843 |
|  | Aspire Bakeries Holdings LLC |  |  |  |
| 1637604 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50%, 0.00% Floor) | 7.22% | 12/23/2030 | 1649076 |
|  | Astra Acquisition Corp. |  |  |  |
| 753601 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 6.75%, 2.00% Floor) | 11.05 %<sup>(d)</sup> | 02/25/2028 | 158256 |
| 1204012 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.55 %<sup>(d)</sup> | 10/25/2028 | 5081 |
| 9662677 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 8.88%, 0.75% Floor) | 17.13 %<sup>(d)</sup> | 10/25/2029 | 40921 |
|  | Asurion LLC |  |  |  |
| 2055000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.08% | 01/22/2029 | 2023887 |
|  | Atlas OpCo LLC |  |  |  |
| 264168 | &nbsp;&nbsp;Senior Secured Term Loan (3 mo. Term SOFR + 6.50%, 2.00% Floor) | 10.63% | 10/24/2030 | 239072 |
|  | Aveanna Healthcare LLC |  |  |  |
| 7090000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 7.47% | 09/17/2032 | 7143600 |
|  | Bausch + Lomb Corp. |  |  |  |
| 7357995 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 7.72% | 09/29/2028 | 7376390 |
| 4703363 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 7.97% | 01/15/2031 | 4758627 |
|  | Boxer Parent Co., Inc. |  |  |  |
| 10120000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.00% Floor) | 9.47% | 07/30/2032 | 9782245 |
|  | Brand Industrial Services, Inc. |  |  |  |
| 3722322 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.35% | 08/01/2030 | 3402109 |
|  | Central Parent LLC |  |  |  |
| 1963557 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25%, 0.00% Floor) | 6.92% | 07/06/2029 | 1669593 |
|  | CommScope LLC |  |  |  |
| 11035000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 2.00% Floor) | 8.67% | 12/17/2029 | 11070091 |
|  | Cornerstone Building Brands, Inc. |  |  |  |
| 1398393 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.50% Floor) | 7.10% | 04/12/2028 | 1102633 |
| 1316700 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.25% | 05/15/2031 | 940341 |
|  | Crown Finance US, Inc. |  |  |  |
| 12783610 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%) | 8.34% | 12/02/2031 | 12631805 |
|  | Dexko Global, Inc. |  |  |  |
| 1667718 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 7.58% | 10/04/2028 | 1658854 |
| 1601475 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.17% | 10/04/2028 | 1594268 |
|  | DG Investment Intermediate Holdings 2, Inc. |  |  |  |
| 7675000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.22% | 07/29/2033 | 7703781 |
|  | Directv Financing LLC |  |  |  |
| 8656570 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 0.75% Floor) | 9.35% | 08/02/2029 | 8697342 |
|  | Eagle Parent Corp. |  |  |  |
| 9400529 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 7.92% | 04/02/2029 | 9437426 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Edelman Financial Engines Center LLC |  |  |  |
| 9325000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 8.97% | 10/06/2028 | 9328916 |
|  | EG America LLC |  |  |  |
| 7254025 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.50%, 0.00% Floor) | 7.32% | 02/07/2028 | 7291057 |
|  | Eisner Advisory Group LLC |  |  |  |
| 2748292 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 7.72% | 02/28/2031 | 2771062 |
|  | Element Materials Technology Group US Holdings, Inc. |  |  |  |
| 607813 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 7.35% | 06/25/2029 | 613891 |
|  | Ellucian Holdings, Inc. |  |  |  |
| 1485000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 8.47% | 11/22/2032 | 1500778 |
|  | Fertitta Entertainment LLC/NV |  |  |  |
| 4169129 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.50% Floor) | 6.97% | 01/29/2029 | 4172923 |
|  | FinThrive Software Intermediate Holdings, Inc. |  |  |  |
| 220500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 7.84% | 12/18/2028 | 152394 |
| 1212750 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.75%, 0.50% Floor) | 10.82% | 12/17/2029 | 717542 |
|  | Flynn America LP |  |  |  |
| 3135625 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.53% | 07/31/2028 | 3119947 |
|  | Gainwell Acquisition Corp. |  |  |  |
| 9438520 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.75% Floor) | 7.77% | 10/01/2027 | 9289863 |
|  | Golden State Foods LLC |  |  |  |
| 2467846 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 7.67% | 12/04/2031 | 2486355 |
|  | Greystone Select Financial LLC |  |  |  |
| 3565923 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.00% Floor) | 8.85% | 06/19/2028 | 3539179 |
|  | Groupe Solmax, Inc. |  |  |  |
| 2823465 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.75%, 0.75% Floor) | 8.85% | 07/24/2028 | 2335853 |
|  | Hexion Holdings Corp. |  |  |  |
| 7125241 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 7.73% | 03/15/2029 | 6889859 |
|  | Husky Injection Molding Systems Ltd. |  |  |  |
| 9387893 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.50%, 0.00% Floor) | 7.59% | 02/15/2029 | 9470695 |
|  | INEOS US Finance LLC |  |  |  |
| 7910948 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.00% Floor) | 6.97% | 02/19/2030 | 6440026 |
|  | INEOS US Petrochem LLC |  |  |  |
| 2501900 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.07% | 03/29/2029 | 1776349 |
| 4601875 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 7.97% | 10/07/2031 | 3103389 |
|  | ION Platform Finance US, Inc. |  |  |  |
| 7765000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.00% Floor) | 7.42% | 09/30/2032 | 7310204 |
|  | LBM Acquisition LLC |  |  |  |
| 9482201 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.75% Floor) | 7.58% | 06/06/2031 | 8920144 |
|  | Lereta LLC |  |  |  |
| 1090227 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.75% Floor) | 9.08% | 08/07/2028 | 1007555 |
|  | LifePoint Health, Inc. |  |  |  |
| 663313 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.50%, 1.00% Floor) | 7.33% | 05/19/2031 | 665110 |
| 7386021 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 7.65% | 05/19/2031 | 7418520 |
|  | MH Sub I LLC |  |  |  |
| 4235934 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.50% Floor) | 7.97% | 12/31/2031 | 3644894 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Mitchell International, Inc. |  |  |  |
| 8460000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 8.97% | 06/17/2032 | 8427218 |
|  | MLN US Holdco Tranche A-2 |  |  |  |
| 49335 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 2.00% + 6.00% PIK, 0.00% Floor) | 5.73% | 06/20/2030 | 29601 |
|  | Natgasoline LLC |  |  |  |
| 3661513 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.22% | 03/29/2030 | 3699648 |
|  | Needle Holdings LLC |  |  |  |
| 32341 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (Prime Rate + 8.50%, 0.00% Floor) | 15.25 %<sup>(b)(d)</sup> | 04/28/2028 | 10511 |
|  | NEP Group, Inc. |  |  |  |
| 5992269 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.22% | 10/17/2031 | 5520378 |
|  | Numericable US LLC |  |  |  |
| 5656308 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.88%) | 10.86% | 05/15/2031 | 5662190 |
|  | OneDigital Borrower LLC |  |  |  |
| 6665000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.50% Floor) | 8.97% | 07/02/2032 | 6735849 |
|  | Ontario Gaming GTA LP |  |  |  |
| 7305848 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.24% | 08/01/2030 | 6778767 |
|  | Par Petroleum LLC |  |  |  |
| 2725190 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25%, 0.50% Floor) | 6.95% | 02/28/2030 | 2739389 |
|  | PetSmart LLC |  |  |  |
| 3795000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 7.73% | 08/18/2032 | 3784336 |
|  | Polaris Newco LLC |  |  |  |
| 7322347 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.50% Floor) | 7.85% | 06/05/2028 | 7078000 |
|  | Pretzel Parent T/L B |  |  |  |
| 9578775 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.22% | 10/01/2031 | 9482987 |
|  | Radiology Partners, Inc. |  |  |  |
| 9500000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.17% | 06/30/2032 | 9494822 |
|  | RealPage, Inc. |  |  |  |
| 3681500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 7.42% | 04/24/2028 | 3697993 |
|  | Sabre GLBL, Inc. |  |  |  |
| 1794139 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.00%, 0.50% Floor) | 10.02% | 11/15/2029 | 1596784 |
|  | Sgh2 LLC |  |  |  |
| 5725000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.17% | 08/18/2032 | 5753625 |
|  | Staples, Inc. |  |  |  |
| 1683688 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.50% Floor) | 9.60% | 09/10/2029 | 1603182 |
|  | StubHub Holdco Sub LLC |  |  |  |
| 5074365 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 8.47% | 03/15/2030 | 5039478 |
|  | Team Health Holdings, Inc. |  |  |  |
| 5072288 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.34% | 06/30/2028 | 5095671 |
|  | Townsquare Media, Inc. |  |  |  |
| 7978369 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.50% Floor) | 8.88% | 02/19/2030 | 5684588 |
|  | Trident TPI Holdings, Inc. |  |  |  |
| 1270690 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 7.42% | 09/18/2028 | 1223687 |
|  | United Natural Foods, Inc. |  |  |  |
| 2075979 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 8.67% | 05/01/2031 | 2093625 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **RATE** | **MATURITY** | **VALUE $** |
|  | Univision Communications, Inc. |  |  |  |  |
| 2680000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50%, 0.50% Floor) |  | 7.33% | 01/31/2029 | 2677910 |
| 3030842 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) |  | 7.92% | 06/25/2029 | 3039934 |
|  | Veritiv Operating Co. |  |  |  |  |
| 5534529 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) |  | 7.67% | 11/29/2030 | 5541752 |
|  | Vibrantz Technologies, Inc. |  |  |  |  |
| 2023283 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) |  | 8.33% | 04/23/2029 | 1133605 |
|  | Victra Holdings LLC |  |  |  |  |
| 11385001 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.00% Floor) |  | 7.48% | 03/29/2029 | 11415228 |
|  | Voyager Parent LLC |  |  |  |  |
| 1760000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) |  | 8.00% | 07/01/2032 | 1763467 |
| 7905000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) |  | 8.42% | 07/01/2032 | 7920573 |
|  | X Corp. |  |  |  |  |
| 3875000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan |  | 9.50% | 10/29/2029 | 3868761 |
| 11805500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 6.50%) |  | 10.45% | 10/29/2029 | 11624227 |
|  | Zayo Group Holdings, Inc. |  |  |  |  |
| 2522290 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.50% + 0.50% PIK, 0.00% Floor) |  | 7.35% | 03/11/2030 | 2400767 |
|  | **Total Bank Loans (Cost $396,390,259)** |  |  |  | **373142749** |
| **COLLATERALIZED LOAN OBLIGATIONS - 6.9%** | **COLLATERALIZED LOAN OBLIGATIONS - 6.9%** | **COLLATERALIZED LOAN OBLIGATIONS - 6.9%** |  |  |  |
|  | Apidos CLO |  |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2016-24A-DR (3 mo. Term SOFR + 6.06%, 0.00% Floor) |  | 9.95 %<sup>(a)</sup> | 10/20/2030 | 3002887 |
|  | Basswood Park CLO Ltd. |  |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2021-1A-DR (3 mo. Term SOFR + 2.65%, 2.65% Floor) |  | 6.53 %<sup>(a)</sup> | 04/20/2034 | 494424 |
|  | Buttermilk Park CLO |  |  |  |  |
| 6500000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) |  | 9.92 %<sup>(a)</sup> | 10/15/2031 | 6448008 |
|  | Canyon Capital CLO Ltd. |  |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2016-1A-ER (3 mo. Term SOFR + 6.01%, 0.00% Floor) |  | 9.92 %<sup>(a)</sup> | 07/15/2031 | 2331548 |
| 6650000 | &nbsp;&nbsp;Series 2017-1A-E (3 mo. Term SOFR + 6.51%, 0.00% Floor) |  | 10.42 %<sup>(a)</sup> | 07/15/2030 | 6362218 |
| 1000000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.67%, 6.41% Floor) |  | 10.58 %<sup>(a)</sup> | 04/15/2034 | 949409 |
| 6000000 | &nbsp;&nbsp;Series 2021-2A-E (3 mo. Term SOFR + 6.96%, 6.96% Floor) |  | 10.87 %<sup>(a)</sup> | 04/15/2034 | 5753764 |
|  | Canyon CLO |  |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) |  | 9.92 %<sup>(a)</sup> | 07/15/2031 | 2396696 |
|  | Carlyle Global Market Strategies |  |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2019-1A-DR2 (3 mo. Term SOFR + 6.25%, 6.25% Floor) |  | 10.13 %<sup>(a)</sup> | 04/20/2031 | 2999978 |
|  | Chenango Park CLO |  |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2018-1A-D (3 mo. Term SOFR + 6.06%, 5.80% Floor) |  | 9.97 %<sup>(a)</sup> | 04/15/2030 | 1491618 |
|  | Dryden Senior Loan Fund |  |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2015-37A-ER (3 mo. Term SOFR + 5.41%, 5.15% Floor) |  | 9.32 %<sup>(a)</sup> | 01/15/2031 | 2770683 |
| 2500000 | &nbsp;&nbsp;Series 2018-55A-F (3 mo. Term SOFR + 7.46%, 0.00% Floor) |  | 11.37 %<sup>(a)</sup> | 04/15/2031 | 1747657 |
|  | Halcyon Loan Advisors Funding Ltd. |  |  |  |  |
| 1065505 | &nbsp;&nbsp;Series 2014-2A-D (3 mo. Term SOFR + 5.26%, 0.00% Floor) |  | 9.12 %<sup>(a)</sup> | 04/30/2026 | 141958 |
| 1670971 | &nbsp;&nbsp;Series 2014-2A-E (3 mo. Term SOFR + 6.01%, 0.00% Floor) |  | 9.87 %<sup>(a)</sup> | 04/30/2026 | 167 |
|  | Lake George Park CLO Ltd. |  |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2025-1A-E (3 mo. Term SOFR + 4.60%, 4.60% Floor) |  | 8.50 %<sup>(a)</sup> | 04/15/2038 | 1003228 |
|  | LCM LP |  |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 17A-ER (3 mo. Term SOFR + 6.26%, 6.00% Floor) |  | 10.17 %<sup>(a)</sup> | 10/15/2031 | 2952192 |
| 6500000 | &nbsp;&nbsp;Series 26A-E (3 mo. Term SOFR + 5.56%, 5.30% Floor) |  | 9.45 %<sup>(a)</sup> | 01/20/2031 | 3552882 |
| 2000000 | &nbsp;&nbsp;Series 28A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) |  | 9.90 %<sup>(a)</sup> | 10/20/2030 | 1054875 |
|  | LCM XIII LP |  |  |  |  |
| 3607910 | &nbsp;&nbsp;Series 14A-FR (3 mo. Term SOFR + 7.87%, 0.00% Floor) |  | 11.76 %<sup>(a)</sup> | 07/20/2031 | 34862 |
|  | Madison Park Funding Ltd. |  |  |  |  |
| 11000000 | &nbsp;&nbsp;Series 2014-14A-ER (3 mo. Term SOFR + 6.06%, 5.80% Floor) |  | 9.92 %<sup>(a)</sup> | 10/22/2030 | 10743601 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **RATE** | **MATURITY** | **VALUE $** |
|  | Magnetite CLO Ltd. |  |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2022-33A-ER (3 mo. Term SOFR + 5.55%, 5.55% Floor) |  | 9.43 %<sup>(a)</sup> | 10/20/2037 | 505332 |
|  | Newark BSL CLO |  |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2017-1A-D (3 mo. Term SOFR + 6.56%, 0.00% Floor) |  | 10.42 %<sup>(a)</sup> | 07/25/2030 | 1944348 |
|  | Octagon Investment Partners Ltd. |  |  |  |  |
| 8750000 | &nbsp;&nbsp;Series 2013-1A-ER (3 mo. Term SOFR + 6.01%, 5.75% Floor) |  | 9.89 %<sup>(a)</sup> | 07/17/2030 | 7779164 |
| 2000000 | &nbsp;&nbsp;Series 2016-1A-FR (3 mo. Term SOFR + 8.35%, 8.35% Floor) |  | 12.26 %<sup>(a)</sup> | 07/15/2030 | 76308 |
| 500000 | &nbsp;&nbsp;Series 2019-1A-DR (3 mo. Term SOFR + 3.51%, 3.25% Floor) |  | 7.42 %<sup>(a)</sup> | 10/15/2034 | 498484 |
| 2000000 | &nbsp;&nbsp;Series 2019-3A-ERR (3 mo. Term SOFR + 7.53%, 7.53% Floor) |  | 11.43 %<sup>(a)</sup> | 07/15/2037 | 2030803 |
|  | Point Au Roche Park CLO |  |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.36%, 6.10% Floor) |  | 10.25 %<sup>(a)</sup> | 07/20/2034 | 498713 |
|  | Sound Point CLO Ltd. |  |  |  |  |
| 2400000 | &nbsp;&nbsp;Series 2019-2A-ER (3 mo. Term SOFR + 6.73%, 6.47% Floor) |  | 10.64 %<sup>(a)</sup> | 07/15/2034 | 2020082 |
| 500000 | &nbsp;&nbsp;Series 2020-2A-ER (3 mo. Term SOFR + 6.82%, 6.56% Floor) |  | 10.68 %<sup>(a)</sup> | 10/25/2034 | 450655 |
| 2000000 | &nbsp;&nbsp;Series 2021-3A-E (3 mo. Term SOFR + 6.87%, 6.61% Floor) |  | 10.73 %<sup>(a)</sup> | 10/25/2034 | 1657462 |
|  | Venture CDO Ltd. |  |  |  |  |
| 3228544 | &nbsp;&nbsp;Series 2017-26A-E (3 mo. Term SOFR + 7.06%, 0.00% Floor) |  | 10.95 %<sup>(a)</sup> | 01/20/2029 | 2034887 |
| 4000000 | &nbsp;&nbsp;Series 2017-27A-E (3 mo. Term SOFR + 6.61%, 0.00% Floor) |  | 10.50 %<sup>(a)</sup> | 07/20/2030 | 1793616 |
|  | Voya CLO Ltd. |  |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2017-1A-D (3 mo. Term SOFR + 6.36%, 0.00% Floor) |  | 10.24 %<sup>(a)</sup> | 04/17/2030 | 1451786 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A-E (3 mo. Term SOFR + 5.51%, 5.25% Floor) |  | 9.42 %<sup>(a)</sup> | 07/15/2031 | 922847 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A-F (3 mo. Term SOFR + 7.55%, 7.29% Floor) |  | 11.46 %<sup>(a)</sup> | 07/15/2031 | 450132 |
|  | Wind River CLO Ltd. |  |  |  |  |
| 3500000 | &nbsp;&nbsp;Series 2014-2A-ER (3 mo. Term SOFR + 6.01%, 5.75% Floor) |  | 9.92 %<sup>(a)</sup> | 01/15/2031 | 3140920 |
| 2000000 | &nbsp;&nbsp;Series 2014-3A-ER2 (3 mo. Term SOFR + 6.48%, 6.22% Floor) |  | 10.34 %<sup>(a)</sup> | 10/22/2031 | 1895475 |
| 5000000 | &nbsp;&nbsp;Series 2017-1A-ER (3 mo. Term SOFR + 7.32%, 7.06% Floor) |  | 11.21 %<sup>(a)</sup> | 04/18/2036 | 4923835 |
| 3000000 | &nbsp;&nbsp;Series 2017-3A-ER (3 mo. Term SOFR + 7.31%, 7.05% Floor) |  | 11.22 %<sup>(a)</sup> | 04/15/2035 | 2978548 |
|  | **Total Collateralized Loan Obligations (Cost $115,085,701)** | **Total Collateralized Loan Obligations (Cost $115,085,701)** | **Total Collateralized Loan Obligations (Cost $115,085,701)** |  | **93286052** |
| **FOREIGN CORPORATE BONDS - 32.2%** | **FOREIGN CORPORATE BONDS - 32.2%** | **FOREIGN CORPORATE BONDS - 32.2%** |  |  |  |
| 157524 | ACI Airport Sudamerica SA |  | 6.88 %<sup>(a)</sup> | 11/29/2034 | 158581 |
| 12069262 | Acu Petroleo Luxembourg Sarl |  | 7.50% | 01/13/2032 | 12331260 |
| 21592000 | AL Candelaria Spain SA |  | 5.75% | 06/15/2033 | 19176827 |
| 1250000 | AL Candelaria Spain SA |  | 5.75 %<sup>(a)</sup> | 06/15/2033 | 1110181 |
| 376662 | Alpha Holding SAB de CV |  | 10.00 %<sup>(a)(d)</sup> | 12/19/2026 | 2825 |
| 14407320 | Alpha Holding SAB de CV |  | 10.00 %<sup>(d)</sup> | 12/19/2026 | 108055 |
| 12208365 | Alpha Holding SAB de CV |  | 9.00 %<sup>(a)(d)</sup> | 12/31/2027 | 91562 |
| 5939205 | Alpha Holding SAB de CV |  | 9.00 %<sup>(d)</sup> | 12/31/2027 | 44544 |
| 3080400 | Altice France SA |  | 6.88 %<sup>(a)</sup> | 07/15/2032 | 2955950 |
| 1385448 | Autopistas del Sol SA/Costa Rica |  | 7.38% | 12/30/2030 | 1394301 |
| 8150000 | Avianca Midco 2 PLC |  | 9.63% | 02/14/2030 | 8183415 |
| 17000000 | Banco Davivienda SA<br> (10 yr. CMT Rate + 5.10%) |  | 6.65 %<sup>(e)</sup> | 04/22/2031 | 16147000 |
| 14800000 | Banco GNB Sudameris SA<br> (5 yr. CMT Rate + 6.66%) |  | 7.50 %<sup>(a)</sup> | 04/16/2031 | 14699915 |
| 1750000 | Banco GNB Sudameris SA<br> (5 yr. CMT Rate + 6.66%) |  | 7.50% | 04/16/2031 | 1738166 |
| 1800000 | Banco Latinoamericano de Comercio Exterior SA<br> (5 yr. CMT Rate + 3.74%) |  | 7.50 %<sup>(a)(e)</sup> | 09/17/2032 | 1843182 |
| 5350000 | Banco Mercantil del Norte SA/Grand Cayman<br> (10 yr. CMT Rate + 4.30%) |  | 8.75 %<sup>(a)(e)</sup> | 05/20/2035 | 5733933 |
| 16306000 | BRF SA |  | 5.75% | 09/21/2050 | 13712482 |
| 7900000 | CAP SA |  | 3.90% | 04/27/2031 | 6465550 |
| 4730000 | Cosan Overseas Ltd. |  | 8.25 %<sup>(e)</sup> | 02/05/2026 | 4785578 |
| 4400000 | CSN Resources SA |  | 8.88% | 12/05/2030 | 4091098 |
| 11000000 | CSN Resources SA |  | 4.63% | 06/10/2031 | 8478273 |
| 7500000 | CSN Resources SA |  | 5.88% | 04/08/2032 | 5915437 |
| 4121146 | Digicel Group Holdings Ltd. |  | 0.00 %<sup>(a)(b)</sup> | 12/31/2030 | 27550 |
| 8270632 | Digicel Group Holdings Ltd. |  | 0.00 %<sup>(a)(b)</sup> | 12/31/2030 | 388026 |
| 1375000 | EG Global Finance PLC |  | 12.00 %<sup>(a)</sup> | 11/30/2028 | 1496003 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 7500000 | Eldorado International. Finance GmbH | 8.50 %<sup>(a)</sup> | 12/01/2032 | 7741500 |
| 3900000 | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU | 8.50 %<sup>(a)</sup> | 06/30/2032 | 4049356 |
| 4040000 | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323 | 11.00 %<sup>(a)(d)</sup> | 09/12/2030 | 1121100 |
| 6114200 | Fideicomiso PA Pacifico Tres | 8.25% | 01/15/2035 | 6419910 |
| 8400000 | Frigorifico Concepcion SA | 7.70 %<sup>(a)(f)</sup> | 07/21/2028 | 3990000 |
| 5560000 | Frigorifico Concepcion SA | 7.70 %<sup>(f)</sup> | 07/21/2028 | 2641000 |
| 6200000 | FS Luxembourg Sarl | 8.63 %<sup>(a)</sup> | 06/25/2033 | 6396850 |
| 5995000 | Garda World Security Corp. | 8.25 %<sup>(a)</sup> | 08/01/2032 | 6116902 |
| 3700000 | Garda World Security Corp. | 8.38 %<sup>(a)</sup> | 11/15/2032 | 3774289 |
| 7120000 | Global Aircraft Leasing Co. Ltd. | 8.75 %<sup>(a)(f)</sup> | 09/01/2027 | 7392689 |
| 17000000 | Gran Tierra Energy, Inc. | 9.50 %<sup>(a)</sup> | 10/15/2029 | 11971570 |
| 10130000 | Husky Injection Molding Systems Ltd. / Titan Co.-Borrower LLC | 9.00 %<sup>(a)</sup> | 02/15/2029 | 10636294 |
| 10298000 | Indika Energy Tbk PT | 8.75% | 05/07/2029 | 10207267 |
| 3800000 | Infraestructura Energetica Nova SAPI de CV | 4.75% | 01/15/2051 | 2932365 |
| 5925566 | Invepar Holdings | 0.00 %<sup>(b)(d)</sup> | 12/30/2028 |  |
| 2800000 | Kosmos Energy Ltd. | 8.75 %<sup>(f)</sup> | 10/01/2031 | 1594628 |
| 1690000 | Kronos Acquisition Holdings, Inc. | 8.25 %<sup>(a)(f)</sup> | 06/30/2031 | 1117512 |
| 17360000 | Mexarrend SAPI de CV | 10.25 %<sup>(a)(d)</sup> | 07/24/2026 | 217000 |
| 7600000 | Mexarrend SAPI de CV | 10.25 %<sup>(d)</sup> | 07/24/2026 | 95000 |
| 8200000 | Mongolian Mining Corp. | 8.44% | 04/03/2030 | 8317923 |
| 9500000 | Motion Finco Sarl | 8.38 %<sup>(a)</sup> | 02/15/2032 | 8539514 |
| 3300000 | Movida Europe SA | 7.85 %<sup>(a)</sup> | 04/11/2029 | 3121470 |
| 10500000 | Movida Europe SA | 7.85% | 04/11/2029 | 9931950 |
| 1388060 | MV24 Capital BV | 6.75% | 06/01/2034 | 1378733 |
| 6670662 | Oi SA<br> (10.00% Cash or 7.50% Cash + 6.00% PIK or 13.50% PIK) | 10.00 %<sup>(a)(d)</sup> | 06/30/2027 | 2968445 |
| 13907318 | Oi SA<br> (8.50% Cash or 8.50% PIK) | 8.50 %<sup>(a)(d)</sup> | 12/31/2028 | 165149 |
| 5800000 | Ontario Gaming GTA LP/OTG Co.-Issuer, Inc. | 8.00 %<sup>(a)</sup> | 08/01/2030 | 5503902 |
| 14325000 | Operadora de Servicios Mega SAB de CV Sofom ER | 8.25 %<sup>(a)(d)</sup> | 12/31/2027 | 787875 |
| 7665000 | Operadora de Servicios Mega SAB de CV Sofom ER | 8.25 %<sup>(d)</sup> | 12/31/2027 | 421575 |
| 25800000 | Orbia Advance Corp. SAB de CV | 5.50% | 01/15/2048 | 18669703 |
| 4160000 | Pampa Energia SA | 7.75 %<sup>(a)</sup> | 11/14/2037 | 4126679 |
| 15000000 | Prosus NV | 3.83% | 02/08/2051 | 10000778 |
| 1600000 | Raizen Fuels Finance SA | 5.70% | 01/17/2035 | 1225305 |
| 5000000 | Raizen Fuels Finance SA | 6.70% | 02/25/2037 | 4047396 |
| 17400000 | Raizen Fuels Finance SA | 6.95% | 03/05/2054 | 13280550 |
| 5400000 | Saavi Energia Sarl | 8.88 %<sup>(a)</sup> | 02/10/2035 | 5863320 |
| 6600000 | Saavi Energia Sarl | 8.88% | 02/10/2035 | 7166280 |
| 14000000 | Sasol Financing USA LLC | 5.50% | 03/18/2031 | 11896823 |
| 1330000 | Seaspan Corp. | 5.50 %<sup>(a)</sup> | 08/01/2029 | 1264221 |
| 8200000 | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development | 9.00 %<sup>(a)</sup> | 11/14/2030 | 7802300 |
| 22200000 | Simpar Europe SA | 5.20% | 01/26/2031 | 17898750 |
| 3935000 | Telesat Canada / Telesat LLC | 5.63 %<sup>(a)</sup> | 12/06/2026 | 3145246 |
| 1925452 | TransJamaican Highway Ltd. | 5.75% | 10/10/2036 | 1794194 |
| 1481647 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50 %<sup>(a)(d)</sup> | 12/31/2027 | 851947 |
| 2080923 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50 %<sup>(d)</sup> | 12/31/2027 | 1196531 |
| 7445578 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00 %<sup>(d)</sup> | 12/31/2028 | 521190 |
| 1731526 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00 %<sup>(a)(d)</sup> | 12/31/2028 | 121207 |
| 8803994 | Unigel Netherlands Holding Corp. BV<br> (15.00% Cash or 15.00% PIK) | 15.00 %<sup>(d)</sup> | 12/31/2044 | 286130 |
| 17200000 | Vamos Europe SA | 9.20 %<sup>(a)</sup> | 01/26/2031 | 16443200 |
| 16300000 | Vedanta Resources Finance II PLC | 9.13 %<sup>(a)</sup> | 10/15/2032 | 16444155 |
| 2700000 | Vedanta Resources Finance II PLC | 9.85% | 04/24/2033 | 2796259 |
| 12010000 | Vista Energy Argentina SAU | 8.50 %<sup>(a)</sup> | 06/10/2033 | 12355287 |
| 11370000 | Volcan Cia Minera SAA | 8.50 %<sup>(a)</sup> | 10/28/2032 | 11718263 |
| 2100000 | VZ Secured Financing BV | 7.50 %<sup>(a)</sup> | 01/15/2033 | 2129521 |
| 4500000 | Yinson Bergenia Production BV | 8.50 %<sup>(a)</sup> | 01/31/2045 | 4723312 |
|  | **Total Foreign Corporate Bonds (Cost $586,131,502)** | **Total Foreign Corporate Bonds (Cost $586,131,502)** |  | **438400009** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 16.2%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 16.2%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 16.2%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 16.2%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 16.2%** |
| 26500000 | Brazilian Government International Bond | 4.75% | 01/14/2050 | 19358250 |
| 11100000 | Chile Government International Bond | 3.10% | 01/22/2061 | 6904200 |
| 9900000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 7234425 |
| 12000000 | Colombia Government International Bond | 4.13 %<sup>(f)</sup> | 05/15/2051 | 7458000 |
| 22000000 | Comision Federal de Electricidad | 4.68 %<sup>(f)</sup> | 02/09/2051 | 16618615 |
| 3200000 | Corp. Nacional del Cobre de Chile | 3.70% | 01/30/2050 | 2289088 |
| 14900000 | Corp. Nacional del Cobre de Chile | 3.15 %<sup>(f)</sup> | 01/15/2051 | 9734592 |
| 6500000 | Ecopetrol SA | 5.88% | 05/28/2045 | 4841554 |
| 25000000 | Ecopetrol SA | 5.88% | 11/02/2051 | 18052883 |
| 12120000 | Empresa de Transmision Electrica SA | 5.13% | 05/02/2049 | 9367609 |
| 26100000 | Mexico Government International Bond | 3.77% | 05/24/2061 | 16162425 |
| 5300000 | Mexico Government International Bond | 3.75% | 04/19/2071 | 3141575 |
| 14200000 | Morocco Government International Bond | 4.00% | 12/15/2050 | 10396856 |
| 2750000 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 4.00 %<sup>(f)</sup> | 06/30/2050 | 2042389 |
| 23000000 | Peruvian Government International Bond | 2.78 %<sup>(f)</sup> | 12/01/2060 | 12544200 |
| 27900000 | Petroleos del Peru SA | 5.63% | 06/19/2047 | 17763860 |
| 17200000 | Petroleos Mexicanos | 6.38% | 01/23/2045 | 13908390 |
| 10200000 | Petroleos Mexicanos | 6.75% | 09/21/2047 | 8393261 |
| 6670000 | Port Of Spain Waterfront Development | 7.88% | 02/19/2040 | 6670000 |
| 7926667 | Port Of Spain Waterfront Development | 7.88 %<sup>(a)</sup> | 02/19/2040 | 7926667 |
| 15500000 | Republic of South Africa Government International Bond | 5.65% | 09/27/2047 | 13133497 |
| 7934000 | YPF SA | 7.00% | 12/15/2047 | 6998268 |
|  | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $240,301,756)** | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $240,301,756)** | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $240,301,756)** | **220940604** |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 10.7%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 10.7%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 10.7%** |  |  |
|  | 1345 Trust |  |  |  |
| 1740000 | &nbsp;&nbsp;Series 2025-AOA-D (1 mo. Term SOFR + 3.00%, 3.00% Floor) | 6.75 %<sup>(a)</sup> | 06/15/2042 | 1748029 |
|  | ARDN Mortgage Trust |  |  |  |
| 1800000 | &nbsp;&nbsp;Series 2025-ARCP-E (1 mo. Term SOFR + 4.50%, 4.50% Floor) | 8.25 %<sup>(a)</sup> | 06/15/2035 | 1807311 |
|  | AREIT Ltd. |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2024-CRE9-D (1 mo. Term SOFR + 4.29%, 4.29% Floor) | 8.04 %<sup>(a)</sup> | 05/17/2041 | 2980575 |
|  | AREIT Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2022-CRE6-E (30 day avg SOFR US + 3.40%, 3.40% Floor) | 7.34 %<sup>(a)</sup> | 01/20/2037 | 998387 |
| 1500000 | &nbsp;&nbsp;Series 2022-CRE7-D (1 mo. Term SOFR + 4.44%, 4.44% Floor) | 8.18 %<sup>(a)</sup> | 06/17/2039 | 1504083 |
| 2560000 | &nbsp;&nbsp;Series 2025-CRE10-D (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 6.75 %<sup>(a)</sup> | 01/17/2030 | 2545567 |
|  | BANK5 Trust |  |  |  |
| 71528879 | &nbsp;&nbsp;Series 2023-5YR4-XA | 1.00 %<sup>(g)(h)</sup> | 12/15/2056 | 1746857 |
|  | BBCMS Trust |  |  |  |
| 1350000 | &nbsp;&nbsp;Series 2025-5C34-D | 4.25 %<sup>(a)</sup> | 05/15/2058 | 1188598 |
|  | Beast Mortgage Trust |  |  |  |
| 6325000 | &nbsp;&nbsp;Series 2021-1818-G (1 mo. Term SOFR + 6.11%, 6.25% Floor) | 9.87 %<sup>(a)</sup> | 03/15/2036 | 287570 |
|  | Benchmark Mortgage Trust |  |  |  |
| 2905000 | &nbsp;&nbsp;Series 2024-V10-D | 4.50 %<sup>(a)</sup> | 09/15/2057 | 2675104 |
|  | Bombardier Capital Mortgage Securitization Corp. |  |  |  |
| 1457000 | &nbsp;&nbsp;Series 2025-5C6-D | 4.25 %<sup>(a)</sup> | 10/15/2058 | 1281199 |
|  | BrightSpire Capital, Inc. |  |  |  |
| 1940000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.81%, 2.70% Floor) | 6.55 %<sup>(a)</sup> | 08/19/2038 | 1946988 |
| 3363000 | &nbsp;&nbsp;Series 2024-FL2-C (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.27 %<sup>(a)</sup> | 08/19/2037 | 3360542 |
|  | BSPRT Co.-Issuer LLC |  |  |  |
| 1535000 | &nbsp;&nbsp;Series 2024-FL11-C (1 mo. Term SOFR + 2.64%, 2.64% Floor) | 6.39 %<sup>(a)</sup> | 07/15/2039 | 1534105 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 1400000 | &nbsp;&nbsp;Series 2025-FL12-D (1 mo. Term SOFR + 2.70%, 2.70% Floor) | 6.43 %<sup>(a)</sup> | 01/17/2043 | 1404945 |
|  | BX Trust |  |  |  |
| 1825000 | &nbsp;&nbsp;Series 2019-IMC-D (1 mo. Term SOFR + 1.95%, 1.90% Floor) | 5.70 %<sup>(a)</sup> | 04/15/2034 | 1801546 |
| 1997281 | &nbsp;&nbsp;Series 2025-LUNR-E (1 mo. Term SOFR + 3.95%, 3.95% Floor) | 7.70 %<sup>(a)</sup> | 06/15/2040 | 2010480 |
| 2310987 | &nbsp;&nbsp;Series 2025-ROIC-E (1 mo. Term SOFR + 2.94%, 2.94% Floor) | 6.69 %<sup>(a)</sup> | 03/15/2030 | 2304090 |
|  | Cantor Commercial Real Estate Lending LP |  |  |  |
| 10200000 | &nbsp;&nbsp;Series 2019-CF2-SWX1 | 1.28 %<sup>(a)(g)(h)</sup> | 11/15/2052 | 430539 |
| 12080000 | &nbsp;&nbsp;Series 2019-CF2-SWX2 | 1.01 %<sup>(a)(g)(h)</sup> | 11/15/2052 | 403031 |
|  | Citigroup Commercial Mortgage Trust |  |  |  |
| 28470493 | &nbsp;&nbsp;Series 2014-GC25-XG | 0.95 %<sup>(a)(g)(h)</sup> | 10/10/2047 | 285 |
|  | Commercial Mortgage Pass Through Certificates |  |  |  |
| 3929315 | &nbsp;&nbsp;Series 2014-UBS4-F | 3.75 %<sup>(a)(b)</sup> | 08/10/2047 | 436 |
| 1693601 | &nbsp;&nbsp;Series 2014-UBS4-G | 3.75 %<sup>(a)(b)</sup> | 08/10/2047 | 420 |
| 14000 | &nbsp;&nbsp;Series 2014-UBS4-V | 0.00 %<sup>(a)(b)(g)</sup> | 08/10/2047 |  |
| 18438000 | &nbsp;&nbsp;Series 2015-CR26-XD | 1.36 %<sup>(a)(g)(h)</sup> | 10/10/2048 | 184 |
|  | Computershare Corporate Trust |  |  |  |
| 23520000 | &nbsp;&nbsp;Series 2016-LC24-XEF | 1.77 %<sup>(a)(g)(h)</sup> | 10/15/2049 | 260293 |
|  | DOLP Trust |  |  |  |
| 3430000 | &nbsp;&nbsp;Series 2021-NYC-G | 3.70 %<sup>(a)(g)</sup> | 05/10/2041 | 2489128 |
|  | ELP Commercial Mortgage Trust |  |  |  |
| 1480000 | &nbsp;&nbsp;Series 2025-ELP-E | 6.45 %<sup>(a)(g)</sup> | 11/13/2042 | 1490436 |
|  | FIVE Mortgage Trust |  |  |  |
| 1433000 | &nbsp;&nbsp;Series 2023-V1-D | 6.35 %<sup>(a)(g)</sup> | 02/10/2056 | 1379226 |
|  | FS RIALTO |  |  |  |
| 750000 | &nbsp;&nbsp;Series 2024-FL9-D (1 mo. Term SOFR + 3.94%, 3.94% Floor) | 7.67 %<sup>(a)</sup> | 10/19/2039 | 747166 |
|  | Great Wolf Trust |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2024-WLF2-E (1 mo. Term SOFR + 3.64%) | 7.39 %<sup>(a)</sup> | 05/15/2041 | 5032604 |
|  | Greystone Commercial Real Estate Notes |  |  |  |
| 3080000 | &nbsp;&nbsp;Series 2021-FL3-D (1 mo. Term SOFR + 2.31%, 2.20% Floor) | 6.06 %<sup>(a)</sup> | 07/15/2039 | 3089157 |
|  | GS Mortgage Securities Corp. II |  |  |  |
| 763849 | &nbsp;&nbsp;Series 2014-GC20-E | 4.44 %<sup>(a)(b)(g)</sup> | 04/10/2047 | 4947 |
| 2642723 | &nbsp;&nbsp;Series 2015-GC28-D | 4.42 %<sup>(a)(g)</sup> | 02/10/2048 | 2533174 |
|  | HGI CRE CLO Ltd. |  |  |  |
| 1710000 | &nbsp;&nbsp;Series 2021-FL2-E (1 mo. Term SOFR + 2.56%, 2.56% Floor) | 6.30 %<sup>(a)</sup> | 09/17/2036 | 1715723 |
|  | JPMBB Commercial Mortgage Securities Trust |  |  |  |
| 43683606 | &nbsp;&nbsp;Series 2013-C14-XC | 0.44 %<sup>(a)(g)(h)</sup> | 08/15/2046 | 189246 |
| 6653300 | &nbsp;&nbsp;Series 2014-C19-NR (30 day avg SOFR US) | 3.75 %<sup>(a)(b)</sup> | 04/15/2047 | 2661320 |
| 31246781 | &nbsp;&nbsp;Series 2014-C21-XD | 0.63 %<sup>(a)(g)(h)</sup> | 08/15/2047 | 312 |
| 5000000 | &nbsp;&nbsp;Series 2015-C27-E | 2.81 %<sup>(a)(b)(g)</sup> | 02/15/2048 | 112500 |
| 24531000 | &nbsp;&nbsp;Series 2015-C27-XE | 1.51 %<sup>(a)(g)(h)</sup> | 02/15/2048 | 245 |
|  | KREF |  |  |  |
| 3350000 | &nbsp;&nbsp;Series 2021-FL2-C (1 mo. Term SOFR + 2.11%, 2.00% Floor) | 5.85 %<sup>(a)</sup> | 02/15/2039 | 3323971 |
|  | LoanCore |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2021-CRE5-C (1 mo. Term SOFR + 2.46%, 2.46% Floor) | 6.21 %<sup>(a)</sup> | 07/15/2036 | 3001272 |
| 1200000 | &nbsp;&nbsp;Series 2021-CRE5-E (1 mo. Term SOFR + 3.86%, 3.86% Floor) | 7.61 %<sup>(a)</sup> | 07/15/2036 | 1191278 |
| 3000000 | &nbsp;&nbsp;Series 2021-CRE6-D (1 mo. Term SOFR + 2.96%, 2.85% Floor) | 6.71 %<sup>(a)</sup> | 11/15/2038 | 3008226 |
| 1790000 | &nbsp;&nbsp;Series 2025-CRE8-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 6.48 %<sup>(a)</sup> | 08/17/2042 | 1779665 |
|  | LSTAR Commercial Mortgage Trust |  |  |  |
| 2379000 | &nbsp;&nbsp;Series 2017-5-C | 4.68 %<sup>(a)(g)</sup> | 03/10/2050 | 2227317 |
|  | Lument Finance Trust, Inc. |  |  |  |
| 1400000 | &nbsp;&nbsp;Series 2025-FL3-D (1 mo. Term SOFR + 3.60%, 3.60% Floor) | 7.60 %<sup>(a)</sup> | 07/21/2043 | 1403487 |
|  | Madison Avenue Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2025-11MD-E | 7.33 %<sup>(a)(g)</sup> | 10/15/2042 | 997288 |
|  | MF1 Multifamily Housing Mortgage Loan Trust |  |  |  |
| 2750000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 2.91%, 2.80% Floor) | 6.65 %<sup>(a)</sup> | 10/16/2036 | 2714091 |
| 4550000 | &nbsp;&nbsp;Series 2022-FL10-C (1 mo. Term SOFR + 4.48%, 4.48% Floor) | 8.21 %<sup>(a)</sup> | 09/17/2037 | 4576977 |
| 2500000 | &nbsp;&nbsp;Series 2022-FL10-D (1 mo. Term SOFR + 5.73%, 5.73% Floor) | 9.46 %<sup>(a)</sup> | 09/17/2037 | 2514753 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 2625000 | &nbsp;&nbsp;Series 2024-FL14-D (1 mo. Term SOFR + 4.84%, 4.84% Floor) | 8.57 %<sup>(a)</sup> | 03/19/2039 | 2639569 |
| 3200000 | &nbsp;&nbsp;Series 2024-FL15-D (1 mo. Term SOFR + 4.04%, 4.04% Floor) | 7.77 %<sup>(a)</sup> | 08/18/2041 | 3210310 |
| 1900000 | &nbsp;&nbsp;Series 2025-FL17-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 6.48 %<sup>(a)</sup> | 02/18/2040 | 1907760 |
|  | Morgan Stanley Capital I, Inc. |  |  |  |
| 27799845 | &nbsp;&nbsp;Series 2016-UB11-XA | 1.43 %<sup>(g)(h)</sup> | 08/15/2049 | 79460 |
| 3357000 | &nbsp;&nbsp;Series 2019-PLND-F (1 mo. Term SOFR + 2.91%, 2.80% Floor) | 6.67 %<sup>(a)</sup> | 05/15/2036 | 105957 |
| 13000000 | &nbsp;&nbsp;Series 2019-PLND-G (1 mo. Term SOFR + 3.76%, 3.65% Floor) | 7.52 %<sup>(a)</sup> | 05/15/2036 | 239694 |
|  | Natixis Commercial Mortgage Securities Trust |  |  |  |
| 1510000 | &nbsp;&nbsp;Series 2019-10K-E | 4.13 %<sup>(a)(g)</sup> | 05/15/2039 | 1407401 |
| 5000000 | &nbsp;&nbsp;Series 2022-JERI-G (1 mo. Term SOFR + 7.61%, 7.46% Floor) | 11.36 %<sup>(a)</sup> | 01/15/2039 | 3295825 |
|  | NYC Commercial Mortgage Trust |  |  |  |
| 1980000 | &nbsp;&nbsp;Series 2025-3BP-E (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.29 %<sup>(a)</sup> | 02/15/2042 | 1989091 |
|  | PFP III Ltd. |  |  |  |
| 2829311 | &nbsp;&nbsp;Series 2024-11-C (1 mo. Term SOFR + 2.99%, 2.99% Floor) | 6.77 %<sup>(a)</sup> | 09/17/2039 | 2835400 |
| 600000 | &nbsp;&nbsp;Series 2025-12-C (1 mo. Term SOFR + 2.54%, 2.54% Floor) | 6.28 %<sup>(a)</sup> | 12/18/2042 | 600382 |
| 3000000 | &nbsp;&nbsp;Series 2025-12-D (1 mo. Term SOFR + 3.09%, 3.09% Floor) | 6.83 %<sup>(a)</sup> | 12/18/2042 | 3007707 |
|  | Ready Capital Corp. |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2021-FL7-D (1 mo. Term SOFR + 3.06%, 2.95% Floor) | 6.80 %<sup>(a)</sup> | 11/25/2036 | 1503852 |
| 2538000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 3.51%, 3.40% Floor) | 7.25 %<sup>(a)</sup> | 11/25/2036 | 2540041 |
| 3500000 | &nbsp;&nbsp;Series 2023-FL11-B (1 mo. Term SOFR + 3.53%, 3.53% Floor) | 7.26 %<sup>(a)</sup> | 10/25/2039 | 3520542 |
| 2810000 | &nbsp;&nbsp;Series 2023-FL11-C (1 mo. Term SOFR + 4.28%, 4.28% Floor) | 8.01 %<sup>(a)</sup> | 10/25/2039 | 2827074 |
|  | ROCK Trust |  |  |  |
| 571000 | &nbsp;&nbsp;Series 2024-CNTR-D | 7.11 %<sup>(a)</sup> | 11/13/2041 | 599337 |
|  | SCOTT Trust |  |  |  |
| 500000000 | &nbsp;&nbsp;Series 2023-SFS-X | 0.12 %<sup>(a)(g)(h)</sup> | 03/10/2040 | 1654500 |
|  | SMR Mortgage Trust |  |  |  |
| 24036525 | &nbsp;&nbsp;Series 2022-INDI-HRR (1 mo. Term SOFR + 10.50%, 10.50% Floor) | 14.25% | 02/15/2039 | 22170906 |
|  | Starwood Property Trust, Inc. |  |  |  |
| 2444000 | &nbsp;&nbsp;Series 2025-FL4-D (1 mo. Term SOFR + 2.65%, 2.65% Floor) | 6.38 %<sup>(a)</sup> | 11/19/2042 | 2452534 |
|  | Wells Fargo Commercial Mortgage Trust |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2025-5C4-D | 4.50 %<sup>(a)</sup> | 05/15/2058 | 450000 |
|  | WF-RBS Commercial Mortgage Trust |  |  |  |
| 73262664 | &nbsp;&nbsp;Series 2014-LC14-XC | 1.64 %<sup>(a)(g)(h)</sup> | 03/15/2047 | 1489053 |
|  | WHARF Trust |  |  |  |
| 1850000 | &nbsp;&nbsp;Series 2025-DC-E | 7.72 %<sup>(a)(g)</sup> | 07/15/2040 | 1896608 |
|  | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $190,078,294)** | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $190,078,294)** | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $190,078,294)** | **144827676** |
| **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 2.6%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 2.6%** | **NON-AGENCY RESIDENTIAL COLLATERALIZED MORTGAGE OBLIGATIONS - 2.6%** |  |  |
|  | Banco Santander SA |  |  |  |
| 1544000 | &nbsp;&nbsp;Series 2025-NQM5-B2 | 7.24 %<sup>(a)(g)</sup> | 08/25/2065 | 1521433 |
| 1000000 | &nbsp;&nbsp;Series 2025-NQM6-B1 | 6.82 %<sup>(a)(g)</sup> | 11/25/2065 | 1001807 |
|  | Deephaven Residential Mortgage Trust |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2025-INV1-B1 | 6.68 %<sup>(a)(g)</sup> | 11/25/2060 | 500437 |
| 1547000 | &nbsp;&nbsp;Series 2025-INV1-B2 | 7.27 %<sup>(a)(g)</sup> | 11/25/2060 | 1531885 |
|  | Ellington Financial Mortgage Trust |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2025-INV3-B2 | 7.48 %<sup>(a)(g)</sup> | 07/25/2070 | 496456 |
| 3519000 | &nbsp;&nbsp;Series 2025-INV4-B1 | 6.84 %<sup>(a)(g)</sup> | 10/25/2070 | 3541299 |
| 2159000 | &nbsp;&nbsp;Series 2025-INV4-B2 | 7.38 %<sup>(a)(g)</sup> | 10/25/2070 | 2147938 |
| 2500000 | &nbsp;&nbsp;Series 2025-NQM5-B1 | 6.72 %<sup>(a)(g)</sup> | 11/25/2070 | 2509854 |
| 2732000 | &nbsp;&nbsp;Series 2025-NQM5-B2 | 7.24 %<sup>(a)(g)</sup> | 11/25/2070 | 2702852 |
|  | GS Mortgage-Backed Securities Trust |  |  |  |
| 1950000 | &nbsp;&nbsp;Series 2025-NQM4-B1 | 6.77 %<sup>(a)(g)</sup> | 10/25/2065 | 1958609 |
| 862000 | &nbsp;&nbsp;Series 2025-NQM4-B2 | 0.07 %<sup>(a)(g)</sup> | 10/25/2065 | 860245 |
| 500000 | &nbsp;&nbsp;Series 2025-NQM5-B1 | 6.74 %<sup>(a)(g)</sup> | 07/25/2065 | 501576 |
| 1830000 | &nbsp;&nbsp;Series 2025-NQM5-B2 | 7.71 %<sup>(a)(g)</sup> | 07/25/2065 | 1812882 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | JP Morgan Mortgage Trust |  |  |  |
| 1144000 | &nbsp;&nbsp;Series 2025-VIS3-B1 | 6.76 %<sup>(a)(g)</sup> | 02/25/2066 | 1148736 |
| 784000 | &nbsp;&nbsp;Series 2025-VIS3-B2 | 7.24 %<sup>(a)(g)</sup> | 02/25/2066 | 774163 |
|  | Verus Securitization Trust |  |  |  |
| 535000 | &nbsp;&nbsp;Series 2024-6-B2 | 7.91 %<sup>(a)(g)</sup> | 07/25/2069 | 541244 |
| 1735000 | &nbsp;&nbsp;Series 2024-INV1-B2 | 8.45 %<sup>(a)(g)</sup> | 03/25/2069 | 1758332 |
| 589000 | &nbsp;&nbsp;Series 2024-INV2-B2 | 7.94 %<sup>(a)(g)</sup> | 08/26/2069 | 592383 |
| 625000 | &nbsp;&nbsp;Series 2025-1-B2 | 7.36 %<sup>(a)(g)</sup> | 01/25/2070 | 627965 |
| 1411000 | &nbsp;&nbsp;Series 2025-10-B1 | 6.48 %<sup>(a)(g)</sup> | 06/25/2070 | 1417726 |
| 1240000 | &nbsp;&nbsp;Series 2025-3-B2 | 7.51 %<sup>(a)(g)</sup> | 05/25/2070 | 1247793 |
| 291000 | &nbsp;&nbsp;Series 2025-4-B1 | 7.43 %<sup>(a)(g)</sup> | 05/25/2070 | 297649 |
| 675000 | &nbsp;&nbsp;Series 2025-5-B2 | 7.32 %<sup>(a)(g)</sup> | 06/25/2070 | 676058 |
| 680000 | &nbsp;&nbsp;Series 2025-6-B2 | 7.36 %<sup>(a)(g)</sup> | 07/25/2070 | 680962 |
| 1575000 | &nbsp;&nbsp;Series 2025-7-B2 | 7.51 %<sup>(a)(g)</sup> | 08/25/2070 | 1582778 |
| 1500000 | &nbsp;&nbsp;Series 2025-8-B2 | 7.51 %<sup>(a)(g)</sup> | 09/25/2070 | 1513662 |
| 996500 | &nbsp;&nbsp;Series 2025-9-B2 | 7.38 %<sup>(a)(g)</sup> | 10/27/2070 | 998459 |
|  | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $34,803,282)** | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $34,803,282)** | **Total Non-Agency Residential Collateralized Mortgage Obligations (Cost $34,803,282)** | **34945183** |
| **US CORPORATE BONDS - 24.1%** | **US CORPORATE BONDS - 24.1%** | **US CORPORATE BONDS - 24.1%** |  |  |
| 9050000 | 1261229 BC Ltd. | 10.00 %<sup>(a)(f)</sup> | 04/15/2032 | 9418940 |
| 2830000 | American Axle & Manufacturing, Inc. | 7.75 %<sup>(a)</sup> | 10/15/2033 | 2884163 |
| 2620000 | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | 5.75 %<sup>(a)(f)</sup> | 01/15/2029 | 2546587 |
| 4805000 | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | 9.75 %<sup>(a)</sup> | 04/15/2030 | 5217759 |
| 2270000 | APH / APH2 / APH3 | 7.88 %<sup>(a)</sup> | 11/01/2029 | 2294390 |
| 1590000 | Artera Services LLC | 8.50 %<sup>(a)(f)</sup> | 02/15/2031 | 1321435 |
| 1885000 | Asurion LLC and Asurion Co.-Issuer, Inc. | 8.00 %<sup>(a)</sup> | 12/31/2032 | 1956868 |
| 3245000 | Bausch + Lomb Corp. | 8.38 %<sup>(a)</sup> | 10/01/2028 | 3391025 |
| 2130000 | Beach Acquisition Bidco LLC<br> (10.00% Cash or 10.75% PIK) | 10.00 %<sup>(a)</sup> | 07/15/2033 | 2352868 |
| 3620000 | Brand Industrial Services, Inc. | 10.38 %<sup>(a)</sup> | 08/01/2030 | 3554450 |
| 7535000 | Castle US Holding Corp. | 10.00 %<sup>(a)</sup> | 06/30/2031 | 1243275 |
| 2770000 | Celanese US Holdings LLC | 7.38 %<sup>(f)</sup> | 02/15/2034 | 2816052 |
| 1680000 | CHS/Community Health Systems, Inc. | 6.00 %<sup>(a)</sup> | 01/15/2029 | 1686065 |
| 1179000 | CHS/Community Health Systems, Inc. | 10.88 %<sup>(a)</sup> | 01/15/2032 | 1288282 |
| 3630000 | Cipher Compute LLC | 7.13 %<sup>(a)</sup> | 11/15/2030 | 3701630 |
| 5110000 | Clear Channel Outdoor Holdings, Inc. | 7.50 %<sup>(a)(f)</sup> | 06/01/2029 | 5078606 |
| 2595000 | Clear Channel Outdoor Holdings, Inc. | 7.13 %<sup>(a)</sup> | 02/15/2031 | 2726537 |
| 4665000 | Cobra AcquisitionCo LLC | 6.38 %<sup>(a)</sup> | 11/01/2029 | 4098591 |
| 1705000 | CommScope LLC | 7.13 %<sup>(a)</sup> | 07/01/2028 | 1715319 |
| 2380000 | CommScope LLC | 9.50 %<sup>(a)(f)</sup> | 12/15/2031 | 2405942 |
| 4195000 | Cornerstone Building Brands, Inc. | 9.50 %<sup>(a)</sup> | 08/15/2029 | 3107740 |
| 5810000 | DCLI Bidco LLC | 7.75 %<sup>(a)</sup> | 11/15/2029 | 5976819 |
| 7780000 | Dealer Tire LLC / DT Issuer LLC | 8.00 %<sup>(a)(f)</sup> | 02/01/2028 | 7821833 |
| 4035000 | Directv Financing LLC | 8.88 %<sup>(a)</sup> | 02/01/2030 | 4087632 |
| 4095000 | Directv Financing LLC / Directv Financing Co.-Obligor, Inc. | 10.00 %<sup>(a)</sup> | 02/15/2031 | 4187554 |
| 2140000 | DISH DBS Corp. | 5.75 %<sup>(a)</sup> | 12/01/2028 | 2102288 |
| 4375000 | Dornoch Debt Merger Sub, Inc. | 6.63 %<sup>(a)(f)</sup> | 10/15/2029 | 3793050 |
| 3365000 | EchoStar Corp. | 10.75% | 11/30/2029 | 3723646 |
| 5270000 | Embarq LLC | 8.00 %<sup>(f)</sup> | 06/01/2036 | 2186839 |
| 6115000 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. | 6.75 %<sup>(a)(f)</sup> | 01/15/2030 | 5818422 |
| 2145000 | Flash Compute LLC | 7.25 %<sup>(a)</sup> | 12/31/2030 | 2127868 |
| 3640000 | Freedom Mortgage Holdings LLC | 8.38 %<sup>(a)</sup> | 04/01/2032 | 3834521 |
| 1375000 | Frontier Communications Holdings LLC | 5.88 %<sup>(a)</sup> | 10/15/2027 | 1383394 |
| 3255000 | Full House Resorts, Inc. | 8.25 %<sup>(a)(f)</sup> | 02/15/2028 | 2839987 |
| 2630000 | Getty Images, Inc. | 10.50 %<sup>(a)(f)</sup> | 11/15/2030 | 2653730 |
| 665000 | GrafTech Global Enterprises, Inc. | 9.88 %<sup>(a)(f)</sup> | 12/23/2029 | 581875 |
| 1707000 | Gray Media, Inc. | 10.50 %<sup>(a)(f)</sup> | 07/15/2029 | 1838603 |
| 5315000 | Gray Media, Inc. | 9.63 %<sup>(a)(f)</sup> | 07/15/2032 | 5519752 |
| 3575000 | Gray Media, Inc. | 7.25 %<sup>(a)</sup> | 08/15/2033 | 3655183 |
| 1325000 | Hightower Holding LLC | 6.75 %<sup>(a)</sup> | 04/15/2029 | 1321167 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 2715000 | Hightower Holding LLC | 9.13 %<sup>(a)(f)</sup> | 01/31/2030 | 2889515 |
| 1548000 | Illuminate Buyer LLC / Illuminate Holdings IV, Inc. | 9.00 %<sup>(a)</sup> | 07/01/2028 | 1558150 |
| 4480000 | ION Platform Finance US, Inc. | 7.88 %<sup>(a)</sup> | 09/30/2032 | 4256481 |
| 6600000 | ION Platform Finance US, Inc. / ION Platform Finance SARL | 8.75 %<sup>(a)</sup> | 05/01/2029 | 6693101 |
| 2465000 | JetBlue Airways Corp. / JetBlue Loyalty LP | 9.88 %<sup>(a)(f)</sup> | 09/20/2031 | 2485549 |
| 1390000 | K Hovnanian Enterprises, Inc. | 8.38 %<sup>(a)</sup> | 10/01/2033 | 1413713 |
| 2400000 | Kohl's Corp. | 10.00 %<sup>(a)</sup> | 06/01/2030 | 2646017 |
| 2990000 | LBM Acquisition LLC | 6.25 %<sup>(a)(f)</sup> | 01/15/2029 | 2693766 |
| 2535000 | LBM Acquisition LLC | 9.50 %<sup>(a)</sup> | 06/15/2031 | 2645754 |
| 2750000 | LFS Topco LLC | 8.75 %<sup>(a)</sup> | 07/15/2030 | 2770152 |
| 2785000 | LifePoint Health, Inc. | 11.00 %<sup>(a)</sup> | 10/15/2030 | 3057609 |
| 6215000 | LifePoint Health, Inc. | 10.00 %<sup>(a)(f)</sup> | 06/01/2032 | 6608621 |
| 3895000 | Mativ Holdings, Inc. | 8.00 %<sup>(a)</sup> | 10/01/2029 | 3938916 |
| 5100000 | McGraw-Hill Education, Inc. | 5.75 %<sup>(a)</sup> | 08/01/2028 | 5129697 |
| 1840000 | Nabors Industries, Inc. | 8.88 %<sup>(a)(f)</sup> | 08/15/2031 | 1786230 |
| 4085000 | Nabors Industries, Inc. | 7.63 %<sup>(a)(f)</sup> | 11/15/2032 | 4017644 |
| 3815000 | NGL Energy Operating LLC / NGL Energy Finance Corp. | 8.38 %<sup>(a)</sup> | 02/15/2032 | 3953179 |
| 550000 | Olympus Water US Holding Corp. | 6.25 %<sup>(a)</sup> | 10/01/2029 | 535691 |
| 6000000 | Olympus Water US Holding Corp. | 7.25 %<sup>(a)</sup> | 02/15/2033 | 6035109 |
| 5575000 | PetSmart LLC / PetSmart Finance Corp. | 7.50 %<sup>(a)</sup> | 09/15/2032 | 5680309 |
| 3145000 | PetSmart LLC / PetSmart Finance Corp. | 10.00 %<sup>(a)</sup> | 09/15/2033 | 3242769 |
| 4395000 | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. | 5.88 %<sup>(a)</sup> | 09/01/2031 | 2917181 |
| 8265470 | Pyxus Holdings, Inc. | 8.50 %<sup>(a)</sup> | 12/31/2027 | 7490569 |
| 6061593 | Radiology Partners, Inc.<br> (9.78% Cash or 9.78% PIK) | 9.78 %<sup>(a)</sup> | 02/15/2030 | 5841860 |
| 3395000 | Radiology Partners, Inc. | 8.50 %<sup>(a)</sup> | 07/15/2032 | 3550788 |
| 1385000 | Sabre Financial Borrower LLC | 11.13 %<sup>(a)</sup> | 06/15/2029 | 1404671 |
| 914000 | Sabre GLBL, Inc. | 10.75 %<sup>(a)</sup> | 11/15/2029 | 777862 |
| 1788000 | Sabre GLBL, Inc. | 10.75 %<sup>(a)(f)</sup> | 03/15/2030 | 1471668 |
| 3460000 | Six Flags Entertainment Corp. | 7.25 %<sup>(a)(f)</sup> | 05/15/2031 | 3322594 |
| 4150000 | SM Energy Co. | 7.00 %<sup>(a)(f)</sup> | 08/01/2032 | 4082349 |
| 2760000 | Staples, Inc. | 10.75 %<sup>(a)</sup> | 09/01/2029 | 2747417 |
| 5000000 | Staples, Inc. | 12.75 %<sup>(a)</sup> | 01/15/2030 | 4201441 |
| 2595000 | Starz Capital Holdings LLC | 5.50 %<sup>(a)(f)</sup> | 04/15/2029 | 2099329 |
| 8340000 | SWF Holdings I Corp. | 6.50 %<sup>(a)</sup> | 10/01/2029 | 2001600 |
| 3450000 | Synergy Infrastructure Holdings LLC | 7.88 %<sup>(a)</sup> | 12/01/2030 | 3585319 |
| 5300000 | TKC Holdings, Inc. | 10.50 %<sup>(a)(f)</sup> | 05/15/2029 | 5474057 |
| 1395000 | Transocean International Ltd. | 7.88 %<sup>(a)</sup> | 10/15/2032 | 1463545 |
| 7965000 | Trident TPI Holdings, Inc. | 12.75 %<sup>(a)(f)</sup> | 12/31/2028 | 8171063 |
| 670000 | Tronox, Inc. | 9.13 %<sup>(a)(f)</sup> | 09/30/2030 | 669500 |
| 9485000 | United Natural Foods, Inc. | 6.75 %<sup>(a)(f)</sup> | 10/15/2028 | 9539444 |
| 1925000 | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC | 8.63 %<sup>(a)(f)</sup> | 06/15/2032 | 1897744 |
| 6720000 | Univision Communications, Inc. | 8.50 %<sup>(a)</sup> | 07/31/2031 | 7025451 |
| 3915000 | Upbound Group, Inc. | 6.38 %<sup>(a)(f)</sup> | 02/15/2029 | 3861240 |
| 6685000 | Venture Global LNG, Inc. | 8.38 %<sup>(a)(f)</sup> | 06/01/2031 | 6651615 |
| 3655000 | Veritiv Operating Co. | 10.50 %<sup>(a)</sup> | 11/30/2030 | 3934472 |
| 5310000 | Vibrantz Technologies, Inc.<br> (3 mo. Term SOFR) | 9.00 %<sup>(a)</sup> | 02/15/2030 | 1816277 |
| 6035000 | Victra Holdings LLC / Victra Finance Corp. | 8.75 %<sup>(a)(f)</sup> | 09/15/2029 | 6396967 |
| 9170000 | Viking Cruises Ltd. | 9.13 %<sup>(a)</sup> | 07/15/2031 | 9824692 |
| 5695000 | Vital Energy, Inc. | 7.88 %<sup>(a)</sup> | 04/15/2032 | 5615065 |
| 2990000 | Voyager Parent LLC | 9.25 %<sup>(a)</sup> | 07/01/2032 | 3174576 |
| 2725000 | Windstream Services LLC | 7.50 %<sup>(a)(f)</sup> | 10/15/2033 | 2795735 |
|  | **Total US Corporate Bonds (Cost $343,322,040)** |  |  | **328104750** |
| **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.1%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.1%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.1%** |  |  |
|  | Federal Home Loan Mortgage Corp. |  |  |  |
| 45606983 | &nbsp;&nbsp;Series 2021-P009-X | 1.31 %<sup>(g)(h)</sup> | 01/25/2031 | 1175515 |
| 3164605 | &nbsp;&nbsp;Series 3631-SJ (-1 x 30 day avg SOFR US + 6.13%, 0.00% Floor, 6.24% Cap) | 2.14 %<sup>(h)(i)</sup> | 02/15/2040 | 321125 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 7765702 | &nbsp;&nbsp;Series 3980-SX (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap) | 2.40 %<sup>(h)(i)</sup> | 01/15/2042 | 1081771 |
| 3708016 | &nbsp;&nbsp;Series 5083-IH | 2.50 %<sup>(h)</sup> | 03/25/2051 | 595128 |
| 19529762 | &nbsp;&nbsp;Series 5129-S (-1 x 30 day avg SOFR US + 2.70%, 0.00% Floor, 2.70% Cap) | 0.00 %<sup>(h)(i)</sup> | 12/25/2044 | 20742 |
| 10730201 | &nbsp;&nbsp;Series 5133-PI | 3.00 %<sup>(h)</sup> | 08/25/2051 | 1640020 |
| 10704509 | &nbsp;&nbsp;Series 5166-DI | 3.00 %<sup>(h)</sup> | 09/15/2048 | 1289428 |
|  | Federal National Mortgage Association |  |  |  |
| 1501539 | &nbsp;&nbsp;Series 2006-83-SH (-1 x 30 day avg SOFR US + 6.45%, 0.00% Floor, 6.56% Cap) | 2.57 %<sup>(h)(i)</sup> | 09/25/2036 | 153458 |
| 5865573 | &nbsp;&nbsp;Series 2010-123-SK (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap) | 2.06 %<sup>(h)(i)</sup> | 11/25/2040 | 568740 |
| 4262199 | &nbsp;&nbsp;Series 2012-60-SN (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap) | 2.61 %<sup>(h)(i)</sup> | 06/25/2042 | 562360 |
| 7426655 | &nbsp;&nbsp;Series 2019-46-SG (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 2.11 %<sup>(h)(i)</sup> | 08/25/2049 | 663728 |
| 35923142 | &nbsp;&nbsp;Series 2021-17-SD (-1 x 30 day avg SOFR US + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 %<sup>(h)(i)</sup> | 04/25/2051 | 50005 |
|  | FREMF Mortgage Trust |  |  |  |
| 5794357 | &nbsp;&nbsp;Series 2018-KF56-C (30 day avg SOFR US + 5.91%, 5.80% Floor) | 9.92 %<sup>(a)</sup> | 11/25/2028 | 5238909 |
| 14053514 | &nbsp;&nbsp;Series 2019-KF71-C (30 day avg SOFR US + 6.11%, 6.00% Floor) | 10.12 %<sup>(a)</sup> | 10/25/2029 | 13604374 |
|  | Government National Mortgage Association |  |  |  |
| 6631793 | &nbsp;&nbsp;Series 2011-128-TS (-1 x 1 mo. Term SOFR + 5.94%, 0.00% Floor, 6.05% Cap) | 2.20 %<sup>(h)(i)</sup> | 05/16/2041 | 708581 |
| 20252202 | &nbsp;&nbsp;Series 2015-64-SG (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap) | 1.75 %<sup>(h)(i)</sup> | 05/20/2045 | 1813777 |
| 2346480 | &nbsp;&nbsp;Series 2018-145-IA | 4.00 %<sup>(h)</sup> | 10/20/2045 | 207390 |
| 3203075 | &nbsp;&nbsp;Series 2020-129-SE (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(h)(i)</sup> | 09/20/2050 | 59340 |
| 13320000 | &nbsp;&nbsp;Series 2020-146-SH (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap) | 2.45 %<sup>(h)(i)</sup> | 10/20/2050 | 1884110 |
| 4887197 | &nbsp;&nbsp;Series 2020-187-SB (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap) | 2.45 %<sup>(h)(i)</sup> | 12/20/2050 | 653432 |
| 17729626 | &nbsp;&nbsp;Series 2020-47-SL (-1 x 1 mo. Term SOFR + 5.26%, 0.00% Floor, 5.37% Cap) | 1.52 %<sup>(h)(i)</sup> | 07/20/2044 | 1422262 |
| 9180154 | &nbsp;&nbsp;Series 2020-61-SU (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap) | 1.75 %<sup>(h)(i)</sup> | 07/16/2045 | 729915 |
| 5490564 | &nbsp;&nbsp;Series 2021-105-MI | 3.00 %<sup>(h)</sup> | 06/20/2051 | 776635 |
| 29056109 | &nbsp;&nbsp;Series 2021-107-SA (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(h)(i)</sup> | 06/20/2051 | 716535 |
| 15589423 | &nbsp;&nbsp;Series 2021-125-AS (-1 x 30 day avg SOFR US + 3.25%, 0.00% Floor, 3.25% Cap) | 0.00 %<sup>(h)(i)</sup> | 07/20/2051 | 139098 |
| 36274843 | &nbsp;&nbsp;Series 2021-139-SB (-1 x 30 day avg SOFR US + 3.20%, 0.00% Floor, 3.20% Cap) | 0.00 %<sup>(h)(i)</sup> | 08/20/2051 | 334349 |
| 14629982 | &nbsp;&nbsp;Series 2021-7-IQ | 2.50 %<sup>(h)</sup> | 01/20/2051 | 2090616 |
| 37175038 | &nbsp;&nbsp;Series 2021-77-SG (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(h)(i)</sup> | 05/20/2051 | 856334 |
| 32314801 | &nbsp;&nbsp;Series 2021-96-SG (-1 x 30 day avg SOFR US + 3.20%, 0.00% Floor, 3.20% Cap) | 0.00 %<sup>(h)(i)</sup> | 06/20/2051 | 372477 |
| 47552765 | &nbsp;&nbsp;Series 2021-97-SA (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(h)(i)</sup> | 06/20/2051 | 251459 |
| 27229808 | &nbsp;&nbsp;Series 2021-97-SG (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(h)(i)</sup> | 06/20/2051 | 62176 |
| 10775307 | &nbsp;&nbsp;Series 2022-207-IO | 3.00 %<sup>(h)</sup> | 08/20/2051 | 1811177 |
|  | **Total US Government and Agency Mortgage Backed Obligations (Cost $50,798,501)** | **Total US Government and Agency Mortgage Backed Obligations (Cost $50,798,501)** | **Total US Government and Agency Mortgage Backed Obligations (Cost $50,798,501)** | **41854966** |
| **COMMON STOCKS - 0.1%** | **COMMON STOCKS - 0.1%** | **COMMON STOCKS - 0.1%** |  |  |
| 46985 | Altice France/Luxco 3<sup>(b)(j)</sup> |  |  | 842056 |
| 9442 | Asphalt ATD Holdco, LLC<sup>(b)(j)</sup> |  |  | 1983 |
| 212801 | CFG Investment SAC - HoldCo<sup>(b)(j)</sup> |  |  |  |
| 8608 | GTT Communications, Inc.<sup>(b)(j)</sup> |  |  | 174850 |
| 2245 | Jacobs Solutions, Inc. NPV<sup>(b)(j)</sup> |  |  | 2245 |
| 512343 | Oi SA<sup>(b)(f)(j)</sup> |  |  | 256 |
| 26458 | Revenir Energy, Inc.<sup>(b)(j)</sup> |  |  | 529 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 23846 | Stichting Administratiekantoor ADR <sup>(b)(j)</sup> |  |  |  |
| 8776 | Stichting Administratiekantoor Unigel Creditors<sup>(b)(j)</sup> |  |  | – |
|  | **Total Common Stocks (Cost $23,590,314)** |  |  | **1021919** |
| **ESCROW NOTES - 0.0%<sup>(k)</sup>** | **ESCROW NOTES - 0.0%<sup>(k)</sup>** | **ESCROW NOTES - 0.0%<sup>(k)</sup>** |  |  |
| 9150000 | Credito Real SAB de CV SOFOM ER<sup>(a)(j)</sup> |  |  | 80062 |
| 17286000 | Credito Real SAB de CV SOFOM ER<sup>(j)</sup> |  |  | 151253 |
|  | **Total Escrow Notes (Cost $25,761,738)** |  |  | **231315** |
| **PREFERRED STOCKS - 0.5%** | **PREFERRED STOCKS - 0.5%** | **PREFERRED STOCKS - 0.5%** |  |  |
| 280000 | AGNC Investment Corp. Series H<sup>(e)</sup> |  |  | 7067200 |
|  | **Total Preferred Stocks (Cost $7,124,605)** |  |  | **7067200** |
| **RIGHTS - 0.0%<sup>(k)</sup>** | **RIGHTS - 0.0%<sup>(k)</sup>** | **RIGHTS - 0.0%<sup>(k)</sup>** |  |  |
| 333957 | Revenir Energy, Inc. Backstop, Expires 09/18/2027<sup>(b)(j)</sup> |  |  | 6679 |
|  | **Total Rights (Cost $–)** |  |  | **6679** |
| **WARRANTS - 0.0%<sup>(k)</sup>** | **WARRANTS - 0.0%<sup>(k)</sup>** | **WARRANTS - 0.0%<sup>(k)</sup>** |  |  |
| 27621 | GTT Communications, Inc., Expires 12/30/2027 at $0.00<sup>(b)(j)</sup> |  |  | 3038 |
|  | **Total Warrants (Cost $386,878)** |  |  | **3038** |
| **AFFILIATED MUTUAL FUNDS - 2.7%** | **AFFILIATED MUTUAL FUNDS - 2.7%** | **AFFILIATED MUTUAL FUNDS - 2.7%** |  |  |
| 3881908 | DoubleLine Emerging Markets Local Currency Bond Fund - Class I |  |  | 37305132 |
|  | **Total Affiliated Mutual Funds (Cost $35,800,000)** |  |  | **37305132** |
| **SHORT TERM INVESTMENTS - 0.3%** | **SHORT TERM INVESTMENTS - 0.3%** | **SHORT TERM INVESTMENTS - 0.3%** |  |  |
| 1142639 | BlackRock Liquidity FedFund - Institutional | 3.66 %<sup>(l)</sup> |  | 1142639 |
| 1142874 | Fidelity Government Portfolio - Institutional | 3.67 %<sup>(l)</sup> |  | 1142874 |
| 1146562 | MSILF Government Portfolio - Institutional | 3.70 %<sup>(l)</sup> |  | 1146562 |
|  | **Total Short Term Investments (Cost $3,432,075)** |  |  | **3432075** |
|  | **Total Investments - 128.6%<sup>(m)</sup> (Cost $2,076,240,374)** |  |  | **1748727149** |
|  | **Other Liabilities in Excess of Assets - (28.6)%** |  |  | **(388984550)** |
|  | **NET ASSETS - 100.0%** |  |  | $**1359742599** |

---

---

| | |
|:---|:---|
| **SECURITY TYPE BREAKDOWN as a % of Net Assets:** | |
| Foreign Corporate Bonds | 32.2% |
| Bank Loans | 27.4% |
| US Corporate Bonds | 24.1% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 16.2% |
| Non-Agency Commercial Mortgage Backed Obligations | 10.7% |
| Collateralized Loan Obligations | 6.9% |
| US Government and Agency Mortgage Backed Obligations | 3.1% |
| Affiliated Mutual Funds | 2.7% |
| Non-Agency Residential Collateralized Mortgage Obligations | 2.6% |
| Asset Backed Obligations | 1.8% |
| Preferred Stocks | 0.5% |
| Short Term Investments | 0.3% |
| Common Stocks | 0.1% |
| Escrow Notes | 0.0 %<sup>(k)</sup> |
| Rights | 0.0 %<sup>(k)</sup> |
| Warrants | 0.0 %<sup>(k)</sup> |
| Other Assets and Liabilities | (28.6)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **INVESTMENT BREAKDOWN as a % of Net Assets:** | |
| Non-Agency Commercial Mortgage Backed Obligations | 10.7% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 10.4% |
| Energy | 10.2% |
| Media | 9.4% |
| Transportation | 8.1% |
| Collateralized Loan Obligations | 6.9% |
| Healthcare | 5.4% |
| Electronics/Electric | 4.8% |
| Retailers (other than Food/Drug) | 4.6% |
| Mining | 4.2% |
| Consumer Products | 3.4% |
| Chemicals/Plastics | 3.3% |
| US Government and Agency Mortgage Backed Obligations | 3.1% |
| Hotels/Motels/Inns and Casinos | 3.1% |
| Utilities | 3.0% |
| Banking | 2.9% |
| Affiliated Mutual Funds | 2.8% |
| Technology | 2.7% |
| Non-Agency Residential Collateralized Mortgage Obligations | 2.6% |
| Finance | 2.5% |
| Commercial Services | 2.2% |
| Building and Development (including Steel/Metals) | 2.2% |
| Industrial Equipment | 2.1% |
| Asset Backed Obligations | 1.8% |
| Telecommunications | 1.7% |
| Leisure | 1.6% |
| Chemical Products | 1.6% |
| Construction | 1.5% |
| Automotive | 1.3% |
| Pharmaceuticals | 1.2% |
| Pulp & Paper | 1.1% |
| Insurance | 1.1% |
| Food Products | 1.0% |
| Diversified Manufacturing | 0.8% |
| Containers and Glass Products | 0.7% |
| Beverage and Tobacco | 0.6% |
| Real Estate | 0.5% |
| Food Service | 0.4% |
| Business Equipment and Services | 0.3% |
| Financial Intermediaries | 0.3% |
| Short Term Investments | 0.3% |
| Aerospace & Defense | 0.2% |
| Escrow Notes | 0.0 %<sup>(k)</sup> |
| Information Technology | 0.0 %<sup>(k)</sup> |
| Communication Services | 0.0 %<sup>(k)</sup> |
| Other Assets and Liabilities | (28.6)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **COUNTRY BREAKDOWN as a % of Net Assets:** | |
| United States | 76.4% |
| Brazil | 11.8% |
| Colombia | 9.5% |
| Mexico | 7.5% |
| Canada | 3.6% |
| Peru | 3.1% |
| South Africa | 2.6% |
| United Kingdom | 2.2% |
| Chile | 1.9% |
| Argentina | 1.7% |
| India | 1.4% |
| Trinidad and Tobago | 1.1% |
| Indonesia | 0.9% |
| Panama | 0.8% |
| Morocco | 0.8% |
| France | 0.6% |
| Mongolia | 0.6% |
| Cayman Islands | 0.5% |
| Paraguay | 0.5% |
| Luxembourg | 0.5% |
| Jamaica | 0.2% |
| Netherlands | 0.1% |
| Ghana | 0.1% |
| Costa Rica | 0.1% |
| Hong Kong | 0.1% |
| Uruguay | 0.0 %<sup>(k)</sup> |
| Other Assets and Liabilities | (28.6)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **(a)** | **Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. As of December 31, 2025, the value of these securities total $818,544,537 or 60.2% of the Fund's net assets.** |
| **(b)** | **Value determined using significant unobservable inputs.** |
| **(c)** | **Security pays interest at rates that represent residual cashflows available after more senior tranches have been paid.** |
| **(d)** | **Security is in default or has failed to make a scheduled payment. Income is not being accrued.** |
| **(e)** | **Perpetual maturity. The date disclosed is the next call date of the security.** |
| **(f)** | **Security, or portion of security is on loan as of period end pursuant to the Liquidity Agreement.** |
| **(g)** | **Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of period end.** |
| **(h)** | **Interest only security** |
| **(i)** | **Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also be subject to a cap or floor.** |
| **(j)** | **Non-income producing security.** |
| **(k)** | **Represents less than 0.05% of net assets.** |
| **(l)** | **Seven-day yield as of period end.** |
| **(m)** | **Under the Fund's Liquidity Agreement, the lender, through its agent, has been granted a security interest in substantially all of the Fund's investments in consideration of the Fund's borrowings under the line of credit with the lender.** |
| **CMT** | **Constant Maturity Treasury Rate** |
| **PIK** | **A payment-in-kind security in which the issuer may make interest or dividend payments in cash or additional securities. These additional securities generally have the same terms as the original holdings.** |
| **SOFR** | **Secured Overnight Financing Rate** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** |  |  |  |  |  |
| **Description** | **Long/ Short** | **Contract Quantity** | **Expiration<br> Date** | **Notional <br> Amount<sup>(1)</sup>** | **Unrealized<br> Appreciation (Depreciation)/ Value** |
| U.S. Treasury 2 Year Notes | Long | 500 | 3/31/2026 | $104383848 | $10684 |

---

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

A summary of the Doubline Income Solutions Fund's investments in affiliated mutual funds for the period ended December 31, 2025 is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Fund** | **Value at** <br>**September 30, 2025**  | **Gross Purchases** | **Change in Unrealized for the Period Ended<br> December 31, 2025** | **Value at<br> December 31, 2025** | **Shares Held at December 31, 2025** | **Dividend Income Earned for the Period Ended December 31, 2025** |
| DoubleLine Emerging Markets Local Currency Bond Fund (Class I) | $36645207 | $– $– $– $| 659925 | $37305132 | 3881908 | $537483 |

---

Notes to Schedule of Investments

December 31, 2025 (Unaudited)

**1. Significant Accounting Policies** 

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

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

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

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

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

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

---

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

---

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

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

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

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

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

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

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

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of December 31, 2025:

---

| | |
|:---|:---|
| **Category** | |
| **Investments in Securities** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Mutual Funds | $37305132 |
| &nbsp;&nbsp;&nbsp;Preferred Stocks | 7067200 |
| &nbsp;&nbsp;&nbsp;Short Term Investments | 3432075 |
| **Total Level 1** | 47804407 |
| **Level 2** |  |
| &nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | $437984433 |
| &nbsp;&nbsp;&nbsp;Bank Loans | 373132238 |
| &nbsp;&nbsp;&nbsp;US Corporate Bonds | 328104750 |
| &nbsp;&nbsp;&nbsp;Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 220940604 |
| &nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | 142048053 |
| &nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | 93286052 |
| &nbsp;&nbsp;&nbsp;US Government and Agency Mortgage Backed Obligations | 41854966 |
| &nbsp;&nbsp;&nbsp;Non-Agency Residential Collateralized Mortgage Obligations | 34945183 |
| &nbsp;&nbsp;&nbsp;Asset Backed Obligations | 21110355 |
| &nbsp;&nbsp;&nbsp;Escrow Notes | 231315 |
| **Total Level 2** | 1693637949 |
| **Level 3** |  |
| &nbsp;&nbsp;&nbsp;Asset Backed Obligations | $3047447 |
| &nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | 2779623 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 1021919 |
| &nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | 415576 |
| &nbsp;&nbsp;&nbsp;Bank Loans | 10511 |
| &nbsp;&nbsp;&nbsp;Rights | 6679 |
| &nbsp;&nbsp;&nbsp;Warrants | 3038 |
| **Total Level 3** | 7284793 |
| **Total** | $1748727149 |
| **Other Financial Instruments** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;Futures | $10684 |
| **Total Level 1** | 10684 |
| **Level 2** |  |
| **Level 3** |  |
| **Total** | $10684 |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine Income Solutions Fund

- **b. Investment Company Act file number:** 811-22791

- **c. CIK number of Registrant:** 0001566388

- **d. LEI of Registrant:** 549300RGXFCKJWYUTL28

- **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 Income Solutions Fund

- **c. LEI of Series:** 549300RGXFCKJWYUTL28

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1795932577.49

**Total Liabilities:** $436191989.17

**Net Assets:** $1359740588.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 216.000000000000 | **1-Year:** 9115.000000000000 | **5-Year:** 39840.000000000000 | **10-Year:** 56029.000000000000 | **30-Year:** 154912.000000000000

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

- **3-Month:** 3313.000000000000 | **1-Year:** 72355.000000000000 | **5-Year:** 264868.000000000000 | **10-Year:** 86586.000000000000 | **30-Year:** 70101.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -3.25%               | -2.29%               | -0.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12628471.95            | $-9240752.39                               |
| Month 2  | $-31270517.22            | $7051090.29                                |
| Month 3  | $2980289.47              | $-11304160.20                              |

**Designated Index Information**

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

- **Index Identifier:** Securities Portfolio

### Schedule of Portfolio Investments

| Name                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACI AIRPORT SUDAMERICA S                        | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    157524 | PA      | $158580.98    | 0.01%             | 2034-11-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                            | AGNC Investment Corp                                                             | CUSIP: 00123Q831<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    280000 | NS      | $7067200.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3080400 | PA      | $2955949.93   | 0.22%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AKLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7765702 | PA      | $1081770.86   | 0.08%             | 2042-01-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1383393.44   | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2839987.50   | 0.21%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2714090.50   | 0.20%             | 2036-10-16      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2546587.23   | 0.19%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |  14000000 | PA      | $11896823.40  | 0.87%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                        | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   8200000 | PA      | $7802300.00   | 0.57%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start II LTD                                                                     | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25991 | PA      | $26149.10     | 0.00%             | 2044-03-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1028402.60   | 0.08%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture XXVII CLO Ltd                                                            | CUSIP: 92331TAA1<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $1793616.00   | 0.13%             | 2030-07-20      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   5074365 | PA      | $5039478.66   | 0.37%             | 2030-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   3570000 | PA      | $3650325.00   | 0.27%             | 2033-05-31      | Floating      | 9.42%                 | 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        |   1950000 | PA      | $1958608.86   | 0.14%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |  17000000 | PA      | $11971570.00  | 0.88%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3655183.07   | 0.27%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   9485000 | PA      | $9539443.90   | 0.70%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253836 | PA      | $252723.13    | 0.02%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   2075979 | PA      | $2093624.98   | 0.15%             | 2031-05-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |   8803994 | PA      | $286129.81    | 0.02%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                          | GTT Communications Inc                                                           | CUSIP: 362393126<br>LEI: 549300ETSL7K1ZX05H30 | N/A              | DE               | CORP              | US        |     27621 | NS      | $3038.31      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763849 | PA      | $4947.45      | 0.00%             | 2047-04-10      | Variable      | 4.44%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4887197 | PA      | $653431.86    | 0.05%             | 2050-12-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27229808 | PA      | $62176.54     | 0.00%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15589423 | PA      | $139098.19    | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                        | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $581875.00    | 0.04%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   9400529 | PA      | $9437426.42   | 0.69%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    607812 | PA      | $613890.63    | 0.05%             | 2029-06-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9900000 | PA      | $7234425.00   | 0.53%             | 2045-06-15      | Fixed         | 5.00%                 | 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        |    750000 | PA      | $747165.75    | 0.05%             | 2039-10-19      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                   | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |   4862141 | NS      | $4862141.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |   2642723 | PA      | $2533173.79   | 0.19%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2829311 | PA      | $2835400.04   | 0.21%             | 2039-09-17      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3007707.00   | 0.22%             | 2042-12-18      | Floating      | 6.83%                 | 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        |   3500000 | PA      | $3520541.50   | 0.26%             | 2039-10-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381AEP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2346480 | PA      | $207389.63    | 0.02%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                 | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1715723.37   | 0.13%             | 2036-09-17      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3585318.66   | 0.26%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                      | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2116261.60   | 0.16%             | 2055-04-20      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $7025450.88   | 0.52%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $450132.30    | 0.03%             | 2031-07-15      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   9387893 | PA      | $9470694.56   | 0.70%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2467846 | PA      | $2486355.26   | 0.18%             | 2031-12-04      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    663313 | PA      | $665110.15    | 0.05%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   7978369 | PA      | $5684588.13   | 0.42%             | 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        |   5072288 | PA      | $5095670.75   | 0.37%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                           | Indika Energy Tbk PT                                                             | CUSIP: ZB6837841<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |  10298000 | PA      | $10207267.31  | 0.75%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1940000 | PA      | $1946987.88   | 0.14%             | 2038-08-19      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1535000 | PA      | $1534105.10   | 0.11%             | 2039-07-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                             | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6325000 | PA      | $287569.92    | 0.02%             | 2036-03-15      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                   | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12080000 | PA      | $403031.08    | 0.03%             | 2052-11-15      | Variable      | 1.01%                 | 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        |   2270000 | PA      | $2294389.31   | 0.17%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    376662 | PA      | $2824.96      | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002887.20   | 0.22%             | 2030-10-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998387.00    | 0.07%             | 2037-01-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1956868.30   | 0.14%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3774288.60   | 0.28%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379PD95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20252202 | PA      | $1813777.11   | 0.13%             | 2045-05-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37175038 | PA      | $856334.44    | 0.06%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $239694.00    | 0.02%             | 2036-05-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                           | Newark BSL CLO 2 Ltd                                                             | CUSIP: 65023QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1944347.80   | 0.14%             | 2030-07-25      | Floating      | 10.42%                | 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        |    500000 | PA      | $498483.70    | 0.04%             | 2034-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                    | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498712.85    | 0.04%             | 2034-07-20      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1471667.60   | 0.11%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| .LGCY (Legacy Backstop/Commit Fee Shares)       | .LGCY (Legacy Backstop/Commit Fee Shares)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    333957 | NS      | $6679.14      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |  21592000 | PA      | $19176826.84  | 1.41%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   7322347 | PA      | $7077999.90   | 0.52%             | 2028-06-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |   7357995 | PA      | $7376389.76   | 0.54%             | 2028-09-29      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent T/L B (TAIT)                     | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9578775 | PA      | $9482987.25   | 0.70%             | 2031-08-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3661513 | PA      | $3699648.02   | 0.27%             | 2030-03-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   5656308 | PA      | $5662190.47   | 0.42%             | 2031-05-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| ATLAS OPCO LLC                                  | Atlas OpCo LLC                                                                   | CUSIP: 04943UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264168 | PA      | $239071.59    | 0.02%             | 2030-10-24      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1738165.63   | 0.13%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3554450.42   | 0.26%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                         | Chenango Park CLO Ltd                                                            | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1491618.45   | 0.11%             | 2030-04-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28470493 | PA      | $284.70       | 0.00%             | 2047-10-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5129697.30   | 0.38%             | 2028-08-01      | Fixed         | 5.75%                 | 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        |   4805000 | PA      | $5217759.11   | 0.38%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3938915.89   | 0.29%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1731526 | PA      | $121206.82    | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   6134502 | PA      | $6172842.70   | 0.45%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                           | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1925452 | PA      | $1794193.60   | 0.13%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2485548.76   | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1413712.69   | 0.10%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $3057609.50   | 0.22%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3001272.00   | 0.22%             | 2036-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2625000 | PA      | $2639568.75   | 0.19%             | 2039-03-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   7386021 | PA      | $7418519.97   | 0.55%             | 2031-05-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1693601 | PA      | $420.01       | 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        |  18438000 | PA      | $184.38       | 0.00%             | 2048-10-10      | Variable      | 1.36%                 | 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        |   4040000 | PA      | $1121100.00   | 0.08%             | 2030-09-12      | None          | 11.00%                | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3701630.46   | 0.27%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2732000 | PA      | $2702851.75   | 0.20%             | 2070-11-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3708016 | PA      | $595128.35    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10730201 | PA      | $1640020.01   | 0.12%             | 2051-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAE8<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501576.00    | 0.04%             | 2065-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAF5<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1812881.81   | 0.13%             | 2065-07-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9180154 | PA      | $729914.94    | 0.05%             | 2045-07-16      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29056109 | PA      | $716535.26    | 0.05%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36274843 | PA      | $334348.85    | 0.02%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10775307 | PA      | $1811177.19   | 0.13%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1321167.57   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | 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        |   1548000 | PA      | $1558150.24   | 0.11%             | 2028-07-01      | Fixed         | 9.00%                 | 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        |    784000 | PA      | $774163.00    | 0.06%             | 2066-02-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| PYXUS HOLDINGS                                  | Pyxus Holdings Inc                                                               | CUSIP: 747328AB8<br>LEI: 254900VQMPHIAYHG0L57 | Long             | DBT              | CORP              | US        |   8265470 | PA      | $7490569.21   | 0.55%             | 2027-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      8776 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2022-4                                              | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774090 | PA      | $776348.92    | 0.06%             | 2032-08-20      | Fixed         | 8.68%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                         | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2129521.38   | 0.16%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAF7<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $627964.75    | 0.05%             | 2070-01-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAF8<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $676058.40    | 0.05%             | 2070-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-10                                               | CUSIP: 92541FAG4<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   1411000 | PA      | $1417726.24   | 0.10%             | 2070-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust V                                                 | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328046 | PA      | $324759.80    | 0.02%             | 2045-03-15      | Fixed         | 6.66%                 | 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        |    404678 | PA      | $398776.38    | 0.03%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1667718 | PA      | $1658854.04   | 0.12%             | 2028-10-04      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1316700 | PA      | $940341.06    | 0.07%             | 2031-05-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1500778.13   | 0.11%             | 2032-11-22      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   9500000 | PA      | $9494822.50   | 0.70%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5725000 | PA      | $5753625.00   | 0.42%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2693766.65   | 0.20%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2310987 | PA      | $2304090.35   | 0.17%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1801546.20   | 0.13%             | 2034-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1404944.80   | 0.10%             | 2043-01-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA                        | Banco Latinoamericano de Comercio Exterior SA                                    | CUSIP: 05968CAD4<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | CORP              | PA        |   1800000 | PA      | $1843182.00   | 0.14%             | 2032-09-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                           | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $494423.75    | 0.04%             | 2034-04-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1686064.97   | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                  | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524365 | PA      | $394261.82    | 0.03%             | 2043-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12000000 | PA      | $7458000.00   | 0.55%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $3107739.90   | 0.23%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   8270632 | PA      | $388025.82    | 0.03%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   4121146 | PA      | $27550.27     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | 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        |   4095000 | PA      | $4187554.29   | 0.31%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2102287.72   | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4087632.62   | 0.30%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                        | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    823071 | PA      | $771752.61    | 0.06%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV3                                                                   | CUSIP: 26847NAF8<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496455.80    | 0.04%             | 2070-07-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                   | ELP Commercial Mortgage Trust 2025-ELP                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1490435.92   | 0.11%             | 2042-11-13      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6MR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4262199 | PA      | $562359.67    | 0.04%             | 2042-06-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1PV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19529762 | PA      | $20742.56     | 0.00%             | 2044-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                  | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3080000 | PA      | $3089156.84   | 0.23%             | 2039-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3323970.50   | 0.24%             | 2039-02-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2646016.80   | 0.19%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XVII LP                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $2952192.50   | 0.22%             | 2031-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $3552881.80   | 0.26%             | 2031-01-20      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                           | LMNT CRE 2025-FL3 LLC                                                            | CUSIP: 50208TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1403487.40   | 0.10%             | 2043-07-21      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1779664.54   | 0.13%             | 2042-08-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1191278.40   | 0.09%             | 2036-07-15      | Floating      | 7.61%                 | 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        |   2379000 | PA      | $2227316.86   | 0.16%             | 2050-03-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997288.00    | 0.07%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XIV Ltd                                                     | CUSIP: 55818TAG7<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10743601.00  | 0.79%             | 2030-10-22      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3210310.40   | 0.24%             | 2041-08-18      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |  14325000 | PA      | $787875.00    | 0.06%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  23000000 | PA      | $12544200.00  | 0.92%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3242768.62   | 0.24%             | 2033-09-15      | 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        |   7926667 | PA      | $7926666.67   | 0.58%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $599336.96    | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2810000 | PA      | $2827073.56   | 0.21%             | 2039-10-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2538000 | PA      | $2540040.55   | 0.19%             | 2036-11-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4082349.27   | 0.30%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SMR 2022-IND Mortgage Trust                     | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24036525 | PA      | $22170906.09  | 1.63%             | 2039-02-15      | Floating      | 14.25%                | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $277402.57    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Social Professional Loan Progr                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $750767.50    | 0.06%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $2001600.00   | 0.15%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAG8<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001807.20   | 0.07%             | 2065-11-25      | Variable      | 6.82%                 | 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        |    337724 | PA      | $355845.58    | 0.03%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3322594.37   | 0.24%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2747416.36   | 0.20%             | 2029-09-01      | Fixed         | 10.75%                | 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        |     23846 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | 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        |   3500000 | PA      | $3140919.95   | 0.23%             | 2031-01-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBN3<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1895475.40   | 0.14%             | 2031-10-22      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1463544.73   | 0.11%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5300000 | PA      | $3141575.00   | 0.23%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |  17200000 | PA      | $16443200.00  | 1.21%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3934472.27   | 0.29%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AF1<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1247793.40   | 0.09%             | 2070-05-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $1582777.51   | 0.12%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    589000 | PA      | $592383.27    | 0.04%             | 2069-08-26      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAF6<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $680962.20    | 0.05%             | 2070-07-25      | Variable      | 7.36%                 | 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        |   6035000 | PA      | $6396967.23   | 0.47%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9824692.15   | 0.72%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                        | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |  12010000 | PA      | $12355287.50  | 0.91%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                           | Vital Care Issuer LLC                                                            | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3034350.00   | 0.22%             | 2056-01-30      | Fixed         | 6.74%                 | 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        |   1850000 | PA      | $1896608.16   | 0.14%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $449999.90    | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                  | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAN7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  73262664 | PA      | $1489052.66   | 0.11%             | 2047-03-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   6600000 | PA      | $7166280.00   | 0.53%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |  22200000 | PA      | $17898750.00  | 1.32%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   7445578 | PA      | $521190.46    | 0.04%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |   2823465 | PA      | $2335852.84   | 0.17%             | 2028-07-24      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |   1090227 | PA      | $1007555.25   | 0.07%             | 2028-08-07      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3030842 | PA      | $3039934.38   | 0.22%             | 2029-06-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1270690 | PA      | $1223687.49   | 0.09%             | 2028-09-18      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1794139 | PA      | $1596783.58   | 0.12%             | 2029-11-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |   1212750 | PA      | $717541.73    | 0.05%             | 2029-12-17      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   7125241 | PA      | $6889858.84   | 0.51%             | 2029-03-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3681500 | PA      | $3697993.12   | 0.27%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   3795000 | PA      | $3784336.05   | 0.28%             | 2032-08-18      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |  16306000 | PA      | $13712481.78  | 1.01%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   7900000 | PA      | $6465550.39   | 0.48%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   7600000 | PA      | $95000.00     | 0.01%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: AQ3401082<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   7934000 | PA      | $6998268.01   | 0.51%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1250000 | PA      | $1110181.25   | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                         | Buttermilk Park CLO Ltd                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6448007.80   | 0.47%             | 2031-10-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2726536.89   | 0.20%             | 2031-02-15      | Fixed         | 7.12%                 | 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        |   1250000 | PA      | $1276772.25   | 0.09%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6500000 | PA      | $4841554.45   | 0.36%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  25000000 | PA      | $18052882.50  | 1.33%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                          | Eldorado Intl. Finance GmbH                                                      | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $7741500.00   | 0.57%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5865573 | PA      | $568740.01    | 0.04%             | 2040-11-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17729626 | PA      | $1422261.73   | 0.10%             | 2044-07-20      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13320000 | PA      | $1884109.98   | 0.14%             | 2050-10-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9442 | NS      | $1982.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES                    | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     46985 | NS      | $842055.85    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2055000 | PA      | $2023887.30   | 0.15%             | 2029-01-22      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1540000 | PA      | $1570083.90   | 0.12%             | 2032-02-23      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    753601 | PA      | $158256.24    | 0.01%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   9325000 | PA      | $9328916.50   | 0.69%             | 2028-10-06      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  10120000 | PA      | $9782245.00   | 0.72%             | 2032-07-30      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   7090000 | PA      | $7143600.40   | 0.53%             | 2032-09-17      | Floating      | 7.67%                 | 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        |   1800000 | PA      | $1807311.06   | 0.13%             | 2035-06-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                    | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714753 | PA      | $722976.56    | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                   | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10200000 | PA      | $430538.94    | 0.03%             | 2052-11-15      | Variable      | 1.28%                 | 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        |   6650000 | PA      | $6362217.93   | 0.47%             | 2030-07-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $1243274.99   | 0.09%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CFG INVESTMENT SAC-HOLDCO                       | CFG INVESTMENT SAC-HOLDCO                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PE        |    212801 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9662677 | PA      | $40921.44     | 0.00%             | 2029-10-25      | Floating      | 17.38%                | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                           | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204012 | PA      | $5080.93      | 0.00%             | 2028-10-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1963557 | PA      | $1669592.63   | 0.12%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   5939205 | PA      | $44544.03     | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10200000 | PA      | $8393261.05   | 0.62%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   2725190 | PA      | $2739388.56   | 0.20%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |  27900000 | PA      | $17763860.25  | 1.31%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3363000 | PA      | $3360541.65   | 0.25%             | 2037-08-19      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2905000 | PA      | $2675104.11   | 0.20%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1288281.51   | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $0.01         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2816052.36   | 0.21%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430000 | PA      | $2489128.02   | 0.18%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500437.00    | 0.04%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3723645.70   | 0.27%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                        | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   3900000 | PA      | $4049356.12   | 0.30%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   6200000 | PA      | $6396850.00   | 0.47%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7426655 | PA      | $663728.32    | 0.05%             | 2049-08-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| GTT Communications Inc                          | GTT Communications Inc                                                           | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      8608 | NS      | $174850.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377YBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6631793 | PA      | $708581.25    | 0.05%             | 2041-05-16      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                   | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAC2<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |   1670971 | PA      | $167.10       | 0.00%             | 2025-04-28      | Floating      | 9.87%                 | 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        |   1144000 | PA      | $1148735.70   | 0.08%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  11100000 | PA      | $6904200.00   | 0.51%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5032604.00   | 0.37%             | 2041-05-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1117512.50   | 0.08%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600382.20    | 0.04%             | 2042-12-18      | Floating      | 6.28%                 | 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        |    862000 | PA      | $860244.71    | 0.06%             | 2065-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   5995000 | PA      | $6116902.33   | 0.45%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $8316.00      | 0.00%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2750000 | PA      | $2042389.25   | 0.15%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7120000 | PA      | $7392688.88   | 0.54%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5519751.71   | 0.41%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Halcyon Loan Advisors Funding                   | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAA6<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |   1065505 | PA      | $141958.31    | 0.01%             | 2025-04-28      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                            | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6693101.32   | 0.49%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                  | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1503852.00   | 0.11%             | 2036-11-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   4730000 | PA      | $4785577.50   | 0.35%             | 2026-02-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  12069262 | PA      | $12331259.89  | 0.91%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: YR7253895<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   5000000 | PA      | $4047395.60   | 0.30%             | 2037-02-25      | Fixed         | 6.70%                 | 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        |  43683606 | PA      | $189246.12    | 0.01%             | 2046-08-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $112500.00    | 0.01%             | 2048-02-15      | Variable      | 2.81%                 | No            |                  3 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   5400000 | PA      | $5863320.00   | 0.43%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    914000 | PA      | $777862.23    | 0.06%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9438520 | PA      | $9289863.00   | 0.68%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   2023283 | PA      | $1133604.89   | 0.08%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $450654.85    | 0.03%             | 2034-10-25      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC NPV                        | JACOBS SOLUTIONS INC NPV                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2245 | NS      | $2245.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | GB        |   7254025 | PA      | $7291056.92   | 0.54%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HUSKY HOLDINGS LLC                              | Husky Holdings LLC                                                               | CUSIP: C8856UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1155000 | PA      | $1165187.10   | 0.09%             | 2029-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                  | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |   5925566 | PA      | $0.06         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |  14200000 | PA      | $10396856.32  | 0.76%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                       | Prosus NV                                                                        | CUSIP: BM8532509<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | ZA        |  15000000 | PA      | $10000777.80  | 0.74%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                        | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   3800000 | PA      | $2932365.00   | 0.22%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1997281 | PA      | $2010480.10   | 0.15%             | 2040-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71528879 | PA      | $1746856.83   | 0.13%             | 2056-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2352868.29   | 0.17%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3929315 | PA      | $436.15       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5753763.60   | 0.42%             | 2034-04-15      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2396696.25   | 0.18%             | 2031-07-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                         | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4098591.09   | 0.30%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4256480.79   | 0.31%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C21                              | CUSIP: 46642EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31246781 | PA      | $312.47       | 0.00%             | 2047-08-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24531000 | PA      | $245.31       | 0.00%             | 2048-02-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XIV LP                                                                       | CUSIP: 50184WAD4<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3607910 | PA      | $34861.80     | 0.00%             | 2031-07-20      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   3300000 | PA      | $3121470.00   | 0.23%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                  | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $7779163.88   | 0.57%             | 2030-07-17      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535690.41    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6035109.36   | 0.44%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17200000 | PA      | $13908389.56  | 1.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5680308.41   | 0.42%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                           | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |   8200000 | PA      | $8317922.89   | 0.61%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |  17400000 | PA      | $13280550.00  | 0.98%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | LU        |   7910948 | PA      | $6440025.86   | 0.47%             | 2030-02-19      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   7305848 | PA      | $6778767.65   | 0.50%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2501900 | PA      | $1776349.00   | 0.13%             | 2029-03-29      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   8460000 | PA      | $8427217.50   | 0.62%             | 2032-06-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     48823 | PA      | $29293.83     | 0.00%             | 2030-06-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   7765000 | PA      | $7310203.95   | 0.54%             | 2032-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1388060 | PA      | $1378732.51   | 0.10%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   6670000 | PA      | $6670000.00   | 0.49%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2545566.72   | 0.19%             | 2030-01-17      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608108 | PA      | $619542.33    | 0.05%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  12208365 | PA      | $91562.74     | 0.01%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1321434.71   | 0.10%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1554714.93   | 0.11%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |  14800000 | PA      | $14699915.00  | 1.08%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                     | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   4861907 | NS      | $4861906.59   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1715318.66   | 0.13%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                   | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2405942.50   | 0.18%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VITAL ENERGY INC                                | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5615064.75   | 0.41%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1907759.60   | 0.14%             | 2040-02-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3357000 | PA      | $105956.99    | 0.01%             | 2036-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   4865829 | NS      | $4865828.66   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3953179.30   | 0.29%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    512343 | NS      | $256.17       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Octagon Investment Partners 42                  | Octagon Investment Partners 42 Ltd                                               | CUSIP: 67576RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2030803.40   | 0.15%             | 2037-07-15      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740000 | PA      | $1748029.06   | 0.13%             | 2042-06-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $1816276.79   | 0.13%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3861240.36   | 0.28%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $8171062.52   | 0.60%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |  16300000 | PA      | $16444154.92  | 1.21%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1513662.30   | 0.11%             | 2070-09-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1758331.59   | 0.13%             | 2069-03-25      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAF9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $541244.15    | 0.04%             | 2069-07-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    291000 | PA      | $297648.80    | 0.02%             | 2070-05-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |  11370000 | PA      | $11718263.10  | 0.86%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2017-1 Ltd                                                              | CUSIP: 92916NAA7<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1451786.10   | 0.11%             | 2030-04-17      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $922846.60    | 0.07%             | 2031-07-15      | Floating      | 9.42%                 | 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        |   1457000 | PA      | $1281198.82   | 0.09%             | 2058-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315XAA1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4923835.00   | 0.36%             | 2036-04-18      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| .LGCU Equity (Legacy Notes Claim Shares)        | .LGCU Equity (Legacy Notes Claim Shares)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26458 | NS      | $529.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: YR1272081<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   8150000 | PA      | $8183415.00   | 0.60%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   4400000 | PA      | $4091098.00   | 0.30%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |  10500000 | PA      | $9931950.00   | 0.73%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   2080923 | PA      | $1196530.73   | 0.09%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1398393 | PA      | $1102632.80   | 0.08%             | 2028-04-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| X CORP                                          | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11805500 | PA      | $11624226.55  | 0.85%             | 2029-10-29      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   5534529 | PA      | $5541751.56   | 0.41%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   5695088 | PA      | $5475826.78   | 0.40%             | 2027-12-23      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8656570 | PA      | $8697342.29   | 0.64%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   7905000 | PA      | $7920572.85   | 0.58%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7675000 | PA      | $7703781.25   | 0.57%             | 2033-07-29      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |  11385001 | PA      | $11415227.69  | 0.84%             | 2029-03-29      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5992269 | PA      | $5520378.00   | 0.41%             | 2031-10-17      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1760000 | PA      | $1763467.20   | 0.13%             | 2032-07-01      | Floating      | 8.00%                 | 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        |   1385448 | PA      | $1394301.01   | 0.10%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |  17000000 | PA      | $16146999.50  | 1.19%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  14407320 | PA      | $108054.90    | 0.01%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  17286000 | PA      | $151252.50    | 0.01%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |  25800000 | PA      | $18669703.02  | 1.37%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3834520.91   | 0.28%             | 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        |   8400000 | PA      | $3990000.00   | 0.29%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| GETTY IMAGES INC                                | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2653730.49   | 0.20%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14629982 | PA      | $2090615.60   | 0.15%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382TZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5490564 | PA      | $776634.84    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | 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        |  10130000 | PA      | $10636294.26  | 0.78%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 28 Ltd                                                                       | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1054875.00   | 0.08%             | 2030-10-20      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2770151.97   | 0.20%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                             | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAK7<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $958593.99    | 0.07%             | 2055-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2645754.15   | 0.19%             | 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        |   6215000 | PA      | $6608620.87   | 0.49%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Natixis Commercial Mortgage Se                  | Natixis Commercial Mortgage Securities Trust 2019-10K                            | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1407400.63   | 0.10%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   6670662 | PA      | $2968444.59   | 0.22%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26                  | Octagon Investment Partners 26 Ltd                                               | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $76308.40     | 0.01%             | 2030-07-15      | Floating      | 12.26%                | 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        |   5800000 | PA      | $5503902.11   | 0.40%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3550788.06   | 0.26%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                        | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1404670.66   | 0.10%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2020081.68   | 0.15%             | 2034-07-15      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4201440.80   | 0.31%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                        | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3935000 | PA      | $3145245.50   | 0.23%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1481647 | PA      | $851947.03    | 0.06%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6651614.44   | 0.49%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    996500 | PA      | $998459.32    | 0.07%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: YS5934049<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |   2700000 | PA      | $2796258.65   | 0.21%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1683688 | PA      | $1603181.98   | 0.12%             | 2029-09-10      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4601875 | PA      | $3103389.45   | 0.23%             | 2031-10-07      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| X CORP                                          | X Corp                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3875000 | PA      | $3868761.25   | 0.28%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2522290 | PA      | $2400766.48   | 0.18%             | 2030-03-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   5560000 | PA      | $2641000.00   | 0.19%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| N/A                                             | US 2YR NOTE (CBT) Mar26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       500 | NC      | $10683.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                                                                | CUSIP: YV7141778<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   2800000 | PA      | $1594628.34   | 0.12%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556137 | PA      | $562211.24    | 0.04%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2980575.00   | 0.22%             | 2041-05-17      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504083.00   | 0.11%             | 2039-06-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2884162.35   | 0.21%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   5350000 | PA      | $5733933.49   | 0.42%             | 2035-05-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3391025.00   | 0.25%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   9150000 | PA      | $80062.50     | 0.01%             | 2173-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5976819.33   | 0.44%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1547000 | PA      | $1531885.35   | 0.11%             | 2060-11-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4375000 | PA      | $3793050.14   | 0.28%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   3881908 | NS      | $37305131.75  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2770682.70   | 0.20%             | 2031-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                           | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1496002.75   | 0.11%             | 2028-11-30      | Fixed         | 12.00%                | 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        |  45606983 | PA      | $1175515.42   | 0.09%             | 2031-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H3N99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10704509 | PA      | $1289427.71   | 0.09%             | 2048-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398WLN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3164605 | PA      | $321124.86    | 0.02%             | 2040-02-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9418940.35   | 0.69%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $5915437.50   | 0.44%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |   3135625 | PA      | $3119946.88   | 0.23%             | 2028-07-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1601475 | PA      | $1594268.36   | 0.12%             | 2028-10-04      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   3722322 | PA      | $3402109.65   | 0.25%             | 2030-08-01      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                        | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    220500 | PA      | $152394.17    | 0.01%             | 2028-12-18      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6743100 | PA      | $6603214.39   | 0.49%             | 2030-10-08      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | US        |   4703362 | PA      | $4758627.01   | 0.35%             | 2031-01-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |   1637604 | PA      | $1649075.69   | 0.12%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3200000 | PA      | $2289088.00   | 0.17%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  14900000 | PA      | $9734591.67   | 0.72%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Bojangles Issuer, LLC                           | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299250 | PA      | $302931.97    | 0.02%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  26500000 | PA      | $19358250.00  | 1.42%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7821833.06   | 0.58%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Diversified ABS X LLC                           | Diversified Abs X LLC                                                            | CUSIP: 255126AE4<br>LEI: 2549000V3WDZQQ691H02 | Long             | ABS-O            | CORP              | US        |   2767544 | PA      | $2818239.97   | 0.21%             | 2045-02-28      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   2159000 | PA      | $2147938.36   | 0.16%             | 2070-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2509854.00   | 0.18%             | 2070-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5794357 | PA      | $5238909.25   | 0.39%             | 2028-11-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35923142 | PA      | $50005.01     | 0.00%             | 2051-04-25      | Floating      | 0.00%                 | 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        |   6115000 | PA      | $5818421.89   | 0.43%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2127867.54   | 0.16%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3203075 | PA      | $59339.85     | 0.00%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47552765 | PA      | $251459.02    | 0.02%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1838602.87   | 0.14%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2889514.77   | 0.21%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6653300 | PA      | $2661319.88   | 0.20%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |    771858 | PA      | $770800.19    | 0.06%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lake George Park CLO Ltd                        | Lake George Park CLO Ltd                                                         | CUSIP: 509828AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003227.90   | 0.07%             | 2038-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3008226.00   | 0.22%             | 2038-11-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2514752.50   | 0.18%             | 2037-09-17      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite Xxxiii Ltd                                                             | CUSIP: 55954BAE5<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505331.70    | 0.04%             | 2037-10-20      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  13907318 | PA      | $165149.40    | 0.01%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1989091.37   | 0.15%             | 2042-02-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |  11000000 | PA      | $8478272.77   | 0.62%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GREYSTONE SELECT FINANCI                        | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3565923 | PA      | $3539178.65   | 0.26%             | 2028-06-19      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   2748292 | PA      | $2771061.76   | 0.20%             | 2031-02-28      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   9482201 | PA      | $8920143.75   | 0.66%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   6665000 | PA      | $6735848.95   | 0.50%             | 2032-07-02      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | GB        |  12783610 | PA      | $12631804.43  | 0.93%             | 2031-12-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                          | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |  12120000 | PA      | $9367608.60   | 0.69%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   6114200 | PA      | $6419910.00   | 0.47%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5078605.69   | 0.37%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |  17360000 | PA      | $217000.00    | 0.02%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 55 CLO Ltd                                                                | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1747657.25   | 0.13%             | 2031-04-15      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   3519000 | PA      | $3541298.50   | 0.26%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5270000 | PA      | $2186839.20   | 0.16%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| MF1 Multifamily Housing Mortga                  | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4550000 | PA      | $4576976.95   | 0.34%             | 2037-09-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $8539513.90   | 0.63%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4017644.40   | 0.30%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: 697660AG3<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   4160000 | PA      | $4126678.40   | 0.30%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   6061593 | PA      | $5841860.25   | 0.43%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3174575.69   | 0.23%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HAC6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  23520000 | PA      | $260293.49    | 0.02%             | 2049-10-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2017-3 Clo Ltd                                             | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2978547.60   | 0.22%             | 2035-04-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                         | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2795735.25   | 0.21%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |   4500000 | PA      | $4723311.83   | 0.35%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                          | CUSIP: YV7792240<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $1225305.17   | 0.09%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   4235934 | PA      | $3644894.32   | 0.27%             | 2031-12-31      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                       | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |  11035000 | PA      | $11070091.30  | 0.81%             | 2029-12-17      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  22000000 | PA      | $16618615.20  | 1.22%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1188598.46   | 0.09%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2043939.80   | 0.15%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2331548.25   | 0.17%             | 2031-07-15      | Floating      | 9.92%                 | 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        |   1000000 | PA      | $949409.60    | 0.07%             | 2034-04-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999977.80   | 0.22%             | 2031-04-20      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14053514 | PA      | $13604373.64  | 1.00%             | 2029-10-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396KD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501539 | PA      | $153457.86    | 0.01%             | 2036-09-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                    | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433000 | PA      | $1379226.25   | 0.10%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UG88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32314801 | PA      | $372476.56    | 0.03%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2099329.05   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27799845 | PA      | $79460.30     | 0.01%             | 2049-08-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1786229.79   | 0.13%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Natixis Commercial Mortgage Se                  | Natixis Commercial Mortgage Securities Trust 2022-JERI                           | CUSIP: 63875LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3295825.00   | 0.24%             | 2039-01-15      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4395000 | PA      | $2917181.25   | 0.21%             | 2031-09-01      | Fixed         | 5.88%                 | 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        |   1544000 | PA      | $1521432.90   | 0.11%             | 2065-08-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                            | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 500000000 | PA      | $1654500.00   | 0.12%             | 2040-03-10      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1330000 | PA      | $1264221.46   | 0.09%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1657461.80   | 0.12%             | 2034-10-25      | Floating      | 10.73%                | 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        |  15500000 | PA      | $13133497.20  | 0.97%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2444000 | PA      | $2452534.45   | 0.18%             | 2042-11-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5474057.30   | 0.40%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    670000 | PA      | $669500.04    | 0.05%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26100000 | PA      | $16162425.00  | 1.19%             | 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        |   1925000 | PA      | $1897743.98   | 0.14%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Venture CDO Ltd                                 | Venture XXVI CLO Ltd                                                             | CUSIP: 92331HAA7<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | US        |   3228544 | PA      | $2034886.93   | 0.15%             | 2029-01-20      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4169129 | PA      | $4172922.80   | 0.31%             | 2029-01-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32341 | PA      | $10510.78     | 0.00%             | 2028-04-28      | Floating      | 15.25%                | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   2680000 | PA      | $2677909.60   | 0.20%             | 2029-01-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: ZP9563575<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |   7665000 | PA      | $421575.00    | 0.03%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** DoubleLine Income Solutions Fund

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Income Solutions Fund

**Title:** Vice President