# EDGAR Filing Document

**Accession Number:** 0001566388
**File Stem:** 0001145549-25-052677
**Filing Date:** 2025-8
**Character Count:** 297637
**Document Hash:** 04275666cef2df7ea237dac59c45a2e7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-052677.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001145549-25-052677

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine 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:** 251245520

**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** | June 30, 2025 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| **ASSET BACKED OBLIGATIONS - 1.8%** | **ASSET BACKED OBLIGATIONS - 1.8%** | **ASSET BACKED OBLIGATIONS - 1.8%** |  |  |
|  | Apollo Aviation Securitization Equity Trust |  |  |  |
| 717872 | &nbsp;&nbsp;Series 2024-1A-B | 6.90 %<sup>(a)</sup> | 05/16/2049 | 728130 |
| 948383 | &nbsp;&nbsp;Series 2024-2A-B | 6.61 %<sup>(a)</sup> | 09/16/2049 | 984863 |
|  | Arivo Acceptance Auto Loan Receivables Trust |  |  |  |
| 1150000 | &nbsp;&nbsp;Series 2021-1A-D | 5.83 %<sup>(a)</sup> | 01/18/2028 | 1154902 |
|  | AVANT Loans Funding Trust |  |  |  |
| 1525000 | &nbsp;&nbsp;Series 2025-REV1-D | 8.39 %<sup>(a)</sup> | 05/15/2034 | 1530206 |
|  | Blue Stream Communications LLC |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2023-1A-C | 8.90 %<sup>(a)</sup> | 05/20/2053 | 2065880 |
|  | Bojangles Issuer LLC |  |  |  |
| 300000 | &nbsp;&nbsp;Series 2024-1A-A2 | 6.58 %<sup>(a)</sup> | 11/20/2054 | 306505 |
|  | Business Jet Securities LLC |  |  |  |
| 820334 | &nbsp;&nbsp;Series 2024-2A-C | 7.97 %<sup>(a)</sup> | 09/15/2039 | 826609 |
|  | Castlelake Aircraft Securitization Trust |  |  |  |
| 507326 | &nbsp;&nbsp;Series 2018-1-C | 6.63 %<sup>(a)</sup> | 06/15/2043 | 297947 |
|  | Compass Datacenters LLC |  |  |  |
| 1250000 | &nbsp;&nbsp;Series 2024-1A-B | 7.00 %<sup>(a)</sup> | 02/25/2049 | 1285932 |
|  | Diversified Energy Co. PLC |  |  |  |
| 2927273 | &nbsp;&nbsp;Series 2025-1A-B | 10.40 %<sup>(a)</sup> | 02/28/2045 | 2970814 |
|  | Dividend Solar Loans LLC |  |  |  |
| 888113 | &nbsp;&nbsp;Series 2018-2-B | 4.25 %<sup>(a)</sup> | 12/20/2038 | 819874 |
|  | JOL Air Ltd. |  |  |  |
| 825408 | &nbsp;&nbsp;Series 2019-1-B | 4.95 %<sup>(a)</sup> | 04/15/2044 | 819344 |
|  | Pagaya AI Debt Selection Trust |  |  |  |
| 2750000 | &nbsp;&nbsp;Series 2021-3-CERT | 0.00 %<sup>(a)(b)(c)</sup> | 05/15/2029 | 76961 |
|  | Sierra Timeshare Conduit Receivables Funding LLC |  |  |  |
| 422334 | &nbsp;&nbsp;Series 2023-2A-D | 9.72 %<sup>(a)</sup> | 04/20/2040 | 439743 |
|  | SOFI Alternative Trust |  |  |  |
| 55000 | &nbsp;&nbsp;Series 2021-2-R1 | 0.00 %<sup>(a)(b)(c)</sup> | 08/15/2030 | 253221 |
|  | SoFi Professional Loan Program LLC |  |  |  |
| 100000 | &nbsp;&nbsp;Series 2018-C-R1 | 0.00 %<sup>(a)(b)(c)</sup> | 01/25/2048 | 682050 |
|  | Start Ltd./Bermuda |  |  |  |
| 187384 | &nbsp;&nbsp;Series 2019-1-C | 6.41 %<sup>(a)</sup> | 03/15/2044 | 186432 |
|  | Summit Issuer LLC |  |  |  |
| 4300000 | &nbsp;&nbsp;Series 2020-1A-C | 5.10 %<sup>(a)</sup> | 12/20/2050 | 4270920 |
|  | Sunbird Engine Finance |  |  |  |
| 56573 | &nbsp;&nbsp;Series 2020-1A-C | 6.78 %<sup>(a)</sup> | 02/15/2045 | 55355 |
|  | Switch ABS Issuer LLC |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2024-2A-C | 10.03 %<sup>(a)</sup> | 06/25/2054 | 1037619 |
|  | Uniti Group LP |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2025-1A-C | 9.12 %<sup>(a)</sup> | 04/20/2055 | 2071013 |
|  | Upstart Securitization Trust |  |  |  |
| 907636 | &nbsp;&nbsp;Series 2021-4-C | 3.19 %<sup>(a)</sup> | 09/20/2031 | 894784 |
|  | Willis Lease Finance Corp. |  |  |  |
| 407828 | &nbsp;&nbsp;Series 2020-A-C | 6.66 %<sup>(a)</sup> | 03/15/2045 | 400225 |
| 468050 | &nbsp;&nbsp;Series 2021-A-C | 7.39 %<sup>(a)</sup> | 05/15/2046 | 457945 |
|  | **Total Asset Backed Obligations (Cost $23,888,721)** |  |  | **24617274** |
| **BANK LOANS - 27.8%** | **BANK LOANS - 27.8%** | **BANK LOANS - 27.8%** |  |  |
|  | 1261229 BC Ltd. |  |  |  |
| 6760000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.25%) | 10.56% | 10/08/2030 | 6534486 |
|  | Access CIG LLC |  |  |  |
| 3851356 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.50% Floor) | 8.38% | 08/18/2028 | 3873925 |
|  | Acuris Finance US, Inc. |  |  |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 3036672 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.05% | 02/16/2028 | 3043322 |
|  | ADMI Corp. |  |  |  |
| 5709579 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.75%, 0.00% Floor) | 10.08% | 12/23/2027 | 5549711 |
|  | Alera Group 2nd Lien T/L |  |  |  |
| 3570000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan | 9.83 %<sup>(d)</sup> | 05/21/2033 | 3643631 |
|  | Allied Universal Holdco LLC |  |  |  |
| 7302373 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.18% | 05/15/2028 | 7345421 |
|  | Altice France SA |  |  |  |
| 1372494 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.50%, 0.00% Floor) | 9.76% | 08/31/2028 | 1247062 |
|  | Alvaria Holdco (Aspect Software) Second-Out T/L |  |  |  |
| 1155099 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. SOFR US + 1.00%, 0.75% Floor) | 5.44 %<sup>(d)</sup> | 05/05/2028 | 325160 |
|  | Alvaria Holdco (Aspect Software) Third-Out T/L A |  |  |  |
| 2665308 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. SOFR US + 2.11%, 0.00% Floor) | 6.54 %<sup>(d)</sup> | 05/05/2028 | 76628 |
|  | Applied Systems, Inc. |  |  |  |
| 1540000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 5.25%, 0.00% Floor) | 8.80% | 02/23/2032 | 1582928 |
|  | Apro LLC |  |  |  |
| 6149993 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.06% | 07/09/2031 | 6142306 |
|  | Ascend Learning LLC |  |  |  |
| 5825093 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.85%, 0.50% Floor) | 10.18% | 12/10/2029 | 5846937 |
|  | Aspire Bakeries T/L B |  |  |  |
| 1641709 | &nbsp;&nbsp;Senior Secured Term Loan | 7.82 %<sup>(d)</sup> | 12/23/2030 | 1633500 |
|  | Astra Acquisition Corp. |  |  |  |
| 755504 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 6.75%, 2.00% Floor) | 11.05 %<sup>(e)</sup> | 02/25/2028 | 215084 |
| 1204012 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.55 %<sup>(e)</sup> | 10/25/2028 | 27090 |
| 9662677 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 8.99%, 0.75% Floor) | 13.16 %<sup>(e)</sup> | 10/25/2029 | 64450 |
|  | Asurion LLC |  |  |  |
| 905000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.69% | 02/03/2028 | 867954 |
| 4225000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.69% | 01/22/2029 | 3930898 |
|  | Aveanna Healthcare LLC |  |  |  |
| 7855000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.15%, 0.50% Floor) | 11.48% | 12/10/2029 | 7731284 |
|  | Bausch + Lomb Corp. |  |  |  |
| 7376765 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.33% | 09/29/2028 | 7392146 |
| 6655000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.57% | 01/15/2031 | 6675830 |
|  | Boxer Parent Co., Inc. |  |  |  |
| 10120000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.00% Floor) | 10.08% | 07/30/2032 | 9873376 |
|  | Brand Industrial Services, Inc. |  |  |  |
| 3731770 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.78% | 08/01/2030 | 3138661 |
|  | Central Parent LLC |  |  |  |
| 1968515 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25%, 0.00% Floor) | 7.55% | 07/06/2029 | 1648730 |
|  | ClubCorp Holdings, Inc. |  |  |  |
| 8019713 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%, 0.00% Floor) | 9.56% | 09/18/2026 | 8039762 |
|  | CommScope LLC |  |  |  |
| 11035000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 2.00% Floor) | 9.58% | 12/17/2029 | 11185573 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Cornerstone Building Brands, Inc. |  |  |  |
| 1405714 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%, 0.50% Floor) | 7.68% | 04/12/2028 | 1259288 |
| 1323350 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.81% | 05/15/2031 | 1131465 |
|  | Crown Finance US, Inc. |  |  |  |
| 11099225 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.57% | 12/02/2031 | 11110324 |
|  | Dexko Global, Inc. |  |  |  |
| 1676359 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.19% | 10/04/2028 | 1608282 |
| 1609625 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 10/04/2028 | 1551614 |
|  | DG Investment Intermediate Holdings 2, Inc. |  |  |  |
| 4990000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 6.75%, 0.75% Floor) | 11.19% | 03/29/2029 | 4972834 |
|  | Directv Financing LLC |  |  |  |
| 8887754 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 0.75% Floor) | 9.79% | 08/02/2029 | 8835228 |
|  | Eagle Parent Corp. |  |  |  |
| 9449237 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 04/02/2029 | 9386258 |
|  | Edelman Financial Engines Center LLC |  |  |  |
| 5515000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.58% | 10/06/2028 | 5544643 |
|  | EG America LLC |  |  |  |
| 7272206 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 02/07/2028 | 7314384 |
|  | Eisner Advisory Group LLC |  |  |  |
| 2755197 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.33% | 02/28/2031 | 2770695 |
|  | Element Materials Technology Group US Holdings, Inc. |  |  |  |
| 610938 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.05% | 06/25/2029 | 613610 |
|  | Ellucian Holdings, Inc. |  |  |  |
| 1485000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 11/22/2032 | 1518412 |
|  | Fertitta Entertainment LLC/NV |  |  |  |
| 4179930 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 7.83% | 01/29/2029 | 4180097 |
|  | FinThrive Software Intermediate Holdings, Inc. |  |  |  |
| 220500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.44% | 12/18/2028 | 199552 |
| 1212750 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.75%, 0.50% Floor) | 11.19% | 12/17/2029 | 989149 |
|  | Flynn America LP |  |  |  |
| 3178875 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.50% Floor) | 8.94% | 07/31/2028 | 3162981 |
|  | Gainwell Acquisition Corp. |  |  |  |
| 9463293 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.75% Floor) | 8.40% | 10/01/2027 | 9139175 |
|  | Golden State Foods LLC |  |  |  |
| 2114078 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.56% | 12/04/2031 | 2126868 |
|  | Greystone Select Financial LLC |  |  |  |
| 3577538 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%) | 9.55% | 06/19/2028 | 3559651 |
|  | Groupe Solmax, Inc. |  |  |  |
| 2838387 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.75%, 0.75% Floor) | 9.19% | 07/24/2028 | 2399544 |
|  | Hexion Holdings Corp. |  |  |  |
| 7893933 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.31% | 03/15/2029 | 7886512 |
|  | Husky Injection Molding Systems Ltd. |  |  |  |
| 9414872 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.78% | 02/15/2029 | 9451825 |
|  | INEOS US Finance LLC |  |  |  |
| 7930925 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.25%) | 7.58% | 02/19/2030 | 7621500 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | INEOS US Petrochem LLC |  |  |  |
| 2508250 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.68% | 03/29/2029 | 2342079 |
| 4613438 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%, 0.00% Floor) | 8.58% | 10/07/2031 | 4227062 |
|  | Klockner Pentaplast of America, Inc. |  |  |  |
| 3087752 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (6 mo. Term SOFR + 4.73%, 0.50% Floor) | 9.23% | 02/09/2026 | 2864986 |
|  | Kronos Acquisition Holdings, Inc. |  |  |  |
| 4739188 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.30% | 07/08/2031 | 4260530 |
|  | Lasership, Inc. |  |  |  |
| 736726 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. SOFR US + 7.50% Cash or 1 mo. SOFR US + 1.50% + 7.00% PIK, 0.75% Floor) | 11.93% | 08/10/2029 | 227155 |
|  | LBM Acquisition LLC |  |  |  |
| 9530212 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.75% Floor) | 8.16% | 06/06/2031 | 8934574 |
|  | Lereta LLC |  |  |  |
| 1093066 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.75% Floor) | 9.69% | 08/07/2028 | 971660 |
|  | LifePoint Health, Inc. |  |  |  |
| 664983 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.50%, 1.00% Floor) | 7.82% | 05/19/2031 | 655900 |
| 7404626 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.00% Floor) | 8.01% | 05/19/2031 | 7337503 |
|  | MH Sub I LLC |  |  |  |
| 2352500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.58% | 12/31/2031 | 2050357 |
|  | Mitchell International, Inc. |  |  |  |
| 8460000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.00% Floor) | 9.58% | 06/17/2032 | 8356365 |
|  | MLN US Holdco LLC |  |  |  |
| 2920000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 8.75%, 0.00% Floor) | 15.25 %<sup>(e)</sup> | 11/30/2026 | 21973 |
|  | Natgasoline LLC |  |  |  |
| 3229688 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.50%) | 9.83% | 03/29/2030 | 3217576 |
|  | Needle Holdings LLC |  |  |  |
| 61317 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 9.50%, 0.00% Floor) | 16.00 %<sup>(e)</sup> | 04/28/2028 | 16249 |
|  | NEP Group, Inc. |  |  |  |
| 6648321 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.25% + 1.50% PIK, 0.00% Floor) | 7.84% | 08/19/2026 | 6143481 |
| 2015000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 7.00%, 0.00% Floor) | 11.57% | 10/19/2026 | 1088100 |
|  | NGL Energy Operating LLC |  |  |  |
| 661625 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.50%, 0.00% Floor) | 8.08% | 02/03/2031 | 657784 |
|  | OneDigital Borrower LLC |  |  |  |
| 6665000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (1 mo. Term SOFR + 5.25%, 0.50% Floor) | 9.58% | 07/02/2032 | 6689994 |
|  | Ontario Gaming GTA LP |  |  |  |
| 7324438 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 08/01/2030 | 7263792 |
|  | Par Petroleum LLC |  |  |  |
| 2732161 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.01% | 02/28/2030 | 2713392 |
|  | Polaris Newco LLC |  |  |  |
| 7341415 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.50% Floor) | 8.29% | 06/05/2028 | 7164487 |
|  | Pretium PKG Holdings, Inc. |  |  |  |
| 2860000 | &nbsp;&nbsp;Senior Secured Second Lien Term Loan (3 mo. Term SOFR + 6.75%, 0.50% Floor) | 11.31% | 10/01/2029 | 496210 |
|  | Pretzel Parent T/L B |  |  |  |
| 3236888 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. SOFR US + 4.50%, 0.00% Floor) | 8.83 %<sup>(d)</sup> | 10/01/2031 | 3218275 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Radiology Partners, Inc. |  |  |  |
| 9500000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.50%) | 8.82% | 06/30/2032 | 9434687 |
|  | RealPage, Inc. |  |  |  |
| 3690750 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.05% | 04/24/2028 | 3701250 |
|  | Sabre GLBL, Inc. |  |  |  |
| 7725000 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 5.00%) | 9.43% | 06/30/2028 | 7688306 |
| 583534 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 6.00%) | 10.43% | 11/15/2029 | 583534 |
|  | Sound Inpatient Physicians Holdings LLC |  |  |  |
| 3771145 | &nbsp;&nbsp;Senior Secured Term Loan (3 mo. Term SOFR + 6.75%, 0.00% Floor) | 11.08% | 06/29/2026 | 567482 |
|  | Staples, Inc. |  |  |  |
| 1692213 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.75%, 0.50% Floor) | 10.03% | 09/10/2029 | 1565897 |
|  | StubHub Holdco Sub LLC |  |  |  |
| 6670341 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 03/15/2030 | 6492443 |
|  | Team Health Holdings, Inc. |  |  |  |
| 7601958 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.25%, 1.00% Floor) | 9.53% | 03/02/2027 | 7575807 |
|  | Townsquare Media, Inc. |  |  |  |
| 8029500 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 5.00%) | 9.32% | 02/19/2030 | 7266698 |
|  | Travelport Finance Luxembourg Sarl |  |  |  |
| 4922355 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 7.00%, 1.00% Floor) | 11.30% | 09/29/2028 | 3825605 |
|  | Trident TPI Holdings, Inc. |  |  |  |
| 1273891 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 3.75%, 0.50% Floor) | 8.05% | 09/18/2028 | 1253356 |
|  | United Natural Foods, Inc. |  |  |  |
| 2136750 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.08% | 05/01/2031 | 2158118 |
|  | Univision Communications, Inc. |  |  |  |
| 3038673 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.25%, 0.50% Floor) | 8.55% | 06/25/2029 | 3033614 |
|  | Vantage Specialty Chemicals, Inc. |  |  |  |
| 5209908 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.75%, 0.50% Floor) | 9.03% | 10/26/2026 | 5057310 |
|  | Veritiv Operating Co. |  |  |  |
| 5548505 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.00%, 0.00% Floor) | 8.30% | 11/29/2030 | 5574860 |
|  | Vibrantz Technologies, Inc. |  |  |  |
| 2028497 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.40%, 0.50% Floor) | 8.64% | 04/23/2029 | 1776761 |
|  | Victra Holdings LLC |  |  |  |
| 5890887 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.40%, 0.50% Floor) | 8.55% | 03/29/2029 | 5900106 |
|  | Voyager Parent LLC |  |  |  |
| 7905000 | &nbsp;&nbsp;Senior Secured Term Loan (1 mo. Term SOFR + 4.75%) | 9.07% | 05/10/2032 | 7834724 |
|  | WaterBridge Midstream Operating LLC |  |  |  |
| 9438675 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (3 mo. Term SOFR + 4.75%, 0.00% Floor) | 9.05% | 06/27/2029 | 9413379 |
|  | Zayo Group Holdings, Inc. |  |  |  |
| 1787960 | &nbsp;&nbsp;Senior Secured First Lien Term Loan (1 mo. Term SOFR + 4.25%) | 8.58% | 03/09/2027 | 1721841 |
|  | **Total Bank Loans (Cost $419,032,470)** |  |  | **389315008** |
| **COLLATERALIZED LOAN OBLIGATIONS - 9.1%** | **COLLATERALIZED LOAN OBLIGATIONS - 9.1%** | **COLLATERALIZED LOAN OBLIGATIONS - 9.1%** |  |  |
|  | Apidos CLO |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2016-24A-DR (3 mo. Term SOFR + 6.06%, 0.00% Floor) | 10.33 %<sup>(a)</sup> | 10/20/2030 | 3006856 |
|  | Babson CLO Ltd./Cayman Islands |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2018-4A-E (3 mo. Term SOFR + 6.08%, 5.82% Floor) | 10.34 %<sup>(a)</sup> | 10/15/2030 | 1487819 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Buttermilk Park CLO |  |  |  |
| 6500000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.27 %<sup>(a)</sup> | 10/15/2031 | 6516458 |
|  | Canyon Capital CLO Ltd. |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2016-1A-ER (3 mo. Term SOFR + 6.01%, 0.00% Floor) | 10.27 %<sup>(a)</sup> | 07/15/2031 | 2480275 |
| 6650000 | &nbsp;&nbsp;Series 2017-1A-E (3 mo. Term SOFR + 6.51%, 0.00% Floor) | 10.77 %<sup>(a)</sup> | 07/15/2030 | 6664135 |
| 1000000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.67%, 6.41% Floor) | 10.93 %<sup>(a)</sup> | 04/15/2034 | 1007828 |
| 6000000 | &nbsp;&nbsp;Series 2021-2A-E (3 mo. Term SOFR + 6.96%, 6.96% Floor) | 11.22 %<sup>(a)</sup> | 04/15/2034 | 5851686 |
|  | Canyon CLO |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.27 %<sup>(a)</sup> | 07/15/2031 | 2502224 |
|  | Carlyle Global Market Strategies |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2019-1A-D (3 mo. Term SOFR + 6.96%, 6.70% Floor) | 11.23 %<sup>(a)</sup> | 04/20/2031 | 2997478 |
|  | Carlyle Group, Inc. |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2013-3A-DR (3 mo. Term SOFR + 5.76%, 0.00% Floor) | 10.02 %<sup>(a)</sup> | 10/15/2030 | 2001563 |
|  | Chenango Park CLO |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2018-1A-D (3 mo. Term SOFR + 6.06%, 5.80% Floor) | 10.32 %<sup>(a)</sup> | 04/15/2030 | 1488026 |
|  | CIFC Funding Ltd. |  |  |  |
| 750000 | &nbsp;&nbsp;Series 2013-1A-DR (3 mo. Term SOFR + 6.91%, 0.00% Floor) | 11.17 %<sup>(a)</sup> | 07/16/2030 | 751343 |
|  | Dryden Senior Loan Fund |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2015-37A-ER (3 mo. Term SOFR + 5.41%, 5.15% Floor) | 9.67 %<sup>(a)</sup> | 01/15/2031 | 2890885 |
| 2500000 | &nbsp;&nbsp;Series 2018-55A-F (3 mo. Term SOFR + 7.46%, 0.00% Floor) | 11.72 %<sup>(a)</sup> | 04/15/2031 | 1912276 |
|  | Halcyon Loan Advisors Funding Ltd. |  |  |  |
| 1152528 | &nbsp;&nbsp;Series 2014-2A-D (3 mo. Term SOFR + 5.26%, 0.00% Floor) | 9.54 %<sup>(a)</sup> | 09/28/2025 | 182215 |
| 1670971 | &nbsp;&nbsp;Series 2014-2A-E (3 mo. Term SOFR + 6.01%, 0.00% Floor) | 10.29 %<sup>(a)</sup> | 09/28/2025 | 23 |
|  | Lake George Park CLO Ltd. |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2025-1A-E (3 mo. Term SOFR + 4.60%, 4.60% Floor) | 8.87 %<sup>(a)</sup> | 04/15/2038 | 1001019 |
|  | LCM LP |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 17A-ER (3 mo. Term SOFR + 6.26%, 6.00% Floor) | 10.52 %<sup>(a)</sup> | 10/15/2031 | 3823989 |
| 6500000 | &nbsp;&nbsp;Series 26A-E (3 mo. Term SOFR + 5.56%, 5.30% Floor) | 9.83 %<sup>(a)</sup> | 01/20/2031 | 4875636 |
| 2000000 | &nbsp;&nbsp;Series 28A-E (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.28 %<sup>(a)</sup> | 10/20/2030 | 1400000 |
|  | LCM XIII LP |  |  |  |
| 3500000 | &nbsp;&nbsp;Series 14A-FR (3 mo. Term SOFR + 7.87%, 0.00% Floor) | 12.14 %<sup>(a)</sup> | 07/20/2031 | 376468 |
|  | Madison Park Funding Ltd. |  |  |  |
| 11000000 | &nbsp;&nbsp;Series 2014-14A-ER (3 mo. Term SOFR + 6.06%, 5.80% Floor) | 10.33 %<sup>(a)</sup> | 10/22/2030 | 10904190 |
|  | Magnetite CLO Ltd. |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2022-33A-ER (3 mo. Term SOFR + 5.55%, 5.55% Floor) | 9.82 %<sup>(a)</sup> | 10/20/2037 | 508066 |
|  | Newark BSL CLO |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2017-1A-D (3 mo. Term SOFR + 6.56%, 0.00% Floor) | 10.84 %<sup>(a)</sup> | 07/25/2030 | 2001090 |
|  | Octagon Investment Partners Ltd. |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2012-1A-DR (3 mo. Term SOFR + 7.41%, 0.00% Floor) | 11.67 %<sup>(a)</sup> | 07/15/2029 | 5000666 |
| 8750000 | &nbsp;&nbsp;Series 2013-1A-ER (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.29 %<sup>(a)</sup> | 07/17/2030 | 8396032 |
| 5460000 | &nbsp;&nbsp;Series 2013-1A-ER (3 mo. Term SOFR + 7.26%, 0.00% Floor) | 11.53 %<sup>(a)</sup> | 07/19/2030 | 5465101 |
| 2000000 | &nbsp;&nbsp;Series 2016-1A-FR (3 mo. Term SOFR + 8.35%, 8.35% Floor) | 12.61 %<sup>(a)</sup> | 07/15/2030 | 472456 |
| 500000 | &nbsp;&nbsp;Series 2019-1A-DR (3 mo. Term SOFR + 3.51%, 3.25% Floor) | 7.77 %<sup>(a)</sup> | 10/15/2034 | 489381 |
| 2000000 | &nbsp;&nbsp;Series 2019-3A-ERR (3 mo. Term SOFR + 7.53%, 7.53% Floor) | 11.79 %<sup>(a)</sup> | 07/15/2037 | 2057517 |
| 1000000 | &nbsp;&nbsp;Series 2020-2A-ER (3 mo. Term SOFR + 6.86%, 6.60% Floor) | 11.12 %<sup>(a)</sup> | 07/15/2036 | 906008 |
|  | Point Au Roche Park CLO |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2021-1A-E (3 mo. Term SOFR + 6.36%, 6.10% Floor) | 10.63 %<sup>(a)</sup> | 07/20/2034 | 495948 |
|  | Sound Point CLO Ltd. |  |  |  |
| 2400000 | &nbsp;&nbsp;Series 2019-2A-ER (3 mo. Term SOFR + 6.73%, 6.47% Floor) | 10.99 %<sup>(a)</sup> | 07/15/2034 | 2093568 |
| 500000 | &nbsp;&nbsp;Series 2020-2A-ER (3 mo. Term SOFR + 6.82%, 6.56% Floor) | 11.10 %<sup>(a)</sup> | 10/25/2034 | 470042 |
| 2000000 | &nbsp;&nbsp;Series 2021-3A-E (3 mo. Term SOFR + 6.87%, 6.61% Floor) | 11.15 %<sup>(a)</sup> | 10/25/2034 | 1759465 |
|  | Stewart Park CLO |  |  |  |
| 7500000 | &nbsp;&nbsp;Series 2015-1A-ER (3 mo. Term SOFR + 5.54%, 5.28% Floor) | 9.80 %<sup>(a)</sup> | 01/15/2030 | 7513258 |
|  | Venture CDO Ltd. |  |  |  |
| 5012243 | &nbsp;&nbsp;Series 2017-26A-E (3 mo. Term SOFR + 7.06%, 0.00% Floor) | 11.33 %<sup>(a)</sup> | 01/20/2029 | 2994815 |
| 4000000 | &nbsp;&nbsp;Series 2017-27A-E (3 mo. Term SOFR + 6.61%, 0.00% Floor) | 10.88 %<sup>(a)</sup> | 07/20/2030 | 2362966 |
|  | Voya CLO Ltd. |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2017-1A-D (3 mo. Term SOFR + 6.36%, 0.00% Floor) | 10.64 %<sup>(a)</sup> | 04/17/2030 | 1483247 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A-E (3 mo. Term SOFR + 5.51%, 5.25% Floor) | 9.77 %<sup>(a)</sup> | 07/15/2031 | 959471 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A-F (3 mo. Term SOFR + 7.55%, 7.29% Floor) | 11.81 %<sup>(a)</sup> | 07/15/2031 | 615772 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
|  | Wind River CLO Ltd. |  |  |  |
| 2000000 | &nbsp;&nbsp;Series 2013-2A-E1R (3 mo. Term SOFR + 7.01%, 0.00% Floor) | 11.28 %<sup>(a)</sup> | 10/18/2030 | 1984791 |
| 3500000 | &nbsp;&nbsp;Series 2014-2A-ER (3 mo. Term SOFR + 6.01%, 5.75% Floor) | 10.27 %<sup>(a)</sup> | 01/15/2031 | 3185153 |
| 2000000 | &nbsp;&nbsp;Series 2014-3A-ER2 (3 mo. Term SOFR + 6.48%, 6.22% Floor) | 10.75 %<sup>(a)</sup> | 10/22/2031 | 1846994 |
| 5000000 | &nbsp;&nbsp;Series 2017-1A-ER (3 mo. Term SOFR + 7.32%, 7.06% Floor) | 11.59 %<sup>(a)</sup> | 04/18/2036 | 4895151 |
| 3000000 | &nbsp;&nbsp;Series 2017-3A-ER (3 mo. Term SOFR + 7.31%, 7.05% Floor) | 11.57 %<sup>(a)</sup> | 04/15/2035 | 2907991 |
| 1000000 | &nbsp;&nbsp;Series 2018-1A-E (3 mo. Term SOFR + 5.76%, 0.00% Floor) | 10.02 %<sup>(a)</sup> | 07/15/2030 | 1005162 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A-E (3 mo. Term SOFR + 6.01%, 0.00% Floor) | 10.27 %<sup>(a)</sup> | 07/15/2030 | 959995 |
|  | **Total Collateralized Loan Obligations (Cost $143,375,121)** | **Total Collateralized Loan Obligations (Cost $143,375,121)** |  | **126952498** |
| **FOREIGN CORPORATE BONDS - 30.6%** | **FOREIGN CORPORATE BONDS - 30.6%** |  |  |  |
| 159466 | ACI Airport Sudamerica SA | 6.88 %<sup>(a)</sup> | 11/29/2034 | 154843 |
| 14762286 | Acu Petroleo Luxembourg Sarl | 7.50% | 01/13/2032 | 14755045 |
| 9500000 | Adani Ports & Special Economic Zone Ltd. | 5.00% | 08/02/2041 | 7495279 |
| 9853000 | Adani Renewable Energy RJ Ltd./Kodangal Solar Parks Pvt Ltd./Wardha Solar Maharash | 4.63% | 10/15/2039 | 7947987 |
| 2606250 | Adani Transmission Step-One Ltd. | 4.25% | 05/21/2036 | 2220755 |
| 2000000 | AL Candelaria Spain SA | 5.75 %<sup>(a)</sup> | 06/15/2033 | 1698700 |
| 23092000 | AL Candelaria Spain SA | 5.75% | 06/15/2033 | 19613190 |
| 5939205 | Alpha Holding SAB de CV | 9.00 %<sup>(e)</sup> | 12/31/2025 | 44544 |
| 12208365 | Alpha Holding SAB de CV | 9.00 %<sup>(a)(e)</sup> | 12/31/2025 | 91563 |
| 376662 | Alpha Holding SAB de CV | 10.00 %<sup>(a)(e)</sup> | 12/19/2026 | 4708 |
| 14407320 | Alpha Holding SAB de CV | 10.00 %<sup>(e)</sup> | 12/19/2026 | 180092 |
| 4000000 | Altice France SA | 5.50 %<sup>(a)</sup> | 10/15/2029 | 3320000 |
| 2500000 | Aris Mining Corp. | 8.00 %<sup>(a)</sup> | 10/31/2029 | 2552713 |
| 1543512 | Autopistas del Sol SA/Costa Rica | 7.38% | 12/30/2030 | 1535779 |
| 17000000 | Banco Davivienda SA<br> (10 yr. CMT Rate + 5.10%) | 6.65 %<sup>(f)</sup> | 04/22/2031 | 15145433 |
| 800000 | Banco Davivienda SA<br> (5 yr. CMT Rate + 4.59%) | 8.13 %<sup>(a)</sup> | 07/02/2035 | 804640 |
| 1750000 | Banco GNB Sudameris SA<br> (5 yr. CMT Rate + 6.66%) | 7.50% | 04/16/2031 | 1727792 |
| 14800000 | Banco GNB Sudameris SA<br> (5 yr. CMT Rate + 6.66%) | 7.50 %<sup>(a)</sup> | 04/16/2031 | 14612188 |
| 8800000 | Banco Mercantil del Norte SA/Grand Cayman<br> (10 yr. CMT Rate + 5.03%) | 6.63 %<sup>(f)</sup> | 01/24/2032 | 8171129 |
| 5350000 | Banco Mercantil del Norte SA/Grand Cayman<br> (10 yr. CMT Rate + 4.30%) | 8.75 %<sup>(a)(f)</sup> | 05/20/2035 | 5409160 |
| 6500000 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX<br> (5 yr. CMT Rate + 4.21%) | 8.13% | 01/08/2039 | 6723074 |
| 20000000 | Braskem Idesa SAPI | 6.99% | 02/20/2032 | 13899575 |
| 3000000 | Braskem Idesa SAPI | 6.99 %<sup>(a)(g)</sup> | 02/20/2032 | 2084936 |
| 22655000 | Braskem Netherlands Finance BV | 5.88% | 01/31/2050 | 14267351 |
| 8150000 | BRF SA | 5.75% | 09/21/2050 | 6626466 |
| 1958000 | Calfrac Holdings LP | 10.88 %<sup>(a)</sup> | 03/15/2026 | 1944002 |
| 20800000 | Canacol Energy Ltd. | 5.75% | 11/24/2028 | 7198133 |
| 7900000 | CAP SA | 3.90% | 04/27/2031 | 6354771 |
| 1425000 | Comision Federal de Electricidad | 5.00% | 07/30/2049 | 1192255 |
| 11000000 | CSN Resources SA | 4.63% | 06/10/2031 | 8668336 |
| 7500000 | CSN Resources SA | 5.88% | 04/08/2032 | 6174293 |
| 8270632 | Digicel Group Holdings Ltd. | 0.00 %<sup>(a)(c)</sup> | 12/31/2030 | 361628 |
| 4121146 | Digicel Group Holdings Ltd. | 0.00 %<sup>(a)(c)</sup> | 12/31/2030 | 25676 |
| 1375000 | eG Global Finance PLC | 12.00 %<sup>(a)</sup> | 11/30/2028 | 1519346 |
| 2237000 | ENA Master Trust | 4.00% | 05/19/2048 | 1622160 |
| 4040000 | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323 (11.00% Cash + 2.00% PIK) | 11.00 %<sup>(a)</sup> | 09/12/2030 | 3277450 |
| 6114200 | Fideicomiso PA Pacifico Tres | 8.25% | 01/15/2035 | 6181456 |
| 4956000 | Fresnillo PLC | 4.25 %<sup>(g)</sup> | 10/02/2050 | 3616940 |
| 15000000 | Frigorifico Concepcion SA | 7.70 %<sup>(a)(g)</sup> | 07/21/2028 | 11667414 |
| 6160000 | Frigorifico Concepcion SA | 7.70 %<sup>(g)</sup> | 07/21/2028 | 4791418 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 6200000 | FS Luxembourg Sarl | 8.63 %<sup>(a)</sup> | 06/25/2033 | 6125600 |
| 5995000 | Garda World Security Corp. | 8.25 %<sup>(a)</sup> | 08/01/2032 | 6157242 |
| 3700000 | Garda World Security Corp. | 8.38 %<sup>(a)</sup> | 11/15/2032 | 3803874 |
| 7120000 | Global Aircraft Leasing Co. Ltd. | 8.75 %<sup>(a)(g)</sup> | 09/01/2027 | 7307690 |
| 17000000 | Gran Tierra Energy, Inc. | 9.50 %<sup>(a)</sup> | 10/15/2029 | 12950850 |
| 10130000 | Husky Injection Molding Systems Ltd. / Titan Co.-Borrower LLC | 9.00 %<sup>(a)(g)</sup> | 02/15/2029 | 10604064 |
| 1000000 | Industrias Penoles SAB de CV | 4.75 %<sup>(g)</sup> | 08/06/2050 | 764687 |
| 11800000 | Infraestructura Energetica Nova SAPI de CV | 4.88 %<sup>(g)</sup> | 01/14/2048 | 8724330 |
| 7800000 | Infraestructura Energetica Nova SAPI de CV | 4.75% | 01/15/2051 | 5512008 |
| 5925566 | Invepar Holdings | 0.00 %<sup>(c)(e)</sup> | 12/30/2028 |  |
| 3900000 | Kosmos Energy Ltd. | 7.75% | 05/01/2027 | 3483090 |
| 2800000 | Kosmos Energy Ltd. | 8.75% | 10/01/2031 | 2076989 |
| 1690000 | Kronos Acquisition Holdings, Inc. | 8.25 %<sup>(a)</sup> | 06/30/2031 | 1536603 |
| 4000000 | Medco Cypress Tree Pte Ltd. | 8.63 %<sup>(a)(g)</sup> | 05/19/2030 | 4098954 |
| 6300000 | Metinvest BV | 7.75% | 10/17/2029 | 4933532 |
| 7600000 | Mexarrend SAPI de CV | 10.25 %<sup>(e)</sup> | 07/24/2025 | 57000 |
| 17360000 | Mexarrend SAPI de CV | 10.25 %<sup>(a)(e)</sup> | 07/24/2025 | 130200 |
| 9500000 | Motion Finco Sarl | 8.38 %<sup>(a)</sup> | 02/15/2032 | 8708881 |
| 7100000 | Movida Europe SA | 7.85 %<sup>(a)</sup> | 04/11/2029 | 6559760 |
| 6900000 | Movida Europe SA | 7.85% | 04/11/2029 | 6374978 |
| 16267756 | MV24 Capital BV | 6.75% | 06/01/2034 | 15791756 |
| 6242204 | Oi SA<br> (10.00% Cash or 7.50% Cash + 6.00% PIK or 13.50% PIK) | 10.00 %<sup>(a)</sup> | 06/30/2027 | 4064759 |
| 13340353 | Oi SA<br> (8.50% Cash or 8.50% PIK) | 8.50 %<sup>(a)</sup> | 12/31/2028 | 900474 |
| 5800000 | Ontario Gaming GTA LP/OTG Co.-Issuer, Inc. | 8.00 %<sup>(a)</sup> | 08/01/2030 | 5823304 |
| 7665000 | Operadora de Servicios Mega SAB de CV Sofom ER | 8.25 %<sup>(e)</sup> | 12/31/2025 | 2874375 |
| 14325000 | Operadora de Servicios Mega SAB de CV Sofom ER | 8.25 %<sup>(a)(e)</sup> | 12/31/2025 | 5371875 |
| 5600000 | Orbia Advance Corp. SAB de CV | 5.50% | 01/15/2048 | 4411416 |
| 5495000 | Phoenix Aviation Capital Ltd. | 9.25 %<sup>(a)(g)</sup> | 07/15/2030 | 5695608 |
| 8150000 | Raizen Fuels Finance SA | 6.95 %<sup>(g)</sup> | 03/05/2054 | 7567100 |
| 6600000 | Saavi Energia Sarl | 8.88% | 02/10/2035 | 6895350 |
| 5400000 | Saavi Energia Sarl | 8.88 %<sup>(a)</sup> | 02/10/2035 | 5641650 |
| 12000000 | Sasol Financing USA LLC | 5.50% | 03/18/2031 | 9872317 |
| 1330000 | Seaspan Corp. | 5.50 %<sup>(a)</sup> | 08/01/2029 | 1265503 |
| 22200000 | Simpar Europe SA | 5.20% | 01/26/2031 | 18204000 |
| 3935000 | Telesat Canada / Telesat LLC | 5.63 %<sup>(a)</sup> | 12/06/2026 | 2380675 |
| 1973826 | TransJamaican Highway Ltd. | 5.75% | 10/10/2036 | 1834671 |
| 2080923 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50% | 12/31/2027 | 1675143 |
| 1481647 | Unigel Luxembourg SA<br> (13.50% Cash or 15.00% PIK) | 13.50 %<sup>(a)</sup> | 12/31/2027 | 1192726 |
| 7228717 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00% | 12/31/2028 | 2024041 |
| 1681094 | Unigel Luxembourg SA<br> (11.00% Cash or 12.00% PIK) | 11.00 %<sup>(a)</sup> | 12/31/2028 | 470706 |
| 8803994 | Unigel Netherlands Holding Corp. BV<br> (15.00% Cash or 15.00% PIK) | 15.00% | 12/31/2044 | 286130 |
| 4099000 | Volcan Cia Minera SAA | 8.75% | 01/24/2030 | 4075246 |
| 4500000 | Yinson Bergenia Production BV | 8.50 %<sup>(a)</sup> | 01/31/2045 | 4566733 |
|  | **Total Foreign Corporate Bonds (Cost $572,161,078)** | **Total Foreign Corporate Bonds (Cost $572,161,078)** |  | **428478110** |
| **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 18.3%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 18.3%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 18.3%** | **FOREIGN GOVERNMENT BONDS, FOREIGN AGENCIES AND FOREIGN GOVERNMENT SPONSORED CORPORATIONS - 18.3%** |  |
| 20898000 | Aeropuerto Internacional de Tocumen SA | 5.13% | 08/11/2061 | 14733717 |
| 4000000 | Banco do Brasil SA/Cayman (10 yr. CMT Rate + 4.40%) | 8.75 %<sup>(f)</sup> | 10/15/2025 | 4040088 |
| 23250000 | Brazilian Government International Bond | 4.75% | 01/14/2050 | 16448145 |
| 500000 | Colombia Government International Bond | 4.13% | 02/22/2042 | 317511 |
| 16000000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 10832056 |
| 6300000 | Colombia Government International Bond | 5.20% | 05/15/2049 | 4237369 |
| 12000000 | Colombia Government International Bond | 4.13% | 05/15/2051 | 6860280 |
| 22000000 | Comision Federal de Electricidad | 4.68% | 02/09/2051 | 15347592 |
| 3200000 | Corp. Nacional del Cobre de Chile | 3.70% | 01/30/2050 | 2172831 |
| 14900000 | Corp. Nacional del Cobre de Chile | 3.15% | 01/15/2051 | 9157125 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 6500000 | Ecopetrol SA | 5.88% | 05/28/2045 | 4491522 |
| 25000000 | Ecopetrol SA | 5.88 %<sup>(g)</sup> | 11/02/2051 | 16480650 |
| 12120000 | Empresa de Transmision Electrica SA | 5.13% | 05/02/2049 | 8752155 |
| 1391950 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | 7.25% | 01/31/2041 | 1414082 |
| 11450000 | Guatemala Government Bond | 4.65% | 10/07/2041 | 9124219 |
| 5700000 | Mexico City Airport Trust | 5.50% | 07/31/2047 | 4710621 |
| 2350000 | Mexico Government International Bond | 4.40 %<sup>(g)</sup> | 02/12/2052 | 1654929 |
| 26100000 | Mexico Government International Bond | 3.77% | 05/24/2061 | 15480562 |
| 9600000 | Morocco Government International Bond | 4.00% | 12/15/2050 | 6550562 |
| 20250000 | OCP SA | 5.13% | 06/23/2051 | 15400479 |
| 6100000 | Peruvian Government International Bond | 2.78% | 12/01/2060 | 3292353 |
| 17000000 | Petrobras Global Finance BV | 5.50% | 06/10/2051 | 13170266 |
| 29500000 | Petroleos del Peru SA | 5.63% | 06/19/2047 | 18684819 |
| 17200000 | Petroleos Mexicanos | 6.38% | 01/23/2045 | 12194779 |
| 10200000 | Petroleos Mexicanos | 6.75% | 09/21/2047 | 7394142 |
| 6900000 | Port Of Spain Waterfront Development | 7.88% | 02/19/2040 | 6873780 |
| 8200000 | Port Of Spain Waterfront Development | 7.88 %<sup>(a)</sup> | 02/19/2040 | 8168840 |
| 22000000 | Republic of South Africa Government International Bond | 5.65 %<sup>(g)</sup> | 09/27/2047 | 16485823 |
| 1900000 | Trinidad Generation Unlimited | 7.75 %<sup>(a)</sup> | 06/16/2033 | 1969587 |
|  | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $291,452,195)** | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $291,452,195)** | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations (Cost $291,452,195)** | **256440884** |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 13.0%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 13.0%** | **NON-AGENCY COMMERCIAL MORTGAGE BACKED OBLIGATIONS - 13.0%** |  |  |
|  | 1345 Trust |  |  |  |
| 1740000 | &nbsp;&nbsp;Series 2025-AOA-D (1 mo. Term SOFR + 3.00%, 3.00% Floor) | 7.30 %<sup>(a)</sup> | 06/15/2030 | 1747340 |
|  | ACREC Trust |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2023-FL2-C (1 mo. Term SOFR + 4.28%, 4.28% Floor) | 8.59 %<sup>(a)</sup> | 02/19/2038 | 5024755 |
|  | ARDN Mortgage Trust |  |  |  |
| 1800000 | &nbsp;&nbsp;Series 2025-ARCP-E (1 mo. Term SOFR + 4.50%, 4.50% Floor) | 8.80 %<sup>(a)</sup> | 06/15/2035 | 1808194 |
|  | AREIT Ltd. |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2024-CRE9-D (1 mo. Term SOFR + 4.29%, 4.29% Floor) | 8.60 %<sup>(a)</sup> | 05/17/2041 | 2942730 |
|  | AREIT Trust |  |  |  |
| 1000000 | &nbsp;&nbsp;Series 2022-CRE6-E (30 day avg SOFR US + 3.40%, 3.40% Floor) | 7.70 %<sup>(a)</sup> | 01/20/2037 | 996551 |
| 1500000 | &nbsp;&nbsp;Series 2022-CRE7-D (1 mo. Term SOFR + 4.44%, 4.44% Floor) | 8.76 %<sup>(a)</sup> | 06/17/2039 | 1505019 |
| 2560000 | &nbsp;&nbsp;Series 2025-CRE10-D (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 7.10 %<sup>(a)</sup> | 01/17/2030 | 2443958 |
|  | BANK5 Trust |  |  |  |
| 71528879 | &nbsp;&nbsp;Series 2023-5YR4-XA | 1.26 %<sup>(h)(i)</sup> | 12/15/2056 | 2095975 |
|  | BBCMS Trust |  |  |  |
| 1350000 | &nbsp;&nbsp;Series 2025-5C34-D | 4.25 %<sup>(a)</sup> | 05/15/2058 | 1172933 |
|  | Beast Mortgage Trust |  |  |  |
| 6325000 | &nbsp;&nbsp;Series 2021-1818-G (1 mo. Term SOFR + 6.11%, 6.25% Floor) | 10.43 %<sup>(a)</sup> | 03/15/2036 | 855468 |
|  | Benchmark Mortgage Trust |  |  |  |
| 121775000 | &nbsp;&nbsp;Series 2020-B18-AGNX | 0.62 %<sup>(a)(h)(i)</sup> | 07/15/2053 | 1449 |
| 2905000 | &nbsp;&nbsp;Series 2024-V10-D | 4.50 %<sup>(a)</sup> | 09/15/2057 | 2584965 |
|  | BrightSpire Capital, Inc. |  |  |  |
| 3350000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.81%, 2.70% Floor) | 7.13 %<sup>(a)</sup> | 08/19/2038 | 3253376 |
| 3363000 | &nbsp;&nbsp;Series 2024-FL2-C (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.86 %<sup>(a)</sup> | 08/19/2037 | 3352222 |
|  | BSPDF Issuer Ltd. |  |  |  |
| 2500000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.86%, 2.75% Floor) | 7.18 %<sup>(a)</sup> | 10/15/2036 | 2471095 |
|  | BSPRT Issuer LLC |  |  |  |
| 1535000 | &nbsp;&nbsp;Series 2024-FL11-C (1 mo. Term SOFR + 2.64%, 2.64% Floor) | 6.96 %<sup>(a)</sup> | 07/15/2039 | 1532919 |
|  | BX Trust |  |  |  |
| 1825000 | &nbsp;&nbsp;Series 2019-IMC-D (1 mo. Term SOFR + 1.95%, 1.90% Floor) | 6.26 %<sup>(a)</sup> | 04/15/2034 | 1792343 |
| 2290000 | &nbsp;&nbsp;Series 2021-ARIA-F (1 mo. Term SOFR + 2.71%, 2.59% Floor) | 7.02 %<sup>(a)</sup> | 10/15/2036 | 2280657 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 2250000 | &nbsp;&nbsp;Series 2025-LUNR-E (1 mo. Term SOFR + 3.95%, 3.95% Floor) | 8.26 %<sup>(a)</sup> | 06/15/2040 | 2261312 |
| 2320000 | &nbsp;&nbsp;Series 2025-ROIC-E (1 mo. Term SOFR + 2.94%, 2.94% Floor) | 7.25 %<sup>(a)</sup> | 03/15/2030 | 2281153 |
|  | CALI Mortgage Trust |  |  |  |
| 1599000 | &nbsp;&nbsp;Series 2024-SUN-C (1 mo. Term SOFR + 2.79%, 2.79% Floor) | 7.10 %<sup>(a)</sup> | 07/15/2041 | 1604819 |
|  | Cantor Commercial Real Estate Lending LP |  |  |  |
| 10200000 | &nbsp;&nbsp;Series 2019-CF2-SWX1 | 1.45 %<sup>(a)(h)(i)</sup> | 11/15/2052 | 484179 |
| 12080000 | &nbsp;&nbsp;Series 2019-CF2-SWX2 | 1.19 %<sup>(a)(h)(i)</sup> | 11/15/2052 | 452389 |
|  | Citigroup Commercial Mortgage Trust |  |  |  |
| 28597445 | &nbsp;&nbsp;Series 2014-GC25-XG | 1.10 %<sup>(a)(h)(i)</sup> | 10/10/2047 | 643 |
|  | Commercial Mortgage Pass Through Certificates |  |  |  |
| 3929315 | &nbsp;&nbsp;Series 2014-UBS4-F | 3.75 %<sup>(a)(c)</sup> | 08/10/2047 | 1768 |
| 3195558 | &nbsp;&nbsp;Series 2014-UBS4-G | 3.75 %<sup>(a)(c)</sup> | 08/10/2047 | 930 |
| 14000 | &nbsp;&nbsp;Series 2014-UBS4-V | 0.00 %<sup>(a)(c)(h)</sup> | 08/10/2047 | 2 |
| 18438000 | &nbsp;&nbsp;Series 2015-CR26-XD | 1.42 %<sup>(a)(h)(i)</sup> | 10/10/2048 | 620 |
|  | Computershare Corporate Trust |  |  |  |
| 9180600 | &nbsp;&nbsp;Series 2015-C29-F | 4.36 %<sup>(a)(c)(h)</sup> | 06/15/2048 | 7359867 |
| 38737225 | &nbsp;&nbsp;Series 2015-C29-G | 4.36 %<sup>(a)(c)(h)</sup> | 06/15/2048 | 13067654 |
| 23520000 | &nbsp;&nbsp;Series 2016-LC24-XEF | 1.77 %<sup>(a)(h)(i)</sup> | 10/15/2049 | 439325 |
|  | DOLP Trust |  |  |  |
| 3430000 | &nbsp;&nbsp;Series 2021-NYC-G | 3.70 %<sup>(a)(h)</sup> | 05/10/2041 | 2318178 |
|  | FIVE Mortgage Trust |  |  |  |
| 1433000 | &nbsp;&nbsp;Series 2023-V1-D | 6.51 %<sup>(a)(h)</sup> | 02/10/2056 | 1358880 |
|  | FS Rialto |  |  |  |
| 750000 | &nbsp;&nbsp;Series 2024-FL9-D (1 mo. Term SOFR + 3.94%, 3.94% Floor) | 8.26 %<sup>(a)</sup> | 10/19/2039 | 746711 |
|  | Great Wolf Trust |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2024-WLF2-E (1 mo. Term SOFR + 3.64%) | 7.95 %<sup>(a)</sup> | 05/15/2041 | 5012801 |
|  | Greystone Commercial Real Estate Notes |  |  |  |
| 3080000 | &nbsp;&nbsp;Series 2021-FL3-D (1 mo. Term SOFR + 2.31%, 2.20% Floor) | 6.63 %<sup>(a)</sup> | 07/15/2039 | 3063032 |
|  | GS Mortgage Securities Corp. II |  |  |  |
| 1734301 | &nbsp;&nbsp;Series 2010-C1-C | 5.64 %<sup>(a)(h)</sup> | 08/10/2043 | 1723554 |
| 810392 | &nbsp;&nbsp;Series 2014-GC20-E | 4.60 %<sup>(a)(c)(h)</sup> | 04/10/2047 | 17375 |
| 2642723 | &nbsp;&nbsp;Series 2015-GC28-D | 4.56 %<sup>(a)(h)</sup> | 02/10/2048 | 2533380 |
|  | HGI CRE CLO Ltd. |  |  |  |
| 2800000 | &nbsp;&nbsp;Series 2021-FL1-D (1 mo. Term SOFR + 2.46%, 2.46% Floor) | 6.78 %<sup>(a)</sup> | 06/16/2036 | 2795663 |
| 1710000 | &nbsp;&nbsp;Series 2021-FL2-E (1 mo. Term SOFR + 2.56%, 2.56% Floor) | 6.88 %<sup>(a)</sup> | 09/17/2036 | 1688953 |
|  | HIG RCP LLC |  |  |  |
| 4239800 | &nbsp;&nbsp;Series 2023-FL1-B (1 mo. Term SOFR + 3.61%, 3.61% Floor) | 7.93 %<sup>(a)</sup> | 09/19/2038 | 4270462 |
|  | JPMBB Commercial Mortgage Securities Trust |  |  |  |
| 43706095 | &nbsp;&nbsp;Series 2013-C14-XC | 0.57 %<sup>(a)(h)(i)</sup> | 08/15/2046 | 118415 |
| 6653300 | &nbsp;&nbsp;Series 2014-C19-NR | 3.75 %<sup>(a)(c)(h)</sup> | 04/15/2047 | 4414066 |
| 32516612 | &nbsp;&nbsp;Series 2014-C21-XD | 0.81 %<sup>(a)(h)(i)</sup> | 08/15/2047 | 524 |
| 5000000 | &nbsp;&nbsp;Series 2015-C27-E | 2.81 %<sup>(a)(c)(h)</sup> | 02/15/2048 | 213438 |
| 24531000 | &nbsp;&nbsp;Series 2015-C27-XE | 1.65 %<sup>(a)(h)(i)</sup> | 02/15/2048 | 964 |
|  | KREF |  |  |  |
| 3350000 | &nbsp;&nbsp;Series 2021-FL2-C (1 mo. Term SOFR + 2.11%, 2.00% Floor) | 6.43 %<sup>(a)</sup> | 02/15/2039 | 3319870 |
|  | LoanCore |  |  |  |
| 3000000 | &nbsp;&nbsp;Series 2021-CRE5-C (1 mo. Term SOFR + 2.46%, 2.46% Floor) | 6.78 %<sup>(a)</sup> | 07/15/2036 | 2965332 |
| 1200000 | &nbsp;&nbsp;Series 2021-CRE5-E (1 mo. Term SOFR + 3.86%, 3.86% Floor) | 8.18 %<sup>(a)</sup> | 07/15/2036 | 1175934 |
| 3000000 | &nbsp;&nbsp;Series 2021-CRE6-D (1 mo. Term SOFR + 2.96%, 2.85% Floor) | 7.28 %<sup>(a)</sup> | 11/15/2038 | 3010503 |
| 1790000 | &nbsp;&nbsp;Series 2025-CRE8-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 7.05 %<sup>(a)</sup> | 08/17/2042 | 1742696 |
|  | LSTAR Commercial Mortgage Trust |  |  |  |
| 2379000 | &nbsp;&nbsp;Series 2017-5-C | 4.82 %<sup>(a)(h)</sup> | 03/10/2050 | 2215464 |
|  | MF1 Multifamily Housing Mortgage Loan Trust |  |  |  |
| 830000 | &nbsp;&nbsp;Series 2021-FL5-E (1 mo. Term SOFR + 3.11%, 3.11% Floor) | 7.43 %<sup>(a)</sup> | 07/15/2036 | 830162 |
| 2170000 | &nbsp;&nbsp;Series 2021-FL6-E (1 mo. Term SOFR + 3.06%, 2.95% Floor) | 7.38 %<sup>(a)</sup> | 07/16/2036 | 2147156 |
| 2750000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 2.91%, 2.80% Floor) | 7.23 %<sup>(a)</sup> | 10/16/2036 | 2668330 |
| 4550000 | &nbsp;&nbsp;Series 2022-FL10-C (1 mo. Term SOFR + 4.48%, 4.48% Floor) | 8.80 %<sup>(a)</sup> | 09/17/2037 | 4568455 |
| 2500000 | &nbsp;&nbsp;Series 2022-FL10-D (1 mo. Term SOFR + 5.73%, 5.73% Floor) | 10.05 %<sup>(a)</sup> | 09/17/2037 | 2511442 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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) | 9.16 %<sup>(a)</sup> | 03/19/2039 | 2661616 |
| 3200000 | &nbsp;&nbsp;Series 2024-FL15-D (1 mo. Term SOFR + 4.04%, 4.04% Floor) | 8.35 %<sup>(a)</sup> | 08/18/2041 | 3210150 |
| 1900000 | &nbsp;&nbsp;Series 2025-FL17-D (1 mo. Term SOFR + 2.74%, 2.74% Floor) | 7.06 %<sup>(a)</sup> | 02/18/2040 | 1878747 |
|  | Morgan Stanley Capital I Trust |  |  |  |
| 28321318 | &nbsp;&nbsp;Series 2016-UB11-XA | 1.57 %<sup>(h)(i)</sup> | 08/15/2049 | 283137 |
|  | Morgan Stanley Capital I, Inc. |  |  |  |
| 3357000 | &nbsp;&nbsp;Series 2019-PLND-F (1 mo. Term SOFR + 2.91%, 2.80% Floor) | 7.23 %<sup>(a)</sup> | 05/15/2036 | 299612 |
| 13000000 | &nbsp;&nbsp;Series 2019-PLND-G (1 mo. Term SOFR + 3.76%, 3.65% Floor) | 8.08 %<sup>(a)</sup> | 05/15/2036 | 1023750 |
|  | Natixis Commercial Mortgage Securities Trust |  |  |  |
| 5000000 | &nbsp;&nbsp;Series 2022-JERI-G (1 mo. Term SOFR + 7.61%, 7.46% Floor) | 11.92 %<sup>(a)</sup> | 01/15/2039 | 3311695 |
|  | NYC Commercial Mortgage Trust |  |  |  |
| 1980000 | &nbsp;&nbsp;Series 2025-3BP-E (1 mo. Term SOFR + 3.54%, 3.54% Floor) | 7.85 %<sup>(a)</sup> | 02/15/2042 | 1956163 |
|  | PFP III Ltd. |  |  |  |
| 2829311 | &nbsp;&nbsp;Series 2024-11-C (1 mo. Term SOFR + 2.99%, 2.99% Floor) | 7.30 %<sup>(a)</sup> | 09/17/2039 | 2835290 |
| 600000 | &nbsp;&nbsp;Series 2025-12-C (1 mo. Term SOFR + 2.54%, 2.54% Floor) | 6.86 %<sup>(a)</sup> | 12/18/2042 | 600842 |
| 3000000 | &nbsp;&nbsp;Series 2025-12-D (1 mo. Term SOFR + 3.09%, 3.09% Floor) | 7.41 %<sup>(a)</sup> | 12/18/2042 | 3004188 |
|  | Ready Capital Corp. |  |  |  |
| 1500000 | &nbsp;&nbsp;Series 2021-FL7-D (1 mo. Term SOFR + 3.06%, 2.95% Floor) | 7.38 %<sup>(a)</sup> | 11/25/2036 | 1503705 |
| 2538000 | &nbsp;&nbsp;Series 2021-FL7-E (1 mo. Term SOFR + 3.51%, 3.40% Floor) | 7.83 %<sup>(a)</sup> | 11/25/2036 | 2536711 |
| 3500000 | &nbsp;&nbsp;Series 2023-FL11-B (1 mo. Term SOFR + 3.53%, 3.53% Floor) | 7.85 %<sup>(a)</sup> | 10/25/2039 | 3512600 |
| 2810000 | &nbsp;&nbsp;Series 2023-FL11-C (1 mo. Term SOFR + 4.28%, 4.28% Floor) | 8.60 %<sup>(a)</sup> | 10/25/2039 | 2822308 |
|  | ROCK Trust |  |  |  |
| 571000 | &nbsp;&nbsp;Series 2024-CNTR-D | 7.11 %<sup>(a)</sup> | 11/13/2041 | 597534 |
|  | SCOTT Trust |  |  |  |
| 500000000 | &nbsp;&nbsp;Series 2023-SFS-X | 0.32 %<sup>(a)(h)(i)</sup> | 03/10/2040 | 2147600 |
|  | SMR Mortgage Trust |  |  |  |
| 24036525 | &nbsp;&nbsp;Series 2022-INDI-HRR (1 mo. Term SOFR + 10.50%, 10.50% Floor) | 14.81% | 02/15/2039 | 21472765 |
|  | Wells Fargo Commercial Mortgage Trust |  |  |  |
| 500000 | &nbsp;&nbsp;Series 2025-5C4-D | 4.50 %<sup>(a)</sup> | 05/15/2058 | 435441 |
|  | WF-RBS Commercial Mortgage Trust |  |  |  |
| 78027115 | &nbsp;&nbsp;Series 2014-LC14-XC | 1.82 %<sup>(a)(h)(i)</sup> | 03/15/2047 | 1603485 |
|  | WHARF Trust |  |  |  |
| 1850000 | &nbsp;&nbsp;Series 2025-DC-E | 7.72 %<sup>(a)(h)</sup> | 07/15/2040 | 1901714 |
|  | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $226,091,614)** | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $226,091,614)** | **Total Non-Agency Commercial Mortgage Backed Obligations (Cost $226,091,614)** | **182847403** |
| **US CORPORATE BONDS - 21.3%** | **US CORPORATE BONDS - 21.3%** |  |  |  |
| 5050000 | 1261229 BC Ltd. | 10.00 %<sup>(a)(g)</sup> | 04/15/2032 | 5097924 |
| 2620000 | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | 5.75 %<sup>(a)(g)</sup> | 01/15/2029 | 2300873 |
| 4805000 | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp. | 9.75 %<sup>(a)(g)</sup> | 04/15/2030 | 4886246 |
| 2270000 | APH / APH2 / APH3 | 7.88 %<sup>(a)</sup> | 11/01/2029 | 2323913 |
| 1590000 | Artera Services LLC | 8.50 %<sup>(a)</sup> | 02/15/2031 | 1325306 |
| 3220018 | ASP Unifrax Holdings, Inc.<br> (5.85% Cash + 1.25% PIK or 7.10% Cash) | 7.10 %<sup>(a)</sup> | 09/30/2029 | 1481208 |
| 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 | 2213102 |
| 3620000 | Brand Industrial Services, Inc. | 10.38 %<sup>(a)</sup> | 08/01/2030 | 3344469 |
| 1017000 | Caesars Entertainment, Inc. | 8.13 %<sup>(a)</sup> | 07/01/2027 | 1017941 |
| 7535000 | Castle US Holding Corp. | 10.00 %<sup>(a)</sup> | 06/30/2031 | 3277725 |
| 1680000 | CHS/Community Health Systems, Inc. | 6.00 %<sup>(a)(g)</sup> | 01/15/2029 | 1617300 |
| 1310000 | CHS/Community Health Systems, Inc. | 10.88 %<sup>(a)</sup> | 01/15/2032 | 1390063 |
| 6440000 | Clarios Global LP / Clarios US Finance Co. | 8.50 %<sup>(a)</sup> | 05/15/2027 | 6480282 |
| 5110000 | Clear Channel Outdoor Holdings, Inc. | 7.50 %<sup>(a)(g)</sup> | 06/01/2029 | 4730417 |
| 3815000 | ClubCorp Holdings, Inc. | 8.50 %<sup>(a)</sup> | 09/15/2025 | 3738700 |
| 4665000 | Cobra AcquisitionCo LLC | 6.38 %<sup>(a)</sup> | 11/01/2029 | 4019289 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 7160000 | CommScope LLC | 9.50 %<sup>(a)(g)</sup> | 12/15/2031 | 7503304 |
| 3595000 | CoreWeave, Inc. | 9.25 %<sup>(a)</sup> | 06/01/2030 | 3678344 |
| 3420000 | Cornerstone Building Brands, Inc. | 9.50 %<sup>(a)</sup> | 08/15/2029 | 3147071 |
| 3645000 | Dcli Bidco LLC | 7.75 %<sup>(a)</sup> | 11/15/2029 | 3695312 |
| 6120000 | Dealer Tire LLC / DT Issuer LLC | 8.00 %<sup>(a)(g)</sup> | 02/01/2028 | 5916727 |
| 7505000 | Directv Financing LLC / Directv Financing Co.-Obligor, Inc. | 10.00 %<sup>(a)</sup> | 02/15/2031 | 7291246 |
| 2140000 | DISH DBS Corp. | 5.75 %<sup>(a)</sup> | 12/01/2028 | 1856450 |
| 4375000 | Dornoch Debt Merger Sub, Inc. | 6.63 %<sup>(a)(g)</sup> | 10/15/2029 | 3393407 |
| 3365000 | EchoStar Corp. | 10.75% | 11/30/2029 | 3468810 |
| 6550000 | Embarq LLC | 8.00 %<sup>(g)</sup> | 06/01/2036 | 3007269 |
| 3500000 | Freedom Mortgage Holdings LLC | 8.38 %<sup>(a)(g)</sup> | 04/01/2032 | 3540502 |
| 1375000 | Frontier Communications Holdings LLC | 5.88 %<sup>(a)</sup> | 10/15/2027 | 1376380 |
| 3255000 | Full House Resorts, Inc. | 8.25 %<sup>(a)(g)</sup> | 02/15/2028 | 3165062 |
| 665000 | GrafTech Global Enterprises, Inc. | 9.88 %<sup>(a)(g)</sup> | 12/23/2029 | 528675 |
| 3365000 | Gray Media, Inc. | 10.50 %<sup>(a)(g)</sup> | 07/15/2029 | 3617627 |
| 6600000 | Helios Software Holdings, Inc. / ION Corporate Solutions Finance Sarl | 8.75 %<sup>(a)</sup> | 05/01/2029 | 6794799 |
| 1325000 | Hightower Holding LLC | 6.75 %<sup>(a)</sup> | 04/15/2029 | 1321629 |
| 2715000 | Hightower Holding LLC | 9.13 %<sup>(a)(g)</sup> | 01/31/2030 | 2892936 |
| 7122000 | Illuminate Buyer LLC / Illuminate Holdings IV, Inc. | 9.00 %<sup>(a)</sup> | 07/01/2028 | 7161776 |
| 2465000 | JetBlue Airways Corp. / JetBlue Loyalty LP | 9.88 %<sup>(a)</sup> | 09/20/2031 | 2399693 |
| 2400000 | Kohl's Corp. | 10.00 %<sup>(a)</sup> | 06/01/2030 | 2490358 |
| 2990000 | LBM Acquisition LLC | 6.25 %<sup>(a)(g)</sup> | 01/15/2029 | 2596381 |
| 2750000 | LFS Topco LLC | 8.75 %<sup>(a)</sup> | 07/15/2030 | 2707330 |
| 2785000 | LifePoint Health, Inc. | 11.00 %<sup>(a)</sup> | 10/15/2030 | 3075882 |
| 6215000 | LifePoint Health, Inc. | 10.00 %<sup>(a)(g)</sup> | 06/01/2032 | 6419567 |
| 3895000 | Mativ Holdings, Inc. | 8.00 %<sup>(a)(g)</sup> | 10/01/2029 | 3534037 |
| 3850000 | Mavis Tire Express Services Topco Corp. | 6.50 %<sup>(a)(g)</sup> | 05/15/2029 | 3784818 |
| 5100000 | McGraw-Hill Education, Inc. | 5.75 %<sup>(a)</sup> | 08/01/2028 | 5134241 |
| 4750000 | Michaels Cos., Inc. | 5.25 %<sup>(a)</sup> | 05/01/2028 | 3821383 |
| 1245000 | ModivCare, Inc. | 5.00 %<sup>(a)</sup> | 10/01/2029 | 43575 |
| 1840000 | Nabors Industries, Inc. | 8.88 %<sup>(a)(g)</sup> | 08/15/2031 | 1368220 |
| 3815000 | NGL Energy Operating LLC / NGL Energy Finance Corp. | 8.38 %<sup>(a)</sup> | 02/15/2032 | 3829585 |
| 550000 | Olympus Water US Holding Corp. | 6.25 %<sup>(a)(g)</sup> | 10/01/2029 | 525304 |
| 1970000 | OneMain Finance Corp. | 9.00 %<sup>(g)</sup> | 01/15/2029 | 2067117 |
| 14485000 | PetSmart, Inc. / PetSmart Finance Corp. | 7.75 %<sup>(a)</sup> | 02/15/2029 | 14089880 |
| 4395000 | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. | 5.88 %<sup>(a)(g)</sup> | 09/01/2031 | 2411756 |
| 8265470 | Pyxus Holdings, Inc. | 8.50 %<sup>(a)</sup> | 12/31/2027 | 7489828 |
| 5778973 | Radiology Partners, Inc.<br> (9.78% Cash or 9.78% PIK) | 9.78 %<sup>(a)</sup> | 02/15/2030 | 5685065 |
| 3395000 | Radiology Partners, Inc. | 8.50 %<sup>(a)(g)</sup> | 07/15/2032 | 3407154 |
| 1945000 | Sabre GLBL, Inc. | 8.63 %<sup>(a)(g)</sup> | 06/01/2027 | 1992419 |
| 2080000 | Sabre GLBL, Inc. | 10.75 %<sup>(a)(g)</sup> | 11/15/2029 | 2145096 |
| 2760000 | Staples, Inc. | 10.75 %<sup>(a)(g)</sup> | 09/01/2029 | 2625933 |
| 5000000 | Staples, Inc. | 12.75 %<sup>(a)</sup> | 01/15/2030 | 3333783 |
| 2595000 | Starz Capital Holdings LLC | 5.50 %<sup>(a)</sup> | 04/15/2029 | 2164490 |
| 8340000 | SWF Holdings I Corp. | 6.50 %<sup>(a)</sup> | 10/01/2029 | 3231750 |
| 5300000 | TKC Holdings, Inc. | 10.50 %<sup>(a)</sup> | 05/15/2029 | 5450981 |
| 1930000 | TMS International Corp./DE | 6.25 %<sup>(a)</sup> | 04/15/2029 | 1836651 |
| 7965000 | Trident TPI Holdings, Inc. | 12.75 %<sup>(a)</sup> | 12/31/2028 | 8459077 |
| 9485000 | United Natural Foods, Inc. | 6.75 %<sup>(a)(g)</sup> | 10/15/2028 | 9370819 |
| 4575000 | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC | 8.63 %<sup>(a)</sup> | 06/15/2032 | 4625362 |
| 6720000 | Univision Communications, Inc. | 8.50 %<sup>(a)(g)</sup> | 07/31/2031 | 6733525 |
| 3915000 | Upbound Group, Inc. | 6.38 %<sup>(a)</sup> | 02/15/2029 | 3877623 |
| 6685000 | Venture Global LNG, Inc. | 8.38 %<sup>(a)(g)</sup> | 06/01/2031 | 6948059 |
| 1810000 | Veritiv Operating Co. | 10.50 %<sup>(a)</sup> | 11/30/2030 | 1961578 |
| 2110000 | Vibrantz Technologies, Inc. | 9.00 %<sup>(a)(g)</sup> | 02/15/2030 | 1423275 |
| 7270000 | Victra Holdings LLC / Victra Finance Corp. | 8.75 %<sup>(a)(g)</sup> | 09/15/2029 | 7625358 |
| 9170000 | Viking Cruises Ltd. | 9.13 %<sup>(a)</sup> | 07/15/2031 | 9881830 |
| 5695000 | Vital Energy, Inc. | 7.88 %<sup>(a)(g)</sup> | 04/15/2032 | 4873757 |
| 515520 | Vortex Opco LLC<br> (3 mo. Term SOFR + 6.25%, 0.50% Floor) | 10.54 %<sup>(a)</sup> | 04/30/2030 | 509076 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 3710000 | Voyager Parent LLC | 9.25 %<sup>(a)</sup> | 07/01/2032 | 3862301 |
| 2830000 | Weatherford International Ltd. | 8.63 %<sup>(a)</sup> | 04/30/2030 | 2918826 |
|  | **Total US Corporate Bonds (Cost $317,485,641)** |  |  | **298725852** |
| **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.3%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.3%** | **US GOVERNMENT AND AGENCY MORTGAGE BACKED OBLIGATIONS - 3.3%** |  |  |
|  | Federal Home Loan Mortgage Corp. |  |  |  |
| 46139330 | &nbsp;&nbsp;Series 2021-P009-X | 1.41 %<sup>(h)(i)</sup> | 01/25/2031 | 1356118 |
| 3481930 | &nbsp;&nbsp;Series 3631-SJ (-1 x 30 day avg SOFR US + 6.13%, 0.00% Floor, 6.24% Cap) | 1.82 %<sup>(i)(j)</sup> | 02/15/2040 | 328486 |
| 136534 | &nbsp;&nbsp;Series 3770-SP (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap) | 2.08 %<sup>(i)(j)</sup> | 11/15/2040 | 557 |
| 8288224 | &nbsp;&nbsp;Series 3980-SX (-1 x 30 day avg SOFR US + 6.39%, 0.00% Floor, 6.50% Cap) | 2.08 %<sup>(i)(j)</sup> | 01/15/2042 | 1103547 |
| 3839243 | &nbsp;&nbsp;Series 5083-IH | 2.50 %<sup>(i)</sup> | 03/25/2051 | 571245 |
| 20484243 | &nbsp;&nbsp;Series 5129-S (-1 x 30 day avg SOFR US + 2.70%, 0.00% Floor, 2.70% Cap) | 0.00 %<sup>(i)(j)</sup> | 12/25/2044 | 51049 |
| 11249255 | &nbsp;&nbsp;Series 5133-PI | 3.00 %<sup>(i)</sup> | 08/25/2051 | 1642058 |
| 11262193 | &nbsp;&nbsp;Series 5166-DI | 3.00 %<sup>(i)</sup> | 09/15/2048 | 1303238 |
|  | Federal National Mortgage Association |  |  |  |
| 1609885 | &nbsp;&nbsp;Series 2006-83-SH (-1 x 30 day avg SOFR US + 6.45%, 0.00% Floor, 6.56% Cap) | 2.14 %<sup>(i)(j)</sup> | 09/25/2036 | 156759 |
| 6255087 | &nbsp;&nbsp;Series 2010-123-SK (-1 x 30 day avg SOFR US + 5.94%, 0.00% Floor, 6.05% Cap) | 1.63 %<sup>(i)(j)</sup> | 11/25/2040 | 629989 |
| 4493421 | &nbsp;&nbsp;Series 2012-60-SN (-1 x 30 day avg SOFR US + 6.49%, 0.00% Floor, 6.60% Cap) | 2.18 %<sup>(i)(j)</sup> | 06/25/2042 | 563180 |
| 7914588 | &nbsp;&nbsp;Series 2019-46-SG (-1 x 30 day avg SOFR US + 5.99%, 0.00% Floor, 6.10% Cap) | 1.68 %<sup>(i)(j)</sup> | 08/25/2049 | 727256 |
| 36574306 | &nbsp;&nbsp;Series 2021-17-SD (-1 x 30 day avg SOFR US + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 %<sup>(i)(j)</sup> | 04/25/2051 | 93751 |
|  | FREMF Mortgage Trust |  |  |  |
| 5794357 | &nbsp;&nbsp;Series 2018-KF56-C (30 day avg SOFR US + 5.91%, 5.80% Floor) | 10.23 %<sup>(a)</sup> | 11/25/2028 | 5173534 |
| 16462061 | &nbsp;&nbsp;Series 2019-KF71-C (30 day avg SOFR US + 6.11%, 6.00% Floor) | 10.43 %<sup>(a)</sup> | 10/25/2029 | 15887586 |
|  | Government National Mortgage Association |  |  |  |
| 7084544 | &nbsp;&nbsp;Series 2011-128-TS (-1 x 1 mo. Term SOFR + 5.94%, 0.00% Floor, 6.05% Cap) | 1.62 %<sup>(i)(j)</sup> | 05/16/2041 | 781181 |
| 21515481 | &nbsp;&nbsp;Series 2015-64-SG (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap) | 1.17 %<sup>(i)(j)</sup> | 05/20/2045 | 2121222 |
| 2597419 | &nbsp;&nbsp;Series 2018-145-IA | 4.00 %<sup>(i)</sup> | 10/20/2045 | 193193 |
| 3390007 | &nbsp;&nbsp;Series 2020-129-SE (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(i)(j)</sup> | 09/20/2050 | 73823 |
| 13840144 | &nbsp;&nbsp;Series 2020-146-SH (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap) | 1.87 %<sup>(i)(j)</sup> | 10/20/2050 | 1974824 |
| 5063533 | &nbsp;&nbsp;Series 2020-187-SB (-1 x 1 mo. Term SOFR + 6.19%, 0.00% Floor, 6.30% Cap) | 1.87 %<sup>(i)(j)</sup> | 12/20/2050 | 750256 |
| 18814539 | &nbsp;&nbsp;Series 2020-47-SL (-1 x 1 mo. Term SOFR + 5.26%, 0.00% Floor, 5.37% Cap) | 0.94 %<sup>(i)(j)</sup> | 07/20/2044 | 1511261 |
| 9798559 | &nbsp;&nbsp;Series 2020-61-SU (-1 x 1 mo. Term SOFR + 5.49%, 0.00% Floor, 5.60% Cap) | 1.17 %<sup>(i)(j)</sup> | 07/16/2045 | 787556 |
| 5813956 | &nbsp;&nbsp;Series 2021-105-MI | 3.00 %<sup>(i)</sup> | 06/20/2051 | 831952 |
| 30323140 | &nbsp;&nbsp;Series 2021-107-SA (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(i)(j)</sup> | 06/20/2051 | 940833 |
| 16697833 | &nbsp;&nbsp;Series 2021-125-AS (-1 x 30 day avg SOFR US + 3.25%, 0.00% Floor, 3.25% Cap) | 0.00 %<sup>(i)(j)</sup> | 07/20/2051 | 221986 |
| 38296642 | &nbsp;&nbsp;Series 2021-139-SB (-1 x 30 day avg SOFR US + 3.20%, 0.00% Floor, 3.20% Cap) | 0.00 %<sup>(i)(j)</sup> | 08/20/2051 | 657699 |
| 15595408 | &nbsp;&nbsp;Series 2021-7-IQ | 2.50 %<sup>(i)</sup> | 01/20/2051 | 2238262 |
| 38988251 | &nbsp;&nbsp;Series 2021-77-SG (-1 x 1 mo. Term SOFR + 3.64%, 0.00% Floor, 3.75% Cap) | 0.00 %<sup>(i)(j)</sup> | 05/20/2051 | 1117820 |
| 33891418 | &nbsp;&nbsp;Series 2021-96-SG (-1 x 30 day avg SOFR US + 3.20%, 0.00% Floor, 3.20% Cap) | 0.00 %<sup>(i)(j)</sup> | 06/20/2051 | 623677 |
| 49846712 | &nbsp;&nbsp;Series 2021-97-SA (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(i)(j)</sup> | 06/20/2051 | 516023 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL AMOUNT<br> $/SHARES** | **SECURITY DESCRIPTION** | **RATE** | **MATURITY** | **VALUE $** |
| 29231086 | &nbsp;&nbsp;Series 2021-97-SG (-1 x 30 day avg SOFR US + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 %<sup>(i)(j)</sup> | 06/20/2051 | 206161 |
| 11313703 | &nbsp;&nbsp;Series 2022-207-IO | 3.00 %<sup>(i)</sup> | 08/20/2051 | 1758801 |
|  | **Total US Government and Agency Mortgage Backed Obligations (Cost $57,595,297)** | **Total US Government and Agency Mortgage Backed Obligations (Cost $57,595,297)** | **Total US Government and Agency Mortgage Backed Obligations (Cost $57,595,297)** | **46894883** |
| **COMMON STOCKS - 0.0%<sup>(k)</sup>** | **COMMON STOCKS - 0.0%<sup>(k)</sup>** |  |  |  |
| 9442 | Asphalt ATD Holdco, LLC<sup>(c)(l)</sup> |  |  | 153556 |
| 212801 | CFG Investment SAC - HoldCo<sup>(c)(l)</sup> |  |  |  |
| 8608 | GTT Communications, Inc.<sup>(c)(l)</sup> |  |  | 163552 |
| 182967 | JOANN, Inc.<sup>(c)(l)</sup> |  |  |  |
| 512343 | Oi SA<sup>(c)(g)</sup> |  |  | 76852 |
| 26458 | Revenir Energy, Inc.<sup>(c)(l)</sup> |  |  | 4233 |
| 34608 | Riverbed - Class B<sup>(c)(l)</sup> |  |  | 4343 |
| 23846 | Stichting Administratiekantoor ADR<sup>(c)(l)</sup> |  |  |  |
| 8776 | Stichting Administratiekantoor Unigel Creditors<sup>(c)(l)</sup> |  |  | – |
|  | **Total Common Stocks (Cost $22,082,719)** |  |  | **402536** |
| **ESCROW NOTES - 0.0%<sup>(k)</sup>** | **ESCROW NOTES - 0.0%<sup>(k)</sup>** |  |  |  |
| 9150000 | Credito Real SAB de CV SOFOM ER<sup>(a)(l)</sup> |  |  | 113826 |
| 17286000 | Credito Real SAB de CV SOFOM ER<sup>(l)</sup> |  |  | 215038 |
|  | **Total Escrow Notes (Cost $25,761,737)** |  |  | **328864** |
| **RIGHTS - 0.0%<sup>(k)</sup>** | **RIGHTS - 0.0%<sup>(k)</sup>** |  |  |  |
| 333957 | Revenir Energy, Inc. Backstop, Expires 09/18/2027<sup>(c)(l)</sup> |  |  | 53433 |
|  | **Total Rights (Cost $–)** |  |  | **53433** |
| **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>(c)(l)</sup> |  |  | 12084 |
|  | **Total Warrants (Cost $386,878)** |  |  | **12084** |
| **SHORT TERM INVESTMENTS - 2.2%** | **SHORT TERM INVESTMENTS - 2.2%** |  |  |  |
| 10365630 | BlackRock Liquidity FedFund - Institutional | 4.24 %<sup>(m)</sup> |  | 10365630 |
| 10365594 | Fidelity Government Portfolio - Institutional | 4.24 %<sup>(m)</sup> |  | 10365594 |
| 10368793 | MSILF Government Portfolio - Institutional | 4.24 %<sup>(m)</sup> |  | 10368793 |
|  | **Total Short Term Investments (Cost $31,100,017)** |  |  | **31100017** |
|  | **Total Investments - 127.4%<sup>(n)</sup> (Cost $2,130,413,488)** |  |  | **1786168846** |
|  | **Other Liabilities in Excess of Assets - (27.4)%** |  |  | **(384089992)** |
|  | **NET ASSETS - 100.0%** |  |  | $**1402078854** |

---

---

| | |
|:---|:---|
| **SECURITY TYPE BREAKDOWN** as a % of Net Assets: | |
| Foreign Corporate Bonds | 30.6% |
| Bank Loans | 27.8% |
| US Corporate Bonds | 21.3% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 18.3% |
| Non-Agency Commercial Mortgage Backed Obligations | 13.0% |
| Collateralized Loan Obligations | 9.1% |
| US Government and Agency Mortgage Backed Obligations | 3.3% |
| Short Term Investments | 2.2% |
| Asset Backed Obligations | 1.8% |
| Common Stocks | 0.0 %<sup>(k)</sup> |
| Escrow Notes | 0.0 %<sup>(k)</sup> |
| Rights | 0.0 %<sup>(k)</sup> |
| Warrants | 0.0 %<sup>(k)</sup> |
| Other Assets and Liabilities | (27.4)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **INVESTMENT BREAKDOWN** as a % of Net Assets: | |
| Non-Agency Commercial Mortgage Backed Obligations | 13.0% |
| Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 11.6% |
| Energy | 10.0% |
| Collateralized Loan Obligations | 9.1% |
| Transportation | 6.8% |
| Media | 5.8% |
| Healthcare | 5.7% |
| Electronics/Electric | 5.1% |
| Retailers (other than Food/Drug) | 4.9% |
| Chemicals/Plastics | 4.7% |
| Utilities | 4.5% |
| Banking | 4.0% |
| US Government and Agency Mortgage Backed Obligations | 3.3% |
| Hotels/Motels/Inns and Casinos | 3.3% |
| Finance | 3.1% |
| Commercial Services | 3.0% |
| Chemical Products | 2.9% |
| Consumer Products | 2.8% |
| Technology | 2.6% |
| Short Term Investments | 2.2% |
| Industrial Equipment | 2.1% |
| Mining | 1.9% |
| Building and Development (including Steel/Metals) | 1.9% |
| Asset Backed Obligations | 1.8% |
| Leisure | 1.6% |
| Telecommunications | 1.5% |
| Automotive | 1.3% |
| Food Products | 0.9% |
| Containers and Glass Products | 0.9% |
| Insurance | 0.9% |
| Construction | 0.9% |
| Pharmaceuticals | 0.8% |
| Diversified Manufacturing | 0.8% |
| Beverage and Tobacco | 0.5% |
| Pulp & Paper | 0.4% |
| Business Equipment and Services | 0.3% |
| Financial Intermediaries | 0.3% |
| Aerospace & Defense | 0.2% |
| Escrow Notes | 0.0 %<sup>(k)</sup> |
| Other Assets and Liabilities | (27.4)% |
| Net Assets | 100.0% |

---

---

| | |
|:---|:---|
| **COUNTRY BREAKDOWN** as a % of Net Assets: | |
| United States | 74.4% |
| Brazil | 11.4% |
| Mexico | 10.3% |
| Colombia | 9.0% |
| Canada | 4.0% |
| United Kingdom | 2.0% |
| South Africa | 1.9% |
| Peru | 1.8% |
| Panama | 1.8% |
| Morocco | 1.6% |
| Chile | 1.3% |
| India | 1.3% |
| Trinidad and Tobago | 1.2% |
| Paraguay | 1.2% |
| Luxembourg | 1.0% |
| Guatemala | 0.6% |
| Cayman Islands | 0.5% |
| Ireland | 0.4% |
| Ghana | 0.4% |
| Ukraine | 0.3% |
| France | 0.3% |
| Indonesia | 0.3% |
| Jamaica | 0.2% |
| Costa Rica | 0.1% |
| Hong Kong | 0.1% |
| Uruguay | 0.0 %<sup>(k)</sup> |
| Singapore | 0.0 %<sup>(k)</sup> |
| Other Assets and Liabilities | (27.4)% |
| Net Assets | 100.0% |

---

**(a)** **Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional buyers. As of June 30, 2025, the value of these securities total $786,948,026 or 56.1% of the Fund's net assets.** 

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

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

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

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

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

**(g)** **Security, or portion of security is on loan as of period end pursuant to the Liquidity Agreement.** 

**(h)** **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.** 

**(i)** **Interest only security** 

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

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

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

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

**(n)** **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**<br>**Description** | <br>**Long/ Short** | <br>**Contract Quantity** | <br>**Expiration<br> Date** | <br>**Notional <br> Amount<sup>(1)</sup>** | <br>**Unrealized<br>Appreciation <br>(Depreciation)/ Value** |
| U.S. Treasury 2 Year Notes | Long | 1200 | 9/30/2025 | $248711979 | $916147 |
| 10 Year U.S. Ultra Treasury Notes | Long | 370 | 9/19/2025 | 41432046 | 846235 |
| U.S. Treasury Long Bonds | Long | 200 | 9/19/2025 | 22437938 | 655812 |
| U.S. Treasury Ultra Bonds | Long | 100 | 9/19/2025 | 11541628 | 370872 |
|  |  |  |  |  | $2789066 |

---

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

Notes to Schedule of Investments

June 30, 2025 (Unaudited)

**1. Significant Accounting Policies**

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

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

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

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

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

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

---

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

---

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

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

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

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

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

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

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

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

---

| | |
|:---|:---|
| **Category** |  |
| **Investments in Securities** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short Term Investments | $31100017 |
| **Total Level 1** | 31100017 |
| **Level 2** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | $428090806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Loans | 389315008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Corporate Bonds | 298725852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 256440884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | 157772303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | 126952498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Government and Agency Mortgage Backed Obligations | 46894883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset Backed Obligations | 23605042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow Notes | 328864 |
| **Total Level 2** | 1728126140 |
| **Level 3** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | $25075100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset Backed Obligations | 1012232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | 402536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | 387304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rights | 53433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Warrants | 12084 |
| **Total Level 3** | 26942689 |
| **Total** | $1786168846 |
| **Other Financial Instruments** |  |
| **Level 1** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts | $2789066 |
| **Total Level 1** | 2789066 |
| **Level 2** |  |
| **Level 3** |  |
| **Total** | $2789066 |

---

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

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Fair Value as of September 30, 2024** | **Net Realized Gain (Loss)** | **Net Change in <br> Unrealized<br> Appreciation<br> (Depreciation)<sup>(c)</sup>** | **Net Accretion (Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers Into <br> Level 3<sup>(d)</sup>** | **Transfers Out of <br> Level 3<sup>(d)</sup>** | **Fair Value as of<br> June 30, 2025** | **Net Change in Unrealized Appreciation (Depreciation) on securities held at June 30, 2025<sup>(c)</sup>** |
| **Investments in Securities**  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Obligations | $25240637 | $1494050 | $3324642 | $516440 | $155983 | $(5656652) | $- | $- | $25075100 | $2975315 |
| &nbsp;&nbsp;&nbsp;Asset Backed Obligations | 1668597 | 206186 | 34137 | (183591) |  | (713097) |  |  | 1012232 | 9175 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 4041096 | 2278551 | (3608203) |  | 1186104 | (3495012) |  |  | 402536 | (1550378) |
| &nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | 5860033 | (473692) | 255730 | 2172 |  | (5256939) |  |  | 387304 | (729318) |
| &nbsp;&nbsp;&nbsp;Rights | 217072 |  | (163639) |  |  |  |  |  | 53433 | (163639) |
| &nbsp;&nbsp;&nbsp;Warrants | 24168 |  | (12084) |  |  |  |  |  | 12084 | (12084) |
| &nbsp;&nbsp;&nbsp;Bank Loans | 1880943 | (67433) | (450010) | 40825 |  | (1404325) |  |  |  |  |
| **Total** | $38932546 | $3437662 | $(619427) | $375846 | $1342087 | $(16526025) | $- | $- | $26942689 | $529071 |

---

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

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

*<sup>(c)</sup>* *Any difference between Net Change in Unrealized Appreciation (Depreciation) and Net Change in Unrealized Appreciation (Depreciation) on securities held at June 30, 2025 may be due to a security that was not held or categorized as Level 3 at either period end.*

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Fair Value as of<br> June 30, 2025** | **Valuation Techniques** | **Unobservable Input** | **Unobservable Input Values <br> (Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an increase to input** |
| Non-Agency Commercial Mortgage Backed Obligations | $25075100 | Market Comparables | Market Quotes | &nbsp;&nbsp; $0.01 - $80.17 ($52.83) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| Asset Backed Obligations | $1012232 | Market Comparables | Market Quotes | &nbsp;&nbsp; $2.80 - $682.05 ($574.96) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| Common Stocks | $402536 | Market Comparables | Market Quotes | &nbsp;&nbsp; $0.00 - $19.00 ($13.93) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| Foreign Corporate Bonds | $387304 | Market Comparables | Market Quotes | &nbsp;&nbsp; $0.00 - $4.37 ($4.12) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| Rights | $53433 | Income Approach | Net Realizable Value | &nbsp;&nbsp; $0.16 ($0.16) | Significant changes in the net realizable value would have resulted in direct changes in the fair value of the security |
| Warrants | $12084 | Market Comparables | Market Quotes | &nbsp;&nbsp; $0.44 ($0.44) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine 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:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1841385465.92

**Total Liabilities:** $439710855.24

**Net Assets:** $1401674610.68

**Delayed Delivery Securities:** $10152017.50

**Cash Not Reported:** $3073181.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21.000000000000 | **1-Year:** 12421.000000000000 | **5-Year:** 36434.000000000000 | **10-Year:** 62027.000000000000 | **30-Year:** 124042.000000000000

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

- **3-Month:** 1232.000000000000 | **1-Year:** 74828.000000000000 | **5-Year:** 261377.000000000000 | **10-Year:** 103333.000000000000 | **30-Year:** 105835.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -3.49%               | 2.92%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7215758.07             | $-28022042.46                              |
| Month 2  | $10973690.74             | $17711875.08                               |
| Month 3  | $-7422747.02             | $22492149.44                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AREIT CRE Trust                                    | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1505019.00   | 0.11%             | 2039-06-17      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2280657.03   | 0.16%             | 2036-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                              | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306505.44    | 0.02%             | 2054-11-20      | Fixed         | 6.58%                 | 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        |    820334 | PA      | $826609.29    | 0.06%             | 2039-09-15      | Fixed         | 7.97%                 | 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      | $1617299.54   | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18438000 | PA      | $619.52       | 0.00%             | 2048-10-10      | Variable      | 1.42%                 | No            |                  2 | 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      | $5851686.00   | 0.42%             | 2034-04-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1007828.40   | 0.07%             | 2034-04-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2997477.60   | 0.21%             | 2031-04-20      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                      | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3678344.11   | 0.26%             | 2030-06-01      | Fixed         | 9.25%                 | 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      | $113826.09    | 0.01%             | 2173-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                         | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430000 | PA      | $2318178.19   | 0.17%             | 2041-05-10      | Variable      | 3.70%                 | 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        |    888113 | PA      | $819874.02    | 0.06%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  25000000 | PA      | $16480650.00  | 1.18%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1017940.73   | 0.07%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136A6MR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4493421 | PA      | $563179.75    | 0.04%             | 2042-06-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136B5XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7914588 | PA      | $727255.64    | 0.05%             | 2049-08-25      | Floating      | 1.68%                 | 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        |  46139330 | PA      | $1356117.96   | 0.10%             | 2031-01-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9798559 | PA      | $787556.23    | 0.06%             | 2045-07-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3390007 | PA      | $73822.82     | 0.01%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382VEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29231086 | PA      | $206161.00    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6419566.73   | 0.46%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| 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      |
| MF1 Multifamily Housing Mortga                     | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4550000 | PA      | $4568454.80   | 0.33%             | 2037-09-17      | Floating      | 8.80%                 | 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      | $1878746.60   | 0.13%             | 2040-02-18      | Floating      | 7.06%                 | 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      | $2661616.13   | 0.19%             | 2039-03-19      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3821383.55   | 0.27%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5134241.40   | 0.37%             | 2028-08-01      | Fixed         | 5.75%                 | 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      | $3210150.40   | 0.23%             | 2041-08-18      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                           | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3784818.35   | 0.27%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| 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      | $299612.25    | 0.02%             | 2036-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42                     | Octagon Investment Partners 42 Ltd                                               | CUSIP: 67576RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2057517.20   | 0.15%             | 2037-07-15      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10200000 | PA      | $7394142.18   | 0.53%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                       | Metinvest BV                                                                     | CUSIP: ZR8877378<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | UA        |   6300000 | PA      | $4933532.02   | 0.35%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                   | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   6900000 | PA      | $6374977.62   | 0.45%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                   | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |   3178875 | PA      | $3162980.63   | 0.23%             | 2028-07-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                         | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |   1095905 | PA      | $974183.22    | 0.07%             | 2028-08-07      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                              | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9662677 | PA      | $64450.05     | 0.00%             | 2029-10-25      | Floating      | 14.44%                | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                  | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   9449237 | PA      | $9386257.57   | 0.67%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                              | ClubCorp Holdings Inc                                                            | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |   7274713 | PA      | $7292899.43   | 0.52%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                              | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1518412.50   | 0.11%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                       | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2352500 | PA      | $2050356.72   | 0.15%             | 2031-12-31      | Floating      | 8.58%                 | 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        |   1543512 | PA      | $1535779.00   | 0.11%             | 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      | $15145432.60  | 1.08%             | 2031-04-22      | Variable      | 6.65%                 | 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      |
| CAP SA                                             | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   7900000 | PA      | $6354771.06   | 0.45%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  14900000 | PA      | $9157125.33   | 0.65%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                             | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |  12120000 | PA      | $8752155.00   | 0.62%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                             | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   6160000 | PA      | $4791418.14   | 0.34%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| PETROLEOS DEL PERU SA                              | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |  29500000 | PA      | $18684819.15  | 1.33%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                           | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   6900000 | PA      | $6873780.00   | 0.49%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                 | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |  20800000 | PA      | $7198133.07   | 0.51%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US ULTRA BOND CBT Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $370871.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12000000 | PA      | $6860280.00   | 0.49%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2890884.60   | 0.21%             | 2031-01-15      | Floating      | 9.67%                 | 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      | $3063032.28   | 0.22%             | 2039-07-15      | Floating      | 6.63%                 | 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      | $964.07       | 0.00%             | 2048-02-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                           | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1536602.76   | 0.11%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM XIV LP                                                                       | CUSIP: 50184WAD4<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $376467.70    | 0.03%             | 2031-07-20      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite Xxxiii Ltd                                                             | CUSIP: 55954BAE5<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $508066.10    | 0.04%             | 2037-10-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                           | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14485000 | PA      | $14089879.62  | 1.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                         | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $597534.03    | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   5778973 | PA      | $5685064.69   | 0.41%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                     | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $253220.77    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PMHC II INC                                        | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   2033712 | PA      | $1781328.43   | 0.13%             | 2029-04-23      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   7423231 | PA      | $7355939.07   | 0.52%             | 2031-05-19      | Floating      | 8.05%                 | 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        |   9600000 | PA      | $6550561.82   | 0.47%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                             | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  23250000 | PA      | $16448144.84  | 1.17%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                | Cali 2024-Sun                                                                    | CUSIP: 12988DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1599000 | PA      | $1604819.08   | 0.11%             | 2041-07-15      | Floating      | 7.10%                 | 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      | $2502223.75   | 0.18%             | 2031-07-15      | Floating      | 10.27%                | 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      | $1488025.65   | 0.11%             | 2030-04-15      | Floating      | 10.32%                | 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      | $3277450.00   | 0.23%             | 2030-09-12      | Fixed         | 11.00%                | 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        |  28597445 | PA      | $643.44       | 0.00%             | 2047-10-10      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137H1N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11249255 | PA      | $1642058.19   | 0.12%             | 2051-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 31398WLN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3481930 | PA      | $328485.94    | 0.02%             | 2040-02-15      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                  | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3877622.63   | 0.28%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $3231750.00   | 0.23%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1428094 | PA      | $1149615.67   | 0.08%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                    | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515520 | PA      | $509076.00    | 0.04%             | 2030-04-30      | Floating      | 10.54%                | 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      | $1483246.80   | 0.11%             | 2030-04-17      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   2005709 | PA      | $1614595.75   | 0.12%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                           | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4190731 | PA      | $4190898.22   | 0.30%             | 2029-01-29      | Floating      | 7.83%                 | 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      | $2584965.45   | 0.18%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                             | Banco GNB Sudameris SA                                                           | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |  14800000 | PA      | $14612188.00  | 1.04%             | 2031-04-16      | Variable      | 7.50%                 | 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      | $5409160.30   | 0.39%             | 2035-05-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71528879 | PA      | $2095974.98   | 0.15%             | 2056-12-15      | Variable      | 1.26%                 | 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      | $6516458.00   | 0.46%             | 2031-10-15      | Floating      | 10.27%                | 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      | $746711.25    | 0.05%             | 2039-10-19      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                              | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3540502.00   | 0.25%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| FRIGORIFICO CONCEPCION                             | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |  15000000 | PA      | $11667414.30  | 0.83%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1376380.50   | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38377YBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7084544 | PA      | $781180.79    | 0.06%             | 2041-05-16      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13840144 | PA      | $1974823.90   | 0.14%             | 2050-10-20      | Floating      | 1.87%                 | 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      | $3512600.00   | 0.25%             | 2039-10-25      | Floating      | 7.85%                 | 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      | $2822307.80   | 0.20%             | 2039-10-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                 | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5400000 | PA      | $5641650.00   | 0.40%             | 2035-02-10      | Fixed         | 8.88%                 | 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      | $1759465.40   | 0.13%             | 2034-10-25      | Floating      | 11.15%                | 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      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26100000 | PA      | $15480562.50  | 1.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2350000 | PA      | $1654928.75   | 0.12%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| VERITIV OPERATING CO                               | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1961578.45   | 0.14%             | 2030-11-30      | Fixed         | 10.50%                | 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        |   7270000 | PA      | $7625357.60   | 0.54%             | 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      | $9881830.42   | 0.71%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3862301.70   | 0.28%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                     | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1901713.79   | 0.14%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2918825.80   | 0.21%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2015-C29                                   | CUSIP: 94989KAJ2<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |  38737225 | PA      | $13067654.38  | 0.93%             | 2048-06-15      | Variable      | 4.36%                 | No            |                  3 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |   7395536 | PA      | $7410955.24   | 0.53%             | 2028-09-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                           | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   2136750 | PA      | $2158117.50   | 0.15%             | 2031-05-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                | Victra Holdings LLC                                                              | CUSIP: 50226BAM0<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   5966411 | PA      | $5975748.21   | 0.43%             | 2029-03-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                     | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3695312.30   | 0.26%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                             | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   8270632 | PA      | $361628.44    | 0.03%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1856450.00   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                      | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |  17360000 | PA      | $130200.00    | 0.01%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                        | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6550000 | PA      | $3007268.75   | 0.21%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137H1PV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20484243 | PA      | $51048.78     | 0.00%             | 2044-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6255087 | PA      | $629988.62    | 0.04%             | 2040-11-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                            | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7120000 | PA      | $7307690.32   | 0.52%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38379PD95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21515481 | PA      | $2121222.07   | 0.15%             | 2045-05-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382TZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5813956 | PA      | $831951.54    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3617627.38   | 0.26%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| HGI CRE CLO Ltd                                    | HGI CRE CLO 2021-FL1 Ltd                                                         | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2795662.80   | 0.20%             | 2036-06-16      | Floating      | 6.78%                 | 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        |  32516612 | PA      | $523.52       | 0.00%             | 2047-08-15      | Variable      | 0.81%                 | 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      | $213438.50    | 0.02%             | 2048-02-15      | Variable      | 2.81%                 | No            |                  3 | On Loan: No      |
| MOVIDA EUROPE SA                                   | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   7100000 | PA      | $6559759.58   | 0.47%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9488066 | PA      | $9163099.47   | 0.65%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1323350 | PA      | $1131464.25   | 0.08%             | 2031-05-15      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                      | Lasership Inc                                                                    | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    736726 | PA      | $227154.64    | 0.02%             | 2029-08-10      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                    | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  16267756 | PA      | $15791756.23  | 1.13%             | 2034-06-01      | Fixed         | 6.75%                 | 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      | $215038.01    | 0.02%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | Kosmos Energy Ltd                                                                | CUSIP: YV7141778<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   2800000 | PA      | $2076988.48   | 0.15%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |   2642723 | PA      | $2533379.92   | 0.18%             | 2048-02-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16697833 | PA      | $221986.00    | 0.02%             | 2051-07-20      | Floating      | 0.00%                 | 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      | $1808194.32   | 0.13%             | 2035-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                           | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $528675.00    | 0.04%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| HUSKY INJECTION / TITAN                            | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10130000 | PA      | $10604063.64  | 0.76%             | 2029-02-15      | Fixed         | 9.00%                 | 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      | $1172932.92   | 0.08%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                                | Beast 2021-1818 Mortgage Trust                                                   | CUSIP: 07403PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6325000 | PA      | $855467.64    | 0.06%             | 2036-03-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| GTT Communications Inc                             | GTT Communications Inc                                                           | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      8608 | NS      | $163552.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3803873.80   | 0.27%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JOANN Inc                                          | JOANN Inc                                                                        | CUSIP: 47768J200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182967 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    585000 | PA      | $585000.00    | 0.04%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                           | Industrias Penoles SAB de CV                                                     | CUSIP: BK7295581<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $764687.10    | 0.05%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38381AEP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2597419 | PA      | $193192.62    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30323140 | PA      | $940833.02    | 0.07%             | 2051-06-20      | 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        |  49846712 | PA      | $516023.13    | 0.04%             | 2051-06-20      | Floating      | 0.00%                 | 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      | $23.39        | 0.00%             | 2025-04-28      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2170000 | PA      | $2147156.41   | 0.15%             | 2036-07-16      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                      | ModivCare Inc                                                                    | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $43575.00     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                         | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  12371353 | NS      | $12371352.99  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                              | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1368220.23   | 0.10%             | 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      | $3311695.00   | 0.24%             | 2039-01-15      | Floating      | 11.92%                | 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      | $8396031.88   | 0.60%             | 2030-07-17      | Floating      | 10.29%                | 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      | $525303.85    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| 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      | $5823304.40   | 0.42%             | 2030-08-01      | Fixed         | 8.00%                 | 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      | $4886246.30   | 0.35%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Summit Issuer, LLC                                 | Summit Issuer LLC                                                                | CUSIP: 86613XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4270919.96   | 0.30%             | 2050-12-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                   | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5450980.36   | 0.39%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                           | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |   4500000 | PA      | $4566732.75   | 0.33%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                      | Fresnillo PLC                                                                    | CUSIP: ZO7122948<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |   4956000 | PA      | $3616939.85   | 0.26%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TRAVELPORT FINANCE LUXEM                           | Travelport Finance Luxembourg Sarl                                               | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   4922355 | PA      | $3825605.30   | 0.27%             | 2028-09-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   7624012 | PA      | $7597784.90   | 0.54%             | 2027-03-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | LU        |   7950902 | PA      | $7640697.80   | 0.55%             | 2030-02-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                              | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   7343028 | PA      | $7282227.67   | 0.52%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                                | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98764 | PA      | $26172.34     | 0.00%             | 2028-04-28      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   8460000 | PA      | $8356365.00   | 0.60%             | 2032-06-17      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                       | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3700000 | PA      | $3710526.50   | 0.26%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BRF SA                                             | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   8150000 | PA      | $6626465.90   | 0.47%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                        | CUSIP: BR7402000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |  11450000 | PA      | $9124218.75   | 0.65%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3195558 | PA      | $929.91       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                            | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6120000 | PA      | $5916726.65   | 0.42%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DIGICEL GROUP HOLDINGS                             | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   4121146 | PA      | $25675.98     | 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        |   7505000 | PA      | $7291245.67   | 0.52%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                            | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4990000 | PA      | $4972834.40   | 0.35%             | 2029-03-29      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9118939 | PA      | $9065045.64   | 0.65%             | 2029-08-02      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                           | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  22000000 | PA      | $15347591.60  | 1.09%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                               | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16462061 | PA      | $15887585.70  | 1.13%             | 2029-10-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                 | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   5650000 | PA      | $5582200.00   | 0.40%             | 2033-06-25      | Fixed         | 8.62%                 | 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      | $1358880.22   | 0.10%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                             | GTT Communications Inc                                                           | CUSIP: 362393126<br>LEI: 549300ETSL7K1ZX05H30 | N/A              | DE               | CORP              | US        |     27621 | NS      | $12084.19     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Great Wolf Trust                                   | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5012801.50   | 0.36%             | 2041-05-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                      | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAA6<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |   1152528 | PA      | $182214.62    | 0.01%             | 2025-04-28      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                           | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6794799.00   | 0.48%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                       | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $495948.10    | 0.04%             | 2034-07-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                       | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1330000 | PA      | $1265503.51   | 0.09%             | 2029-08-01      | Fixed         | 5.50%                 | 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      | $2093567.76   | 0.15%             | 2034-07-15      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2625933.25   | 0.19%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3333782.75   | 0.24%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Project Sunbird                                    | Sunbird Engine Finance LLC                                                       | CUSIP: 86709LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | SG        |     56573 | PA      | $55355.00     | 0.00%             | 2045-02-15      | Fixed         | 6.78%                 | 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      | $2380675.00   | 0.17%             | 2026-12-06      | Fixed         | 5.62%                 | 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      | $4233.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RAIZEN FUELS FINANCE                               | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   8150000 | PA      | $7567099.78   | 0.54%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| SIMPAR EUROPE SA                                   | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |  22200000 | PA      | $18204000.00  | 1.30%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                  | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |   2838387 | PA      | $2399544.21   | 0.17%             | 2028-07-24      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948383 | PA      | $984862.93    | 0.07%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                           | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $1698700.00   | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  16000000 | PA      | $10832055.52  | 0.77%             | 2045-06-15      | Fixed         | 5.00%                 | 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        |  43706095 | PA      | $118415.11    | 0.01%             | 2046-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Jol Air                                            | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |    825408 | PA      | $819344.20    | 0.06%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 28 Ltd                                                                       | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1400000.00   | 0.10%             | 2030-10-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                              | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1742695.67   | 0.12%             | 2042-08-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                         | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740000 | PA      | $1747340.36   | 0.12%             | 2030-06-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17200000 | PA      | $12194779.36  | 0.87%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                           | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   5495000 | PA      | $5695608.44   | 0.41%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| MATIV HOLDINGS INC                                 | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3534036.72   | 0.25%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                           | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  22000000 | PA      | $16485823.42  | 1.18%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AI CANDELARIA -SPAIN- SA                           | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |  23092000 | PA      | $19613190.20  | 1.40%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   9259047 | PA      | $9266777.99   | 0.66%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   9530212 | PA      | $8934574.16   | 0.64%             | 2031-06-06      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                   | Alpha Holding SA de CV                                                           | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    376662 | PA      | $4708.27      | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2596381.45   | 0.19%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BSPDF Issuer Ltd                                   | BSPDF 2021-FL1 Issuer Ltd                                                        | CUSIP: 055731AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2471095.00   | 0.18%             | 2036-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $804640.00    | 0.06%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3344468.51   | 0.24%             | 2030-08-01      | Fixed         | 10.38%                | 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      | $452388.75    | 0.03%             | 2052-11-15      | Variable      | 1.19%                 | 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      | $2480275.00   | 0.18%             | 2031-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137A4MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136534 | PA      | $556.84       | 0.00%             | 2040-11-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137AKLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8288224 | PA      | $1103547.19   | 0.08%             | 2042-01-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31396KD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1609885 | PA      | $156759.36    | 0.01%             | 2036-09-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2010-C1                                             | CUSIP: 36249KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1734301 | PA      | $1723553.89   | 0.12%             | 2043-08-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                             | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |  17000000 | PA      | $12950849.90  | 0.92%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $3075882.11   | 0.22%             | 2030-10-15      | Fixed         | 11.00%                | 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      | $3010503.00   | 0.21%             | 2038-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $830161.85    | 0.06%             | 2036-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                             | Medco Cypress Tree Pte Ltd                                                       | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | ID        |   4000000 | PA      | $4098953.72   | 0.29%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                   | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   6100000 | PA      | $3292353.00   | 0.23%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                           | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   8200000 | PA      | $8168840.00   | 0.58%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3407154.10   | 0.24%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| 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      | $2300873.00   | 0.16%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| OFFICE CHERIFIEN DES PHO                           | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  20250000 | PA      | $15400479.38  | 1.10%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                            | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  14762286 | PA      | $14755044.95  | 1.05%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GREYSTONE SELECT FINANCI                           | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3589154 | PA      | $3571208.06   | 0.25%             | 2028-06-19      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   7360484 | PA      | $7183096.17   | 0.51%             | 2028-06-05      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   3741217 | PA      | $3146607.08   | 0.22%             | 2030-08-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                           | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: BS5321853<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   8800000 | PA      | $8171128.77   | 0.58%             | 2032-01-24      | Variable      | 6.62%                 | 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      | $2874375.00   | 0.21%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| RIVERBED CLASS B-1 PARTNERSHIP UNITS               | RIVERBED CLASS B-1 PARTNERSHIP UNITS                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     34608 | NS      | $4343.33      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                | US 10yr Ultra Fut Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       370 | NC      | $846235.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc                           | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3253375.95   | 0.23%             | 2038-08-19      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                        | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  12368189 | NS      | $12368189.44  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Stream Issuer, LLC                            | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2065880.00   | 0.15%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                 | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2084936.25   | 0.15%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: —       |
| CALFRAC HOLDINGS LP                                | Calfrac Holdings LP                                                              | CUSIP: 12958RAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1958000 | PA      | $1944002.26   | 0.14%             | 2026-03-15      | Fixed         | 10.88%                | 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      | $6664135.24   | 0.48%             | 2030-07-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Global Market Strategies CLO 2013-3 Ltd                                  | CUSIP: 14310HAQ1<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001563.00   | 0.14%             | 2030-10-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810392 | PA      | $17374.80     | 0.00%             | 2047-04-10      | Variable      | 4.60%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5063533 | PA      | $750256.02    | 0.05%             | 2050-12-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15595408 | PA      | $2238262.36   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11313703 | PA      | $1758801.14   | 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      | $1321629.35   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | 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      | $2399692.96   | 0.17%             | 2031-09-20      | Fixed         | 9.88%                 | 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      | $3319870.10   | 0.24%             | 2039-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                 | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2490358.10   | 0.18%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $4875636.35   | 0.35%             | 2031-01-20      | Floating      | 9.83%                 | 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      | $1175934.00   | 0.08%             | 2036-07-15      | Floating      | 8.18%                 | 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      | $2511442.50   | 0.18%             | 2037-09-17      | Floating      | 10.05%                | 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      | $1023750.00   | 0.07%             | 2036-05-15      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28321318 | PA      | $283136.72    | 0.02%             | 2049-08-15      | Variable      | 1.57%                 | 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      | $2001090.40   | 0.14%             | 2030-07-25      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| OI S.A.                                            | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    512343 | NS      | $76851.45     | 0.01%             |  |  |  | No            |                  3 | On Loan: —       |
| Octagon Investment Partners XI                     | Octagon Investment Partners XIV Ltd                                              | CUSIP: 67590ABK7<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000666.50   | 0.36%             | 2029-07-15      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3004188.00   | 0.21%             | 2042-12-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1836650.53   | 0.13%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $6174293.25   | 0.44%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   7018172 | PA      | $1965088.16   | 0.14%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                  | MLN US Holdco LLC                                                                | CUSIP: 55292HAE3<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |   2920000 | PA      | $21973.00     | 0.00%             | 2026-11-30      | Floating      | 15.25%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1405714 | PA      | $1259288.09   | 0.09%             | 2028-04-12      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1609625 | PA      | $1551614.12   | 0.11%             | 2028-10-04      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2514600 | PA      | $2348007.75   | 0.17%             | 2029-03-29      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                               | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   7913817 | PA      | $7906377.70   | 0.56%             | 2029-03-15      | Floating      | 8.33%                 | 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      |
| COMISION FEDERAL DE ELEC                           | Comision Federal de Electricidad                                                 | CUSIP: AZ6529160<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1425000 | PA      | $1192254.79   | 0.09%             | 2049-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                           | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   7800000 | PA      | $5512008.06   | 0.39%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                              | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1973826 | PA      | $1834671.52   | 0.13%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACI AIRPORT SUDAMERICA S                           | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    159466 | PA      | $154842.82    | 0.01%             | 2034-11-29      | Fixed         | 6.88%                 | 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      | $2443957.76   | 0.17%             | 2030-01-17      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                           | ASP Unifrax Holdings Inc                                                         | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   3209988 | PA      | $1476594.40   | 0.11%             | 2029-09-30      | Fixed         | 7.10%                 | 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      |
| Arivo Acceptance Auto Loan Rec                     | Arivo Acceptance Auto Loan Receivables Trust 2021-1                              | CUSIP: 04047AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1154901.53   | 0.08%             | 2028-01-18      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                          | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1530205.74   | 0.11%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320000 | PA      | $2281152.53   | 0.16%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2261312.10   | 0.16%             | 2040-06-15      | Floating      | 8.26%                 | 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      | $1792343.27   | 0.13%             | 2034-04-15      | Floating      | 6.26%                 | 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      | $3352221.59   | 0.24%             | 2037-08-19      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                     | Barings CLO Ltd 2018-IV                                                          | CUSIP: 06760YAA0<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1487818.80   | 0.11%             | 2030-10-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3391025.00   | 0.24%             | 2028-10-01      | Fixed         | 8.38%                 | 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        |    507326 | PA      | $297946.69    | 0.02%             | 2043-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                            | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4019288.43   | 0.29%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6300000 | PA      | $4237368.60   | 0.30%             | 2049-05-15      | Fixed         | 5.20%                 | 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      | $1285932.00   | 0.09%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3147070.66   | 0.22%             | 2029-08-15      | Fixed         | 9.50%                 | 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      | $1912275.75   | 0.14%             | 2031-04-15      | Floating      | 11.72%                | 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      | $5173534.42   | 0.37%             | 2028-11-25      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136BFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36574306 | PA      | $93750.92     | 0.01%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3839243 | PA      | $571245.15    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137H3N99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11262193 | PA      | $1303238.41   | 0.09%             | 2048-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                      | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  12368154 | NS      | $12368153.82  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   5995000 | PA      | $6157242.69   | 0.44%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $8708880.85   | 0.62%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                            | OI S.A.                                                                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  13340353 | PA      | $900473.83    | 0.06%             | 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      | $1956162.58   | 0.14%             | 2042-02-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5097924.35   | 0.36%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| VIBRANTZ TECH INC                                  | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1423274.42   | 0.10%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6480282.20   | 0.46%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STEWART PARK CLO LTD                               | Stewart Park CLO Ltd                                                             | CUSIP: 860443AE0<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7513257.75   | 0.54%             | 2030-01-15      | Floating      | 9.80%                 | 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      |
| 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      | $3185152.60   | 0.23%             | 2031-01-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $8459076.92   | 0.60%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1632131 | PA      | $456996.68    | 0.03%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6948059.30   | 0.50%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Willis Engine Securitization T                     | Willis Engine Structured Trust V                                                 | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407828 | PA      | $400224.57    | 0.03%             | 2045-03-15      | Fixed         | 6.66%                 | 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      | $4895151.50   | 0.35%             | 2036-04-18      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| .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      | $53433.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    905000 | PA      | $867953.83    | 0.06%             | 2028-02-03      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   7321341 | PA      | $7364499.81   | 0.53%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4225000 | PA      | $3930897.75   | 0.28%             | 2029-01-22      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                | Ascend Learning LLC                                                              | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   5825093 | PA      | $5846937.42   | 0.42%             | 2029-12-10      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                             | Aveanna Healthcare LLC                                                           | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   7855000 | PA      | $7731283.75   | 0.55%             | 2029-12-10      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                     | Access CIG LLC                                                                   | CUSIP: 00435CAS7<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |   3861156 | PA      | $3883782.11   | 0.28%             | 2028-08-18      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                          | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   5724070 | PA      | $5563796.32   | 0.40%             | 2027-12-23      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Aspect Software) Second-Out T/L (0 | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1155099 | PA      | $325160.34    | 0.02%             | 2028-05-05      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Aspect Software) Third-Out T/L A ( | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2665308 | PA      | $76627.60     | 0.01%             | 2028-05-05      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                              | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204012 | PA      | $27090.26     | 0.00%             | 2028-10-25      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                 | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1973474 | PA      | $1652882.86   | 0.12%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6760000 | PA      | $6534486.40   | 0.47%             | 2030-10-08      | Floating      | 10.59%                | 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      | $2942730.00   | 0.21%             | 2041-05-17      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                          | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5024755.00   | 0.36%             | 2038-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                   | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |   2500000 | PA      | $2552712.50   | 0.18%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1325306.50   | 0.09%             | 2031-02-15      | Fixed         | 8.50%                 | 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      | $484178.70    | 0.03%             | 2052-11-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1390063.27   | 0.10%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12548FAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $751342.65    | 0.05%             | 2030-07-16      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                              | ClubCorp Holdings Inc                                                            | CUSIP: 210374AA2<br>LEI: 549300XWSO7KBICXNW37 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3738700.00   | 0.27%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                     | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6653300 | PA      | $4414065.82   | 0.31%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| LCM Ltd Partnership                                | LCM XVII LP                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3823989.00   | 0.27%             | 2031-10-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                      | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2707330.23   | 0.19%             | 2030-07-15      | Fixed         | 8.75%                 | 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      | $1001018.50   | 0.07%             | 2038-04-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                   | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $4873756.51   | 0.35%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LIONS GATE CAPITAL HOLD                            | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2164489.50   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | 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      | $2965332.00   | 0.21%             | 2036-07-15      | Floating      | 6.78%                 | 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      | $2215463.97   | 0.16%             | 2050-03-10      | Variable      | 4.82%                 | 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      | $10904190.00  | 0.78%             | 2030-10-22      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| OI S.A.                                            | OI S.A.                                                                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   6242204 | PA      | $4064758.75   | 0.29%             | 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      | $472456.00    | 0.03%             | 2030-07-15      | Floating      | 12.61%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2067117.06   | 0.15%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| OP SERVICIOS MEGA                                  | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |  14325000 | PA      | $5371875.00   | 0.38%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2829311 | PA      | $2835289.69   | 0.20%             | 2039-09-17      | Floating      | 7.30%                 | 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      | $76961.50     | 0.01%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | 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      | $2411756.25   | 0.17%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | US        |   6655000 | PA      | $6675830.15   | 0.48%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                            | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: BQ9153637<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |  20898000 | PA      | $14733716.94  | 1.05%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PYXUS HOLDINGS                                     | Pyxus Holdings Inc                                                               | CUSIP: 747328AB8<br>LEI: 254900VQMPHIAYHG0L57 | Long             | DBT              | CORP              | US        |   8265470 | PA      | $7489827.63   | 0.53%             | 2027-12-31      | Fixed         | 8.50%                 | 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      | $1503705.00   | 0.11%             | 2036-11-25      | Floating      | 7.38%                 | 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      | $2536710.70   | 0.18%             | 2036-11-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2013-2 CLO Ltd                                             | CUSIP: 88432ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1984791.40   | 0.14%             | 2030-10-18      | Floating      | 11.28%                | 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        |   4575000 | PA      | $4625361.60   | 0.33%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6733525.14   | 0.48%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Upstart Securitization Trust                       | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    907636 | PA      | $894783.82    | 0.06%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                    | Venture XXVI CLO Ltd                                                             | CUSIP: 92331HAA7<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | US        |   5012243 | PA      | $2994814.91   | 0.21%             | 2029-01-20      | Floating      | 11.33%                | 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      | $439325.38    | 0.03%             | 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      | $2907990.90   | 0.21%             | 2035-04-15      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3046505 | PA      | $3041432.68   | 0.22%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                               | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   5562481 | PA      | $5588902.97   | 0.40%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                            | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAH9<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   1641709 | PA      | $1650171.55   | 0.12%             | 2030-12-23      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6665447 | PA      | $6159306.38   | 0.44%             | 2026-08-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                           | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    663300 | PA      | $659449.54    | 0.05%             | 2031-02-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                           | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   2762103 | PA      | $2777639.51   | 0.20%             | 2031-02-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                              | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    755504 | PA      | $215084.49    | 0.02%             | 2028-02-25      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                           | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |   9462450 | PA      | $9437090.63   | 0.67%             | 2029-06-27      | Floating      | 9.05%                 | 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        |   3245000 | PA      | $3226341.25   | 0.23%             | 2031-08-14      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                              | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |   3036672 | PA      | $3043322.31   | 0.22%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1277092 | PA      | $1256505.06   | 0.09%             | 2028-09-18      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                               | Crown Finance US Inc                                                             | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | GB        |  11127112 | PA      | $11138239.61  | 0.79%             | 2031-12-02      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                           | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |   1212750 | PA      | $989149.22    | 0.07%             | 2029-12-17      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    666654 | PA      | $657547.69    | 0.05%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                           | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1391950 | PA      | $1414082.48   | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                   | Alpha Holding SA de CV                                                           | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  14407320 | PA      | $180091.50    | 0.01%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                               | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |   7905000 | PA      | $7834724.55   | 0.56%             | 2032-05-10      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   9500000 | PA      | $9434687.50   | 0.67%             | 2032-06-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                             | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1727792.50   | 0.12%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                      | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   7600000 | PA      | $57000.00     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                             | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   5600000 | PA      | $4411416.24   | 0.31%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                             | Mexico City Airport Trust                                                        | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5700000 | PA      | $4710620.96   | 0.34%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1200 | NC      | $916146.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3200000 | PA      | $2172831.04   | 0.16%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                           | Volcan Cia Minera SAA                                                            | CUSIP: YV4363920<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   4099000 | PA      | $4075246.30   | 0.29%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                           | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   2606250 | PA      | $2220755.39   | 0.16%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717872 | PA      | $728130.06    | 0.05%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                             | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3165061.75   | 0.23%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38988251 | PA      | $1117820.46   | 0.08%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382UG88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33891418 | PA      | $623676.66    | 0.04%             | 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        |  38296642 | PA      | $657698.87    | 0.05%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   6500000 | PA      | $6723073.50   | 0.48%             | 2039-01-08      | Variable      | 8.12%                 | 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      | $1688953.32   | 0.12%             | 2036-09-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                      | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4239800 | PA      | $4270462.23   | 0.30%             | 2038-09-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2892936.00   | 0.21%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| ILLUMINATE BUYER/HLDG                              | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7122000 | PA      | $7161776.37   | 0.51%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2668330.50   | 0.19%             | 2036-10-16      | Floating      | 7.23%                 | 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      | $489380.85    | 0.03%             | 2034-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                     | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67578LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $906008.30    | 0.06%             | 2036-07-15      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                     | Octagon Investment Partners XV Ltd                                               | CUSIP: 67590EBA1<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |   5460000 | PA      | $5465100.73   | 0.39%             | 2030-07-19      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600841.80    | 0.04%             | 2042-12-18      | Floating      | 6.86%                 | 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      | $1846994.40   | 0.13%             | 2031-10-22      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                 | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   1900000 | PA      | $1969587.50   | 0.14%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                           | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   9485000 | PA      | $9370819.29   | 0.67%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Uniti Fiber ABS Issuer LLC                         | Uniti Fiber Abs Issuer Llc                                                       | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2071012.80   | 0.15%             | 2055-04-20      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                    | Venture XXVII CLO Ltd                                                            | CUSIP: 92331TAA1<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $2362965.60   | 0.17%             | 2030-07-20      | Floating      | 10.88%                | 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      | $153555.82    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                        | Klockner Pentaplast of America Inc                                               | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | LU        |   3095814 | PA      | $2872466.45   | 0.20%             | 2026-02-09      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |   2860000 | PA      | $496210.00    | 0.04%             | 2029-10-01      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   1372494 | PA      | $1247061.50   | 0.09%             | 2028-08-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                            | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   9435427 | PA      | $9472461.09   | 0.68%             | 2029-02-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                            | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   6665000 | PA      | $6689993.75   | 0.48%             | 2032-07-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4625000 | PA      | $4237656.25   | 0.30%             | 2031-10-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                               | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   8080000 | PA      | $7312400.00   | 0.52%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Alera Group 2nd Lien T/L (05/25)                   | Alera Group, Inc., Senior Secured Second Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3570000 | PA      | $3643631.25   | 0.26%             | 2033-05-21      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                           | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |  11800000 | PA      | $8724330.00   | 0.62%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                                  | Kosmos Energy Ltd                                                                | CUSIP: BS0630753<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   3900000 | PA      | $3483090.00   | 0.25%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US LONG BOND(CBT) Sep25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       200 | NC      | $655812.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI PORTS AND SPECIAL                            | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BQ6517206<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   9500000 | PA      | $7495278.65   | 0.53%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                           | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   9853000 | PA      | $7947986.49   | 0.57%             | 2039-10-15      | Fixed         | 4.62%                 | 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      | $1.83         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $7503303.96   | 0.54%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| SCOTT Trust 2023-SFS                               | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 500000000 | PA      | $2147600.00   | 0.15%             | 2040-03-10      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start II LTD                                                                     | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187384 | PA      | $186432.39    | 0.01%             | 2044-03-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                 | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   6600000 | PA      | $6895350.00   | 0.49%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   7725000 | PA      | $7688306.25   | 0.55%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                          | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |  11035000 | PA      | $11185572.58  | 0.80%             | 2029-12-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6500000 | PA      | $4491521.45   | 0.32%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                     | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | GB        |   7290524 | PA      | $7332808.57   | 0.52%             | 2028-02-07      | Floating      | 8.56%                 | 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      | $1532918.54   | 0.11%             | 2039-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2213101.95   | 0.16%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                              | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3829584.75   | 0.27%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                           | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |  17000000 | PA      | $13170265.50  | 0.94%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                        | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24036525 | PA      | $21472765.22  | 1.53%             | 2039-02-15      | Floating      | 14.81%                | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                     | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $682049.60    | 0.05%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | 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        |    422334 | PA      | $439742.90    | 0.03%             | 2040-04-20      | Fixed         | 9.72%                 | 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      | $1037619.40   | 0.07%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005162.40   | 0.07%             | 2030-07-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2015-C29                                   | CUSIP: 94989KAG8<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   9180600 | PA      | $7359866.69   | 0.53%             | 2048-06-15      | Variable      | 4.36%                 | No            |                  3 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                     | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAN7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  78027115 | PA      | $1603484.52   | 0.11%             | 2047-03-15      | Variable      | 1.82%                 | 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        |    468050 | PA      | $457945.11    | 0.03%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUND INPATIENT PHYSICIA                           | Sound Inpatient Physicians Holdings LLC                                          | CUSIP: 83607JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3771145 | PA      | $567481.90    | 0.04%             | 2026-06-29      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2015000 | PA      | $1088100.00   | 0.08%             | 2026-10-19      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                  | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   2739133 | PA      | $2720314.82   | 0.19%             | 2030-02-28      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1692212 | PA      | $1565897.30   | 0.11%             | 2029-09-10      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                           | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4751125 | PA      | $4271261.38   | 0.30%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  10120000 | PA      | $9873375.60   | 0.70%             | 2032-07-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| NATGASOLINE                                        | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3250000 | PA      | $3237812.50   | 0.23%             | 2030-03-29      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                     | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3006855.60   | 0.21%             | 2030-10-20      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 121775000 | PA      | $1449.12      | 0.00%             | 2053-07-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2018-2 Clo Ltd                                             | CUSIP: 88433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $959995.50    | 0.07%             | 2030-07-15      | Floating      | 10.27%                | 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      | $959471.40    | 0.07%             | 2031-07-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                           | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   4000000 | PA      | $4040088.00   | 0.29%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                           | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   6165484 | PA      | $6157777.54   | 0.44%             | 2031-07-09      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |  22655000 | PA      | $14267351.00  | 1.02%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                 | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |  20000000 | PA      | $13899575.00  | 0.99%             | 2032-02-20      | Fixed         | 6.99%                 | 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      | $2323912.50   | 0.17%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3320000.00   | 0.24%             | 2029-10-15      | Fixed         | 5.50%                 | 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      | $996551.00    | 0.07%             | 2037-01-20      | Floating      | 7.70%                 | 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      | $1768.19      | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $3277724.98   | 0.23%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4730416.94   | 0.34%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $317511.10    | 0.02%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Diversified ABS X LLC                              | Diversified Abs X LLC                                                            | CUSIP: 255126AE4<br>LEI: 2549000V3WDZQQ691H02 | Long             | ABS-O            | CORP              | US        |   2951145 | PA      | $2995039.98   | 0.21%             | 2045-02-28      | Fixed         | 10.40%                | 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      | $3393407.50   | 0.24%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3468810.25   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | eG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1519346.13   | 0.11%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18814539 | PA      | $1511260.90   | 0.11%             | 2044-07-20      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1992419.10   | 0.14%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2145095.78   | 0.15%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| SASOL FINANCING USA LLC                            | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |  12000000 | PA      | $9872317.20   | 0.70%             | 2031-03-18      | Fixed         | 5.50%                 | 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      | $470042.25    | 0.03%             | 2034-10-25      | Floating      | 11.10%                | 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      | $615772.10    | 0.04%             | 2031-07-15      | Floating      | 11.81%                | 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      | $435441.35    | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |  11000000 | PA      | $8668335.50   | 0.62%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1676359 | PA      | $1608282.04   | 0.11%             | 2028-10-04      | Floating      | 8.19%                 | 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        |    610938 | PA      | $613610.35    | 0.04%             | 2029-06-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1787960 | PA      | $1721841.50   | 0.12%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                  | Vantage Specialty Chemicals Inc                                                  | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   5218138 | PA      | $5065298.71   | 0.36%             | 2026-10-26      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1540000 | PA      | $1582927.50   | 0.11%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                             | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   6687441 | PA      | $6509086.72   | 0.46%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                           | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   5515000 | PA      | $5544643.13   | 0.40%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                             | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2119403 | PA      | $2132225.38   | 0.15%             | 2031-12-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                           | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    220500 | PA      | $199552.50    | 0.01%             | 2028-12-18      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                   | ENA Master Trust                                                                 | CUSIP: BM4694253<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |   2237000 | PA      | $1622160.55   | 0.12%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                            | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   6114200 | PA      | $6181456.20   | 0.44%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Ana Alcantara

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

**Title:** Vice President