# EDGAR Filing Document

**Accession Number:** 0001566388
**File Stem:** 0001145549-23-011691
**Filing Date:** 2023-2
**Character Count:** 272480
**Document Hash:** 7adf1cfa0a31ffb489ef3c81baca6df3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011691.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011691

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Income Solutions Fund
- **CENTRAL INDEX KEY:** 0001566388
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22791
- **FILM NUMBER:** 23675435

**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** 

Schedule of Investments

December 31, 2022 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **Asset Backed Obligations - 1.7%** | **Asset Backed Obligations - 1.7%** | **Asset Backed Obligations - 1.7%** | **Asset Backed Obligations - 1.7%** | **Asset Backed Obligations - 1.7%** |
| 965383 | AASET Ltd., Series 2019-2-C | 6.41 % (a)(c) | 10/16/2039 | 312130 |
| 1000000 | Arivo Acceptance Auto Loan Receivables Trust, Series 2021-1A-D | 5.83 % (a) | 01/18/2028 | 936091 |
| 430086 | Castlelake Aircraft Securitization Trust, Series 2018-1-C | 6.63 % (a)(c) | 06/15/2043 | 226064 |
| 1483101 | Castlelake Aircraft Structured Trust, Series 2019-1A-C | 6.90 % (a)(c) | 04/15/2039 | 866017 |
| 1836539 | Castlelake Aircraft Structured Trust, Series 2021-1A-C | 7.00 % (a)(c) | 01/15/2046 | 1277454 |
| 2624853 | GAIA Aviation Ltd., Series 2019-1-C | 7.00 % (a)(c)(l) | 12/15/2044 | 1286858 |
| 1033513 | Horizon Aircraft Finance Ltd., Series 2018-1-C | 6.66 % (a)(c) | 12/15/2038 | 502553 |
| 1893530 | LendingClub Receivables Trust, Series 2020-3-B | 7.50 % (a) | 01/16/2046 | 1890182 |
| 314046 | Pagaya AI Debt Selection Trust, Series 2020-2-NOTE | 7.50 % (a) | 12/15/2027 | 310925 |
| 3100000 | Pagaya AI Debt Selection Trust, Series 2020-3-C | 6.43 % (a) | 05/17/2027 | 3043056 |
| 2750000 | Pagaya AI Debt Selection Trust, Series 2021-3-CERT | 0.00 % (a)(c)(f) | 05/15/2029 | 1728721 |
| 55000 | SoFi Alternative Consumer Loan Program, Series 2021-2-R1 | 0.00 % (a)(c)(f) | 08/15/2030 | 1335429 |
| 50000 | SoFi Professional Loan Program LLC, Series 2018-A-R1 | 0.00 % (a)(c)(f) | 02/25/2042 | 897211 |
| 14827 | SoFi Professional Loan Program LLC, Series 2018-A-R2 | 0.00 % (a)(c)(f) | 02/25/2042 | 266059 |
| 100000 | SoFi Professional Loan Program Trust, Series 2018-C-R1 | 0.00 % (a)(c)(f) | 01/25/2048 | 1405523 |
| 1721446 | START Ireland, Series 2019-1-C | 6.41 % (a)(c) | 03/15/2044 | 749938 |
| 4300000 | Summit Issuer LLC, Series 2020-1A-C | 5.10 % (a) | 12/20/2050 | 3712971 |
|  **Total Asset Backed Obligations** (Cost $27,112,020) | **Total Asset Backed Obligations** (Cost $27,112,020) | **Total Asset Backed Obligations** (Cost $27,112,020) | **Total Asset Backed Obligations** (Cost $27,112,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20747182 |
|  **Bank Loans - 13.8%** | **Bank Loans - 13.8%** | **Bank Loans - 13.8%** | **Bank Loans - 13.8%** | **Bank Loans - 13.8%** |
| 3165000 | AAdvantage Loyalty IP Ltd., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 8.99% | 04/20/2028 | 3156597 |
| 3000000 | Almonde, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.25%, 1.00% Floor) | 10.62% | 06/16/2025 | 2252145 |
| 3984975 | American Tire Distributors, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.61% | 10/20/2028 | 3666177 |
| 4655000 | Applied Systems, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 11.08 % (b) | 09/19/2027 | 4637544 |
| 2000000 | Artera Services LLC, Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 7.25%, 1.00% Floor) | 11.98% | 03/06/2026 | 1246430 |
| 2165000 | Ascend Learning LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.75%, 0.50% Floor) | 10.13% | 12/10/2029 | 1873623 |
| 1506559 | Astra Acquisition Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.63% | 10/25/2028 | 1337071 |
| 9662677 | Astra Acquisition Corporation, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 8.88%, 0.75% Floor) | 13.26% | 10/25/2029 | 8696409 |
| 905000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/31/2028 | 711176 |
| 4225000 | Asurion LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 5.25%) | 9.63% | 01/19/2029 | 3309083 |
| 4018800 | Atlas Purchaser, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.25%, 0.75% Floor) | 8.68% | 05/08/2028 | 2845813 |
| 7855000 | Aveanna Healthcare LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%, 0.50% Floor) | 11.39% | 12/10/2029 | 4713000 |
| 5436188 | Cengage Learning, Inc., Senior Secured First Lien Term Loan (6 Month LIBOR USD + 4.75%, 1.00% Floor) | 7.81% | 07/14/2026 | 4901919 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1905425 | Clydesdale Acquisition Holdings, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.18%, 0.50% Floor) | 8.60% | 04/13/2029 | 1819443 |
| 2003625 | Connect US Finco LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.89% | 12/11/2026 | 1984631 |
| 1768568 | Cross Financial Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.44% | 09/15/2027 | 1744993 |
| 1645000 | Delta Topco, Inc., Senior Secured Second Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor) | 11.65% | 12/01/2028 | 1309831 |
| 835000 | DexKo Global (3 Month Secured Overnight Financing Rate + 6.50%, 0.50% Floor) | 0.11% | 10/04/2028 | 780725 |
| 2425000 | DG Investment Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month Secured Overnight Financing Rate + 6.75%, 0.75% Floor) | 11.07% | 03/30/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154200 |
| 1568722 | DirectTV Financing LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.38% | 08/02/2027 | 1530650 |
| 280994 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%) | 7.92% | 04/06/2026 | 268569 |
| 522649 | Dynasty Acquisition Company, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 3.50%) | 7.92% | 04/06/2026 | 499538 |
| 2794641 | Eisner Advisory Group LLC, Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.25%, 0.75% Floor) | 9.69% | 07/28/2028 | 2654908 |
| 197368 | Element Materials Technology Group, Inc. (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.93% | 06/22/2029 | 193339 |
| 427632 | Element Materials Technology Group, Inc. (3 Month Secured Overnight Financing Rate + 4.25%, 0.50% Floor) | 8.93% | 06/22/2029 | 418901 |
| 1359339 | EnergySolutions LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 3.75%, 1.00% Floor) | 8.48% | 05/09/2025 | 1270132 |
| 3373500 | Flynn Canada Ltd., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 0.50% Floor) | 8.63% | 07/21/2028 | 2951813 |
| 1916507 | Foresight Energy LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.00%, 1.50% Floor) | 12.73 % (c) | 06/30/2027 | 1916507 |
| 1047624 | Getty Images, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%) | 8.94% | 02/19/2026 | 1046969 |
| 694422 | GIP II Blue Holding LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.50%, 1.00% Floor) | 9.23% | 09/29/2028 | 689575 |
| 7496754 | Grab Holdings, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.50%, 1.00% Floor) | 8.89% | 01/29/2026 | 7421786 |
| 3844934 | Granite US Holdings Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%) | 8.75% | 09/30/2026 | 3847337 |
| 3693692 | Greystone Select Financial LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.00%, 0.75% Floor) | 9.23% | 06/16/2028 | 3564413 |
| 2948125 | Groupe Solmax, Inc., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.48% | 05/30/2028 | 2461684 |
| 7250123 | Gulf Finance LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.75%, 1.00% Floor) | 10.97% | 08/25/2026 | 6863438 |
| 7396000 | Hyland Software, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%, 0.75% Floor) | 10.63% | 07/07/2025 | 7033596 |
| 1098275 | ION Trading Technologies SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%) | 8.42% | 03/31/2028 | 1044536 |
| 720875 | Jo-Ann Stores LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.75%, 0.75% Floor) | 9.08% | 07/07/2028 | 494401 |
| 1776300 | Keane Group Holdings LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 1.00% Floor) | 7.94% | 05/26/2025 | 1746698 |

---

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4655000 | Kenan Advantage Group, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.25%, 0.75% Floor) | 11.63% | 09/01/2027 | 4321399 |
| 1025000 | LaserShip, Inc., Senior Secured Second Lien Term Loan (6 Month LIBOR USD + 7.50%, 0.75% Floor) | 12.23% | 04/30/2029 | 625250 |
| 708832 | Lealand Finance Company B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 1.00%) | 5.38% | 06/30/2025 | 380490 |
| 52939 | Lealand Finance Company B.V., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.00%) | 7.07% | 06/30/2024 | 34411 |
| 1121458 | Lereta LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.25%, 0.75% Floor) | 9.63% | 07/27/2028 | 986883 |
| 360539 | Longview Power LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 10.00% + 5.00% PIK) | 14.39% | 07/31/2025 | 355131 |
| 1589875 | LSF9 Atlantis Holdings LLC, Senior Secured First Lien Term Loan (3 Month Secured Overnight Financing Rate + 7.25%, 0.75% Floor) | 11.83% | 03/31/2029 | 1548936 |
| 2205000 | MedAssets Software Intermediate Holdings, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%, 0.50% Floor) | 11.13% | 12/17/2029 | 1695777 |
| 6337653 | Milano Acquisition Corporation, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 10/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965316 |
| 778500 | Mileage Plus Holdings LLC, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 5.25%, 1.00% Floor) | 10.00% | 06/21/2027 | 802147 |
| 3816312 | Minotaur Acquisition, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 4.75%) | 9.17% | 03/27/2026 | 3658890 |
| 1920000 | Mitchell International, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.50%, 0.50% Floor) | 11.23% | 10/15/2029 | 1604400 |
| 2920000 | MLN US HoldCo LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 8.75%) | 12.50% | 11/30/2026 | 615813 |
| 905000 | NEP Group, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 7.00%) | 11.38% | 10/19/2026 | 677619 |
| 1053950 | OYO Hospitality Netherlands B.V., Senior Secured First Lien Term Loan (3 Month LIBOR USD + 8.25%, 0.75% Floor) | 12.98% | 06/23/2026 | 923524 |
| 5895000 | PetVet Care Centers LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.25%) | 10.63% | 02/13/2026 | 5445506 |
| 687750 | Potters Borrower LP, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 4.00%, 0.75% Floor) | 8.73% | 12/14/2027 | 675714 |
| 2266724 | Prairie ECI Acquiror LP, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.75%) | 9.13% | 03/11/2026 | 2209421 |
| 2860000 | Pretium PKG Holdings, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%, 0.50% Floor) | 11.48% | 09/30/2029 | 1783939 |
| 255700 | Rentpath, Inc., Senior Secured First Lien Term Loan (Prime Rate + 0.00%) | 3.25% | 04/25/2024 | 3835 |
| 3173122 | Riverbed Technology, Inc., Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.00%, 1.00% Floor) (1 Month LIBOR USD + 6.00% + 2.00% PIK) | 10.54% | 12/07/2026 | 1371582 |
| 1351724 | Skillsoft Finance, Inc., Senior Secured First Lien Term Loan (1 Month Secured Overnight Financing Rate + 5.25%, 0.75% Floor) | 9.58% | 07/14/2028 | 1134461 |
| 3771145 | Sound Inpatient Physicians, Inc., Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%) | 11.13% | 06/26/2026 | 2981580 |
| 2166384 | The Edelman Financial Engines Centre LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 3.50%, 0.75% Floor) | 7.88% | 04/07/2028 | 2027194 |
| 4200000 | The Edelman Financial Engines Centre LLC, Senior Secured Second Lien Term Loan (1 Month LIBOR USD + 6.75%) | 11.13% | 07/20/2026 | 3797619 |
| 1772100 | Think & Learn Private Limited, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 6.00%, 0.75% Floor) | 10.70% | 11/24/2026 | 1429066 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 493779 | Travel Leaders Group LLC, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 01/25/2024 | 453968 |
| 4915278 | Travelport Finance (Luxembourg) SARL, Senior Secured First Lien Term Loan (3 Month LIBOR USD + 1.50%, 1.00% Floor) | 5.17% | 02/28/2025 | 4932604 |
| 860000 | UKG, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 5.25%, 0.50% Floor) | 9.00% | 05/03/2027 | 793565 |
| 4000000 | Vantage Specialty Chemicals, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 8.25%, 1.00% Floor) | 12.98% | 10/27/2025 | 3717500 |
| 1433052 | Verscend Holding Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 4.00%) | 8.38% | 08/27/2025 | 1426783 |
| 2809438 | Viad Corporation, Senior Secured First Lien Term Loan (1 Month LIBOR USD + 5.00%, 0.50% Floor) | 9.38% | 07/31/2028 | 2664583 |
| 1530000 | VT Topco, Inc., Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 6.75%, 0.75% Floor) (1 Month LIBOR USD + 6.75%, 0.75% Floor) | 10.82% | 07/31/2026 | 1468800 |
| 2902500 | WaterBridge Midstream Operating LLC, Senior Secured First Lien Term Loan (6 Month LIBOR USD + 5.75%, 1.00% Floor) | 9.13% | 06/22/2026 | 2797734 |
| 490000 | WWEX UNI TopCo Holdings LLC, Senior Secured Second Lien Term Loan (3 Month LIBOR USD + 7.00%, 0.75% Floor) | 11.73% | 07/26/2029 | 410681 |
|  **Total Bank Loans** (Cost $187,866,012) | **Total Bank Loans** (Cost $187,866,012) | **Total Bank Loans** (Cost $187,866,012) | **Total Bank Loans** (Cost $187,866,012) | &nbsp;&nbsp;&nbsp;&nbsp;166781721 |
|  **Collateralized Loan Obligations - 14.3%** | **Collateralized Loan Obligations - 14.3%** | **Collateralized Loan Obligations - 14.3%** | **Collateralized Loan Obligations - 14.3%** | **Collateralized Loan Obligations - 14.3%** |
| 3000000 | Apidos, Series 2016-24A-DR (3 Month LIBOR USD + 5.80%, 0.00% Floor) | 10.04 % (a) | 10/20/2030 | 2524488 |
| 2500000 | Atrium Corporation, Series 15A-E (3 Month LIBOR USD + 5.85%, 5.85% Floor) | 10.17 % (a) | 01/23/2031 | 2277636 |
| 3000000 | Bain Capital Credit Ltd., Series 2017-2A-ER2 (3 Month LIBOR USD + 6.86%, 6.86% Floor) | 11.22 % (a) | 07/25/2034 | 2580229 |
| 2250000 | Barings Ltd., Series 2015-2A-ER (3 Month LIBOR USD + 6.45%, 0.00% Floor) | 10.69 % (a) | 10/20/2030 | 1897763 |
| 1500000 | Barings Ltd., Series 2018-4A-E (3 Month LIBOR USD + 5.82%, 5.82% Floor) | 9.90 % (a) | 10/15/2030 | 1254967 |
| 5000000 | Barings Ltd., Series 2019-2A-DR (3 Month LIBOR USD + 6.78%, 6.78% Floor) | 10.86 % (a) | 04/15/2036 | 4318186 |
| 1000000 | Barings Ltd., Series 2020-1A-ER (3 Month LIBOR USD + 6.65%, 6.65% Floor) | 10.73 % (a) | 10/15/2036 | 883315 |
| 2500000 | Canyon Capital Ltd., Series 2016-1A-ER (3 Month LIBOR USD + 5.75%, 0.00% Floor) | 9.83 % (a) | 07/15/2031 | 1962528 |
| 6650000 | Canyon Capital Ltd., Series 2017-1A-E (3 Month LIBOR USD + 6.25%, 0.00% Floor) | 10.33 % (a) | 07/15/2030 | 5557213 |
| 2500000 | Canyon Capital Ltd., Series 2018-1A-E (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 07/15/2031 | 1953594 |
| 1000000 | Canyon Capital Ltd., Series 2021-1A-E (3 Month LIBOR USD + 6.41%, 6.41% Floor) | 10.49 % (a) | 04/15/2034 | 854286 |
| 6000000 | Canyon Capital Ltd., Series 2021-2A-E (3 Month LIBOR USD + 6.70%, 6.70% Floor) | 10.78 % (a) | 04/15/2034 | 5068120 |
| 2000000 | Carlyle Global Market Strategies Ltd., Series 2013-3A-DR (3 Month LIBOR USD + 5.50%, 0.00% Floor) | 9.58 % (a) | 10/15/2030 | 1596853 |
| 3000000 | Carlyle Global Market Strategies Ltd., Series 2019-1A-D (3 Month LIBOR USD + 6.70%, 6.70% Floor) | 10.94 % (a) | 04/20/2031 | 2548532 |
| 1500000 | Carlyle Global Market Strategies Ltd., Series 2021-1A-D (3 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.08 % (a) | 04/15/2034 | 1308693 |
| 1500000 | Chenango Park Ltd., Series 2018-1A-D (3 Month LIBOR USD + 5.80%, 5.80% Floor) | 9.88 % (a) | 04/15/2030 | 1207809 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 750000 | CIFC Funding Ltd., Series 2013-1A-DR (3 Month LIBOR USD + 6.65%, 0.00% Floor) | 10.73 % (a) | 07/16/2030 | 629133 |
| 2500000 | Dryden Ltd., Series 2018-55A-F (3 Month LIBOR USD + 7.20%, 0.00% Floor) | 11.28 % (a)(c) | 04/15/2031 | 1925194 |
| 3250000 | Dryden Ltd., Series 2019-68A-ER (3 Month LIBOR USD + 6.75%, 6.75% Floor) | 10.83 % (a) | 07/15/2035 | 2744276 |
| 3000000 | Dryden Senior Loan Fund, Series 2015-37A-ER (3 Month LIBOR USD + 5.15%, 5.15% Floor) | 9.23 % (a) | 01/15/2031 | 2401063 |
| 1250000 | Galaxy Ltd., Series 2017-24A-E (3 Month LIBOR USD + 5.50%, 0.00% Floor) | 9.58 % (a) | 01/15/2031 | 1061884 |
| 1139351 | Halcyon Loan Advisors Funding Ltd., Series 2014-2A-D (3 Month LIBOR USD + 5.00%, 0.00% Floor) | 9.37 % (a) | 04/28/2025 | 272254 |
| 1271031 | Halcyon Loan Advisors Funding Ltd., Series 2014-2A-E (3 Month LIBOR USD + 5.75%, 0.00% Floor) | 10.12 % (a)(c) | 04/28/2025 | 254 |
| 1500000 | Highbridge Loan Management Ltd., Series 13A-18-E (3 Month LIBOR USD + 5.50%, 5.50% Floor) | 9.58 % (a) | 10/15/2030 | 1263957 |
| 3500000 | LCM LP, Series 14A-FR (3 Month LIBOR USD + 7.61%, 0.00% Floor) | 11.85 % (a) | 07/20/2031 | 2531684 |
| 5000000 | LCM LP, Series 17A-ER (3 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.08 % (a) | 10/15/2031 | 3773271 |
| 6500000 | LCM LP, Series 26A-E (3 Month LIBOR USD + 5.30%, 5.30% Floor) | 9.54 % (a) | 01/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4953506 |
| 2000000 | LCM LP, Series 28A-E (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.99 % (a) | 10/20/2030 | 1543487 |
| 11000000 | Madison Park Funding Ltd., Series 2014-14A-ER (3 Month LIBOR USD + 5.80%, 5.80% Floor) | 10.12 % (a) | 10/22/2030 | 9544059 |
| 7100000 | Madison Park Funding Ltd., Series 2015-18A-ER (3 Month LIBOR USD + 6.35%, 0.00% Floor) | 10.63 % (a) | 10/21/2030 | 6390263 |
| 3000000 | Madison Park Funding Ltd., Series 2017-25A-D (3 Month LIBOR USD + 6.10%, 0.00% Floor) | 10.46 % (a) | 04/25/2029 | 2730440 |
| 500000 | Madison Park Funding Ltd., Series 2017-26A-ER (3 Month LIBOR USD + 6.50%, 0.00% Floor) | 10.91 % (a) | 07/29/2030 | 460678 |
| 6500000 | Madison Park Funding Ltd., Series 2018-1A-E (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 10/15/2031 | 5269427 |
| 1000000 | Madison Park Funding Ltd., Series 2019-34A-ER (3 Month LIBOR USD + 6.65%, 6.65% Floor) | 11.01 % (a) | 04/25/2032 | 924199 |
| 2000000 | Madison Park Funding Ltd., Series 2019-37A-ER (3 Month LIBOR USD + 6.15%, 6.15% Floor) | 10.23 % (a) | 07/15/2033 | 1829493 |
| 2750000 | Madison Park Funding Ltd., Series 2021-52A-E (3 Month LIBOR USD + 6.50%, 6.50% Floor) | 10.82 % (a) | 01/22/2035 | 2402402 |
| 2500000 | Magnetite Ltd., Series 2019-22A-ER (3 Month LIBOR USD + 6.35%, 6.35% Floor) | 10.43 % (a) | 04/15/2031 | 2307989 |
| 500000 | Magnetite Ltd., Series 2020-26A-ER (3 Month LIBOR USD + 5.95%, 5.95% Floor) | 10.31 % (a) | 07/25/2034 | 445955 |
| 2000000 | Neuberger Berman Loan Advisers Ltd., Series 2017-16SA-ER (3 Month LIBOR USD + 6.25%, 6.25% Floor) | 10.33 % (a) | 04/15/2034 | 1709218 |
| 1000000 | Neuberger Berman Loan Advisers Ltd., Series 2019-31A-ER (3 Month LIBOR USD + 6.50%, 6.50% Floor) | 10.74 % (a) | 04/20/2031 | 917607 |
| 1750000 | Neuberger Berman Loan Advisers Ltd., Series 2019-32A-ER (3 Month LIBOR USD + 6.10%, 6.10% Floor) | 10.33 % (a) | 01/20/2032 | 1580018 |
| 2250000 | Neuberger Berman Loan Advisers Ltd., Series 2019-33A-ER (3 Month LIBOR USD + 6.25%, 6.25% Floor) | 10.33 % (a) | 10/16/2033 | 2036540 |
| 2000000 | Newark BSL Ltd., Series 2017-1A-D (3 Month LIBOR USD + 6.30%, 0.00% Floor) | 10.66 % (a) | 07/25/2030 | 1660541 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5000000 | Octagon Investment Partners Ltd., Series 2012-1A-DR (3 Month LIBOR USD + 7.15%, 0.00% Floor) | 11.23 % (a) | 07/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4193888 |
| 8750000 | Octagon Investment Partners Ltd., Series 2013-1A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 07/17/2030 | 7008544 |
| 5460000 | Octagon Investment Partners Ltd., Series 2013-1A-ER (3 Month LIBOR USD + 7.00%, 0.00% Floor) | 11.23 % (a) | 07/19/2030 | 4853387 |
| 2500000 | Octagon Investment Partners Ltd., Series 2014-1A-DRR (3 Month LIBOR USD + 7.00%, 7.00% Floor) | 11.65 % (a) | 02/14/2031 | 2222242 |
| 3000000 | Octagon Investment Partners Ltd., Series 2016-1A-ER (3 Month LIBOR USD + 7.25%, 0.00% Floor) | 11.57 % (a) | 01/24/2033 | 2657974 |
| 2000000 | Octagon Investment Partners Ltd., Series 2016-1A-FR (3 Month LIBOR USD + 8.09%, 8.09% Floor) | 12.17 % (a) | 07/15/2030 | 1562750 |
| 4000000 | Octagon Investment Partners Ltd., Series 2017-1A-D (3 Month LIBOR USD + 6.20%, 0.00% Floor) | 10.44 % (a) | 03/17/2030 | 3118399 |
| 500000 | Octagon Investment Partners Ltd., Series 2019-1A-DR (3 Month LIBOR USD + 3.25%, 3.25% Floor) | 7.33 % (a) | 10/15/2034 | 455039 |
| 2000000 | Octagon Investment Partners Ltd., Series 2019-3A-ER (3 Month LIBOR USD + 6.75%, 6.75% Floor) | 10.83 % (a) | 07/15/2034 | 1751668 |
| 1000000 | Octagon Investment Partners Ltd., Series 2019-4A-E (3 Month LIBOR USD + 6.80%, 6.80% Floor) | 11.45 % (a) | 05/12/2031 | 858110 |
| 1000000 | Octagon Investment Partners Ltd., Series 2020-2A-ER (3 Month LIBOR USD + 6.60%, 6.60% Floor) | 10.68 % (a) | 07/15/2036 | 830454 |
| 500000 | Point Au Roche Park Ltd., Series 2021-1A-E (3 Month LIBOR USD + 6.10%, 6.10% Floor) | 10.34 % (a) | 07/20/2034 | 431431 |
| 3000000 | RR Ltd., Series 2017-2A-DR (3 Month LIBOR USD + 5.80%, 5.80% Floor) | 9.88 % (a) | 04/15/2036 | 2623262 |
| 2400000 | Sound Point Ltd., Series 2019-2A-ER (3 Month LIBOR USD + 6.47%, 6.47% Floor) | 10.55 % (a) | 07/15/2034 | 1902728 |
| 500000 | Sound Point Ltd., Series 2020-2A-ER (3 Month LIBOR USD + 6.56%, 6.56% Floor) | 10.92 % (a) | 10/25/2034 | 406676 |
| 2000000 | Sound Point Ltd., Series 2021-3A-E (3 Month LIBOR USD + 6.61%, 6.61% Floor) | 10.97 % (a) | 10/25/2034 | 1621752 |
| 7500000 | Steward Park Ltd., Series 2015-1A-ER (3 Month LIBOR USD + 5.28%, 5.28% Floor) | 9.36 % (a) | 01/15/2030 | 5935127 |
| 2000000 | THL Credit Wind River Ltd., Series 2013-2A-E1R (3 Month LIBOR USD + 6.75%, 0.00% Floor) | 10.94 % (a) | 10/18/2030 | 1620638 |
| 3500000 | THL Credit Wind River Ltd., Series 2014-2A-ER (3 Month LIBOR USD + 5.75%, 5.75% Floor) | 9.83 % (a) | 01/15/2031 | 2791826 |
| 2000000 | THL Credit Wind River Ltd., Series 2014-3A-ER2 (3 Month LIBOR USD + 6.22%, 6.22% Floor) | 10.54 % (a) | 10/22/2031 | 1565581 |
| 5000000 | THL Credit Wind River Ltd., Series 2017-1A-ER (3 Month LIBOR USD + 7.06%, 7.06% Floor) | 11.25 % (a) | 04/18/2036 | 4063471 |
| 3000000 | THL Credit Wind River Ltd., Series 2017-3A-ER (3 Month LIBOR USD + 7.05%, 7.05% Floor) | 11.13 % (a) | 04/15/2035 | 2574594 |
| 1000000 | THL Credit Wind River Ltd., Series 2018-1A-E (3 Month LIBOR USD + 5.50%, 0.00% Floor) | 9.58 % (a) | 07/15/2030 | 816693 |
| 1000000 | THL Credit Wind River Ltd., Series 2018-2A-E (3 Month LIBOR USD + 5.75%, 0.00% Floor) | 9.83 % (a) | 07/15/2030 | 797994 |
| 7200000 | Venture Ltd., Series 2016-24A-E (3 Month LIBOR USD + 6.72%, 0.00% Floor) | 10.96 % (a) | 10/20/2028 | 6014055 |
| 5000000 | Venture Ltd., Series 2017-26A-E (3 Month LIBOR USD + 6.80%, 0.00% Floor) | 11.04 % (a) | 01/20/2029 | 3552818 |
| 4000000 | Venture Ltd., Series 2017-27A-E (3 Month LIBOR USD + 6.35%, 0.00% Floor) | 10.59 % (a) | 07/20/2030 | 2953438 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 1500000 | Voya Ltd., Series 2017-1A-D (3 Month LIBOR USD + 6.10%, 0.00% Floor) | 10.18 % (a) | 04/17/2030 | 1182830 |
| 1000000 | Voya Ltd., Series 2018-2A-E (3 Month LIBOR USD + 5.25%, 5.25% Floor) | 9.33 % (a) | 07/15/2031 | 800797 |
| 1000000 | Voya Ltd., Series 2018-2A-F (3 Month LIBOR USD + 7.29%, 7.29% Floor) | 11.37 % (a) | 07/15/2031 | 757286 |
|  **Total Collateralized Loan Obligations** (Cost $209,344,970) | **Total Collateralized Loan Obligations** (Cost $209,344,970) | **Total Collateralized Loan Obligations** (Cost $209,344,970) | **Total Collateralized Loan Obligations** (Cost $209,344,970) | &nbsp;&nbsp;&nbsp;&nbsp;173028456 |
|  **Foreign Corporate Bonds - 47.3%** | **Foreign Corporate Bonds - 47.3%** | **Foreign Corporate Bonds - 47.3%** | **Foreign Corporate Bonds - 47.3%** | **Foreign Corporate Bonds - 47.3%** |
| 10404000 | ABM Investama Tbk PT | 9.50 % (a) | 08/05/2026 | 9289922 |
| 10600000 | Agile Group Holdings Ltd. (5 Year CMT Rate + 11.08%) | 7.75 % (g) | 05/25/2025 | 2684654 |
| 2000000 | AI Candelaria Spain S.A. | 5.75 % (a) | 06/15/2033 | 1524160 |
| 18750000 | AI Candelaria Spain S.A. | 5.75% | 06/15/2033 | 14289000 |
| 10000000 | Air Canada Class C Pass Through Trust | 10.50 % (a) | 07/15/2026 | 10201318 |
| 2800000 | Alibaba Group Holding Ltd. | 3.15% | 02/09/2051 | 1749492 |
| 1500000 | Alibaba Group Holding Ltd. | 3.25% | 02/09/2061 | 903545 |
| 376662 | Alpha Holdings S.A. de C.V. | 10.00 % (a)(c)(d) | 12/19/2024 |  |
| 14407320 | Alpha Holdings S.A. de C.V. | 10.00 % (c)(d) | 12/19/2024 |  |
| 12208365 | Alpha Holdings S.A. de C.V. | 9.00 % (a)(c)(d) | 02/10/2025 |  |
| 5939205 | Alpha Holdings S.A. de C.V. | 9.00 % (c)(d) | 02/10/2025 |  |
| 6000000 | AMS AG | 7.00 % (a)(m) | 07/31/2025 | 5655630 |
| 2500000 | Aris Mining Corporation | 6.88% | 08/09/2026 | 1963775 |
| 8336000 | Banco Davivienda S.A. (10 Year CMT Rate + 5.10%) | 6.65 % (g) | 04/22/2031 | 6439560 |
| 8805000 | Banco GNB Sudameris S.A. (5 Year CMT Rate + 6.66%) | 7.50% | 04/16/2031 | 6405765 |
| 16800000 | Banco GNB Sudameris S.A. (5 Year CMT Rate + 6.66%) | 7.50 % (a) | 04/16/2031 | 12222243 |
| 3000000 | Banco Mercantil del Norte S.A. (10 Year CMT Rate + 5.03%) | 6.63 % (a)(g) | 01/24/2032 | 2489462 |
| 20000000 | Braskem Idesa SAPI | 6.99% | 02/20/2032 | 14314269 |
| 17700000 | Braskem Idesa SAPI | 6.99 % (a) | 02/20/2032 | 12668128 |
| 18500000 | BRF S.A. | 5.75% | 09/21/2050 | 13233790 |
| 1958000 | Calfrac Holdings LP | 10.88 % (a) | 03/15/2026 | 1784688 |
| 5950000 | Central China Real Estate Ltd. | 7.25% | 07/16/2024 | 1730431 |
| 13700000 | Central China Real Estate Ltd. | 7.25% | 08/13/2024 | 3909987 |
| 6547775 | CFG Investment S.A.C | 10.00 % (a) | 11/07/2032 | 4714398 |
| 4413196 | CFG Investment S.A.C | 13.98 % (c)(e) | 05/08/2033 | 4589724 |
| 2800000 | Connect Finco LLC | 6.75 % (a) | 10/01/2026 | 2600695 |
| 13200000 | Coruripe Netherlands B.V. | 10.00% | 02/10/2027 | 10593000 |
| 9150000 | Credito Real S.A.B. de C.V. (5 Year CMT Rate + 7.03%) | 9.13 % (a)(d)(g) | 11/29/2027 | 71004 |
| 17286000 | Credito Real S.A.B. de C.V. (5 Year CMT Rate + 7.03%) | 9.13 % (d)(g) | 11/29/2027 | 134139 |
| 4406000 | Credivalores-Crediservicios SAS | 8.88% | 02/07/2025 | 1047367 |
| 12550000 | Credivalores-Crediservicios SAS | 8.88 % (a) | 02/07/2025 | 2983307 |
| 16748352 | Digicel Group Holdings Ltd. (5.00% + 3.00% PIK) | 8.00 % (a) | 04/01/2025 | 4566011 |
| 4184086 | Digicel Group Holdings Ltd. (7.00% PIK) | 7.00 % (a)(g) | 01/17/2023 | 402718 |
| 6500000 | Ecopetrol S.A. | 5.88% | 05/28/2045 | 4539818 |
| 25000000 | Ecopetrol S.A. | 5.88% | 11/02/2051 | 16849806 |
| 3695799 | FEL Energy SARL | 5.75% | 12/01/2040 | 3168058 |
| 17011000 | Frigorifico Concepcion S.A. | 7.70 % (a) | 07/21/2028 | 13758412 |
| 4260000 | Frigorifico Concepcion S.A. | 7.70% | 07/21/2028 | 3445467 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6139000 | Frontera Energy Corporation | 7.88 % (a) | 06/21/2028 | 5107151 |
| 3200000 | Gajah Tunggal Tbk PT | 8.95% | 06/23/2026 | 2464000 |
| 4205000 | Garda World Security Corporation | 6.00 % (a)(m) | 06/01/2029 | 3422233 |
| 16000000 | Gran Tierra Energy, Inc. | 7.75 % (a) | 05/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12986185 |
| 9000000 | Gran Tierra Energy, Inc. | 7.75% | 05/23/2027 | 7304729 |
| 19474000 | Guacolda Energia S.A. | 4.56% | 04/30/2025 | 5744830 |
| 16511000 | Instituto Costarricense de Electricidad | 6.38% | 05/15/2043 | 13132209 |
| 4445000 | Instituto Costarricense de Electricidad | 6.38 % (a)(m) | 05/15/2043 | 3535381 |
| 5600000 | Interpipe Holdings PLC | 8.38 % (a) | 05/13/2026 | 2298912 |
| 5925566 | Invepar Holdings | 0.00 % (c)(d) | 12/30/2028 |  |
| 9652300 | Kawasan Industri Jababeka Tbk PT | 7.00 % (a) | 12/15/2027 | 5936164 |
| 2600000 | Kronos Acquisition Holdings, Inc. | 7.00 % (a)(m) | 12/31/2027 | 2141750 |
| 15000000 | MC Brazil Downstream Trading SARL | 7.25% | 06/30/2031 | 12398369 |
| 6300000 | Metinvest B.V. | 7.75% | 10/17/2029 | 3197250 |
| 17360000 | Mexarrend SAPI de C.V. | 10.25 % (a) | 07/24/2024 | 4017956 |
| 7600000 | Mexarrend SAPI de C.V. | 10.25% | 07/24/2024 | 1759013 |
| 21000000 | Mexico City Airport Trust | 5.50% | 07/31/2047 | 16219245 |
| 4658000 | Movida Europe S.A. | 5.25% | 02/08/2031 | 3498593 |
| 8200000 | NGD Holdings B.V. | 6.75% | 12/31/2026 | 3862200 |
| 22000000 | OCP S.A. | 5.13% | 06/23/2051 | 16783470 |
| 23000000 | Oi S.A. (8.00% + 4.00% PIK) | 10.00% | 07/27/2025 | 3974430 |
| 14325000 | Operadora de Servicios Mega S.A. de C.V. | 8.25 % (a) | 02/11/2025 | 7205761 |
| 7665000 | Operadora de Servicios Mega S.A. de C.V. | 8.25% | 02/11/2025 | 3855648 |
| 7550000 | Pampa Energia S.A. | 9.13% | 04/15/2029 | 6944464 |
| 800000 | Pampa Energia S.A. | 9.13 % (a) | 04/15/2029 | 735837 |
| 28100000 | Petrobras Global Finance B.V. | 5.50 % (m) | 06/10/2051 | 21582677 |
| 29500000 | Petroleos del Peru S.A. | 5.63% | 06/19/2047 | 19346838 |
| 17200000 | Petroleos Mexicanos | 6.38% | 01/23/2045 | 10690744 |
| 10200000 | Petroleos Mexicanos | 6.75% | 09/21/2047 | 6530894 |
| 10500000 | Prime Energia S.p.A. | 5.38% | 12/30/2030 | 7365318 |
| 2200000 | RKI Overseas Finance Ltd. | 7.00 % (g) | 06/23/2023 | 1035496 |
| 17796000 | RKP Overseas Finance Ltd. | 7.95 % (g) | 02/17/2023 | 8347561 |
| 5000000 | RKPF Overseas Ltd. (5 Year CMT Rate + 6.00%) | 7.75 % (g) | 11/18/2024 | 2356466 |
| 19350000 | Ronshine China Holdings Ltd. | 7.35 % (d) | 12/15/2023 | 1369012 |
| 2650000 | Ronshine China Holdings Ltd. | 6.75 % (d) | 08/05/2024 | 224060 |
| 21008000 | Sappi Papier Holding GMBH | 7.50 % (a) | 06/15/2032 | 19064760 |
| 7500000 | Sappi Papier Holding GMBH | 7.50% | 06/15/2032 | 6806250 |
| 12232745 | SCC Power PLC (4.00% + 4.00% PIK) | 8.00 % (a) | 12/31/2028 | 4354857 |
| 6626069 | SCC Power PLC (4.00% or 4.00% PIK) | 4.00 % (a) | 05/17/2032 | 263922 |
| 1330000 | Seaspan Corporation | 5.50 % (a) | 08/01/2029 | 1009643 |
| 5400000 | SierraCol Energy Andina LLC | 6.00 % (a) | 06/15/2028 | 4244694 |
| 11103000 | SierraCol Energy Andina LLC | 6.00% | 06/15/2028 | 8727563 |
| 5260000 | Telecommunications Services of Trinidad & Tobago Ltd. | 8.88% | 10/18/2029 | 4660439 |
| 7900000 | Telesat LLC | 5.63 % (a) | 12/06/2026 | 3644055 |
| 4200000 | Tencent Holdings Ltd. | 3.24% | 06/03/2050 | 2663062 |
| 3021000 | Tervita Corporation | 11.00 % (a) | 12/01/2025 | 3263658 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 4229000 | Thaioil Treasury Center Company Ltd. | 3.75 % (m) | 06/18/2050 | 2632593 |
| 10700000 | Theta Capital Pte Ltd. | 6.75% | 10/31/2026 | 6957140 |
| 4600000 | Tongyang Life Insurance Company Ltd. (5 Year CMT Rate + 4.98%) | 5.25 % (g) | 09/22/2025 | 3703000 |
| 20000000 | Tullow Oil PLC | 10.25 % (a) | 05/15/2026 | 16076400 |
| 11000000 | Unifin Financiera S.A.B. de C.V. (5 Year CMT Rate + 6.31%) | 8.88 % (a)(d)(g) | 01/29/2025 | 85800 |
| 24000000 | Unifin Financiera S.A.B. de C.V. (5 Year CMT Rate + 6.31%) | 8.88 % (d)(g) | 01/29/2025 | 187200 |
| 13483000 | UPL Corporation Ltd. (5 Year CMT Rate + 3.87%) | 5.25 % (g) | 02/27/2025 | 9438100 |
| 13000000 | Vedanta Resources Finance PLC | 9.25 % (a) | 04/23/2026 | 8441228 |
| 20000000 | Vedanta Resources Finance PLC | 9.25 % (m) | 04/23/2026 | 12986505 |
| 500000 | Vedanta Resources Ltd. | 6.13% | 08/09/2024 | 316266 |
| 1700000 | VTR Comunicaciones SpA | 4.38% | 04/15/2029 | 998164 |
| 2587000 | VTR Finance NV | 6.38% | 07/15/2028 | 1003228 |
| 8000000 | YPF Energia Electrica S.A. | 10.00 % (a) | 07/25/2026 | 6955571 |
| 5000000 | YPF S.A. | 8.50% | 06/27/2029 | 3766026 |
| 850000 | YPF S.A. | 8.50 % (a) | 06/27/2029 | 640224 |
| 22407000 | YPF S.A. | 7.00% | 12/15/2047 | 13474081 |
| 12000000 | Yuzhou Group Holdings Company Ltd. | 8.30 % (d) | 05/27/2025 | 1173480 |
| 10700000 | Yuzhou Group Holdings Company Ltd. | 7.38 % (d) | 01/13/2026 | 1042287 |
|  **Total Foreign Corporate Bonds** (Cost $947,052,395) | **Total Foreign Corporate Bonds** (Cost $947,052,395) | **Total Foreign Corporate Bonds** (Cost $947,052,395) | **Total Foreign Corporate Bonds** (Cost $947,052,395) | &nbsp;&nbsp;&nbsp;&nbsp;572878785 |
|  **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 6.4%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 6.4%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 6.4%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 6.4%** | **Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations - 6.4%** |
| 32000000 | Brazilian Government International Bond | 4.75 % (m) | 01/14/2050 | 22522106 |
| 500000 | Colombia Government International Bond | 4.13% | 02/22/2042 | 314412 |
| 16000000 | Colombia Government International Bond | 5.00% | 06/15/2045 | 10944894 |
| 6300000 | Colombia Government International Bond | 5.20% | 05/15/2049 | 4314466 |
| 12000000 | Colombia Government International Bond | 4.13% | 05/15/2051 | 7222068 |
| 2500000 | Dominican Republic International Bond | 5.30 % (m) | 01/21/2041 | 1938434 |
| 10750000 | Dominican Republic International Bond | 5.88 % (m) | 01/30/2060 | 7924579 |
| 8000000 | Mexico Government International Bond | 3.77% | 05/24/2061 | 5082237 |
| 4500000 | Panama Government International Bond | 3.87% | 07/23/2060 | 2917732 |
| 13000000 | Republic of South Africa Government Bond | 5.65% | 09/27/2047 | 9600097 |
| 5150000 | Ukraine Government International Bond | 9.75 % (d) | 11/01/2030 | 1067183 |
| 17600000 | Ukraine Government International Bond | 7.25 % (d) | 03/15/2035 | 3330677 |
|  **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $111,466,160) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $111,466,160) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $111,466,160) | **Total Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations** (Cost $111,466,160) | 77178885 |
|  **Non-Agency Commercial Mortgage Backed Obligations - 17.9%** | **Non-Agency Commercial Mortgage Backed Obligations - 17.9%** | **Non-Agency Commercial Mortgage Backed Obligations - 17.9%** | **Non-Agency Commercial Mortgage Backed Obligations - 17.9%** | **Non-Agency Commercial Mortgage Backed Obligations - 17.9%** |
| 13000000 | Alen Mortgage Trust, Series 2021-ACEN-F (1 Month LIBOR USD + 5.00%, 5.00% Floor) | 9.32 % (a)(o) | 04/15/2034 | 8677178 |
| 6325000 | Beast Mortgage Trust, Series 2021-1818-G (1 Month LIBOR USD + 6.00%, 6.25% Floor) | 10.32 % (a) | 03/15/2036 | 4737320 |
| 121775000 | Benchmark Mortgage Trust, Series 2020-B18-AGNX | 0.47 % (a)(e)(h) | 07/15/2053 | 1366389 |
| 7130000 | BSREP Commercial Mortgage Trust, Series 2021-DC-G (1 Month LIBOR USD + 3.85%, 3.85% Floor) | 8.17 % (a) | 08/15/2038 | 5762465 |
| 10200000 | Cantor Commercial Real Estate Lending, Series 2019-CF2-SWX1 | 1.28 % (a)(e)(h) | 11/15/2052 | 694203 |
| 12080000 | Cantor Commercial Real Estate Lending, Series 2019-CF2-SWX2 | 1.01 % (a)(e)(h) | 11/15/2052 | 644787 |
| 8095225 | Carbon Capital Commercial Mortgage Trust, Series 2019-FL2-B (1 Month LIBOR USD + 2.85%, 2.85% Floor) | 7.17 % (a) | 10/15/2035 | 7659416 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 30514202 | Citigroup Commercial Mortgage Trust, Series 2014-GC25-XG | 1.20 % (a)(e)(h) | 10/10/2047 | 518662 |
| 4484000 | Citigroup Commercial Mortgage Trust, Series 2015-GC27-D | 4.42 % (a)(e) | 02/10/2048 | 3931439 |
| 3929315 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS4-F | 3.75 % (a)(c) | 08/10/2047 | 671795 |
| 6740765 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS4-G | 3.75 % (a)(c) | 08/10/2047 | 185169 |
| 14000 | Commercial Mortgage Pass-Through Trust, Series 2014-UBS4-V | 0.00 % (a)(c)(e) | 08/10/2047 | 1 |
| 18438000 | Commercial Mortgage Pass-Through Trust, Series 2015-CR26-XD | 1.22 % (a)(e)(h) | 10/10/2048 | 535895 |
| 4875000 | DOLP Trust, Series 2021-NYC-G | 3.70 % (a)(e) | 05/10/2041 | 2899152 |
| 1984389 | FREMF Mortgage Trust, Series 2016-KF16-B (1 Month LIBOR USD + 6.64%, 0.00% Floor) | 10.78 % (a) | 03/25/2026 | 1956036 |
| 3358354 | FREMF Mortgage Trust, Series 2016-KF23-B (1 Month LIBOR USD + 5.15%, 0.00% Floor) | 9.29 % (a) | 09/25/2023 | 3331711 |
| 2033929 | FREMF Mortgage Trust, Series 2017-KF27-B (1 Month LIBOR USD + 4.35%, 4.35% Floor) | 8.49 % (a) | 12/25/2026 | 1984598 |
| 8867118 | FREMF Mortgage Trust, Series 2018-KF56-C (1 Month LIBOR USD + 5.80%, 5.80% Floor) | 9.94 % (a) | 11/25/2028 | 8137935 |
| 18028637 | FREMF Mortgage Trust, Series 2019-KF71-C (1 Month LIBOR USD + 6.00%, 6.00% Floor) | 10.14 % (a) | 10/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17015967 |
| 10000000 | Great Wolf Trust, Series 2019-WOLF-F (1 Month LIBOR USD + 3.13%, 3.13% Floor) | 7.45 % (a) | 12/15/2036 | 9398838 |
| 8000000 | GS Mortgage Securities Corporation Trust, Series 2021-ARDN-G (1 Month LIBOR USD + 5.00%, 5.00% Floor) | 9.32 % (a) | 11/15/2036 | 7173821 |
| 7896000 | GS Mortgage Securities Corporation Trust, Series 2021-ARDN-H (1 Month LIBOR USD + 5.93%, 5.93% Floor) | 10.25 % (a)(o) | 11/15/2026 | 6974980 |
| 2534463 | GS Mortgage Securities Trust, Series 2014-GC20-E | 4.50 % (a)(c)(e) | 04/10/2047 | 981757 |
| 6273000 | GS Mortgage Securities Trust, Series 2015-GC28-D | 4.31 % (a)(e) | 02/10/2048 | 5495392 |
| 44234657 | JPMBB Commercial Mortgage Securities Trust, Series 2013-C14-XC | 0.95 % (a)(e)(h) | 08/15/2046 | 312221 |
| 14113175 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19-E | 4.00 % (a)(c)(e) | 04/15/2047 | 11561884 |
| 7840900 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19-F | 3.75 % (a)(c)(e) | 04/15/2047 | 5256660 |
| 20869710 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C19-NR | 3.75 % (a)(c)(e) | 04/15/2047 | 1736786 |
| 33206911 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C21-XD | 0.74 % (a)(e)(h) | 08/15/2047 | 312593 |
| 1600000 | JPMBB Commercial Mortgage Securities Trust, Series 2014-C26-D | 3.87 % (a)(e) | 01/15/2048 | 1292518 |
| 5000000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27-E | 2.81 % (a)(c)(e) | 02/15/2048 | 3235032 |
| 24531000 | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27-XE | 1.50 % (a)(e)(h) | 02/15/2048 | 635444 |
| 2379000 | LSTAR Commercial Mortgage Trust, Series 2017-5-C | 4.67 % (a)(e) | 03/10/2050 | 2068970 |
| 15000000 | Med Trust, Series 2021-MDLN-G (1 Month LIBOR USD + 5.25%, 5.25% Floor) | 9.57 % (a)(o) | 11/15/2038 | 13625344 |
| 30778318 | Morgan Stanley Capital Trust, Series 2016-UB11-XA | 1.44 % (e)(h) | 08/15/2049 | 1252400 |
| 11453000 | Morgan Stanley Capital Trust, Series 2017-ASHF-G (1 Month LIBOR USD + 7.03%, 6.90% Floor) | 11.34 % (a) | 11/15/2034 | 10156566 |
| 3357000 | Morgan Stanley Capital Trust, Series 2019-PLND-F (1 Month LIBOR USD + 2.80%, 2.80% Floor) | 7.12 % (a) | 05/15/2036 | 2267551 |
| 13000000 | Morgan Stanley Capital Trust, Series 2019-PLND-G (1 Month LIBOR USD + 3.65%, 3.65% Floor) | 7.97 % (a) | 05/15/2036 | 8524961 |
| 5000000 | Natixis Commercial Mortgage Securities Trust, Series 2022-JERI-G (Secured Overnight Financing Rate 1 Month + 7.46%, 7.46% Floor) | 11.79 % (a) | 01/15/2039 | 4647520 |
| 25320500 | SMR Mortgage Trust, Series 2022-INDI-HRR (Secured Overnight Financing Rate 1 Month + 10.50%, 10.50% Floor) | 14.84 % (c) | 02/15/2039 | 22805086 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 7458000 | UBS Commercial Mortgage Trust, Series 2017-C6-D | 2.50 % (a)(e) | 12/15/2050 | 4792060 |
| 4870000 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16-E | 3.25 % (a)(c) | 08/15/2050 | 349422 |
| 4870000 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16-XC | 1.58 % (a)(e)(h) | 08/15/2050 | 94597 |
| 6362564 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16-XD | 1.58 % (a)(e)(h) | 08/15/2050 | 119978 |
| 9180600 | Wells Fargo Commercial Mortgage Trust, Series 2015-C29-F | 4.22 % (a)(c)(e) | 06/15/2048 | 6117520 |
| 38738262 | Wells Fargo Commercial Mortgage Trust, Series 2015-C29-G | 4.22 % (a)(c)(e) | 06/15/2048 | 10546918 |
| 23520000 | Wells Fargo Commercial Mortgage Trust, Series 2016-LC24-XEF | 1.77 % (a)(e)(h) | 10/15/2049 | 1204168 |
| 2200000 | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1-D | 3.25 % (a) | 01/15/2060 | 1592898 |
| 78812214 | WF-RBS Commercial Mortgage Trust, Series 2014-LC14-XC | 1.76 % (a)(e)(h) | 03/15/2047 | 1410605 |
|  **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $272,746,574) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $272,746,574) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $272,746,574) | **Total Non-Agency Commercial Mortgage Backed Obligations** (Cost $272,746,574) | &nbsp;&nbsp;&nbsp;&nbsp;216654608 |
|  **US Corporate Bonds - 22.8%** | **US Corporate Bonds - 22.8%** | **US Corporate Bonds - 22.8%** | **US Corporate Bonds - 22.8%** | **US Corporate Bonds - 22.8%** |
| 15310000 | Air Methods Corporation | 8.00 % (a)(d) | 05/15/2025 | 834931 |
| 3770000 | Allied Universal Holdco LLC | 9.75 % (a) | 07/15/2027 | 3288005 |
| 1695000 | Arconic Corporation | 6.13 % (a) | 02/15/2028 | 1593275 |
| 8175000 | Artera Services LLC | 9.03 % (a) | 12/04/2025 | 6823427 |
| 4038000 | ASP Unifrax Holdings, Inc. | 7.50 % (a) | 09/30/2029 | 2568168 |
| 5215000 | BCPE Empire Holdings, Inc. | 7.63 % (a) | 05/01/2027 | 4683226 |
| 750000 | Boxer Parent Company, Inc. | 7.13 % (a) | 10/02/2025 | 730569 |
| 5800000 | Carnival Corporation | 7.63 % (a) | 03/01/2026 | 4607315 |
| 8280000 | Castle US Holding Corporation | 9.50 % (a) | 02/15/2028 | 3296475 |
| 6450000 | Cengage Learning, Inc. | 9.50 % (a)(m) | 06/15/2024 | 6161266 |
| 1136000 | Clarios Global LP | 6.75 % (a) | 05/15/2025 | 1140284 |
| 6440000 | Clarios Global LP | 8.50 % (a)(m) | 05/15/2027 | 6301904 |
| 5110000 | Clear Channel Outdoor Holdings, Inc. | 7.50 % (a)(m) | 06/01/2029 | 3761701 |
| 4665000 | Cobra AcquisitionCo LLC | 6.38 % (a) | 11/01/2029 | 2758414 |
| 1680000 | Community Health Systems, Inc. | 6.00 % (a) | 01/15/2029 | 1407470 |
| 3815000 | Constellation Merger Sub, Inc. | 8.50 % (a) | 09/15/2025 | 3374482 |
| 1880000 | Coty, Inc. | 6.50 % (a)(m) | 04/15/2026 | 1807714 |
| 10160000 | CSI Compressco LP | 7.50 % (a)(m) | 04/01/2025 | 9515652 |
| 7695000 | CVR Nitrogen Finance Corporation | 6.13 % (a) | 06/15/2028 | 6913251 |
| 1701633 | CWT Travel Group, Inc. | 8.50 % (a) | 11/19/2026 | 1446558 |
| 6120000 | Dealer Tire LLC | 8.00 % (a) | 02/01/2028 | 5394495 |
| 3160000 | DISH DBS Corporation | 5.75 % (a) | 12/01/2028 | 2528000 |
| 15745000 | Embarq Corporation | 8.00% | 06/01/2036 | 7356143 |
| 3080000 | Endo Luxembourg Finance Company SARL | 6.13 % (a) | 04/01/2029 | 2342259 |
| 8335000 | Ferrellgas LP | 5.88 % (a) | 04/01/2029 | 6865706 |
| 1375000 | Frontier Communications Holdings LLC | 5.88 % (a) | 10/15/2027 | 1279809 |
| 3255000 | Full House Resorts, Inc. | 8.25 % (a)(m) | 02/15/2028 | 2885753 |
| 10000000 | GTT Communications, Inc. | 7.88 % (a)(d) | 12/31/2024 | 230180 |
| 3615000 | H-Food Holdings LLC | 8.50 % (a) | 06/01/2026 | 2102412 |
| 1325000 | Hightower Holding LLC | 6.75 % (a) | 04/15/2029 | 1113753 |
| 4247000 | Illuminate Buyer LLC | 9.00 % (a) | 07/01/2028 | 3562602 |
| 4000000 | IRB Holding Corporation | 7.00 % (a) | 06/15/2025 | 3996200 |
| 1650000 | LD Holdings Group LLC | 6.13 % (a) | 04/01/2028 | 1000717 |
| 2595000 | Lions Gate Capital Holdings LLC | 5.50 % (a)(m) | 04/15/2029 | 1507947 |
| 2780000 | LogMeIn, Inc. | 5.50 % (a) | 09/01/2027 | 1499537 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 6330000 | LSF9 Atlantis Holdings LLC | 7.75 % (a) | 02/15/2026 | 5610342 |
| 5100000 | McGraw-Hill Education, Inc. | 5.75 % (a) | 08/01/2028 | 4293358 |
| 3850000 | Metis Merger Sub LLC | 6.50 % (a)(m) | 05/15/2029 | 3237014 |
| 1385000 | ModivCare, Inc. | 5.88 % (a) | 11/15/2025 | 1302754 |
| 5425000 | Moss Creek Resources Holdings, Inc. | 7.50 % (a) | 01/15/2026 | 4899643 |
| 11420000 | NGL Energy Operating LLC | 7.50 % (a) | 02/01/2026 | 10188025 |
| 1295000 | NGL Energy Partners LP | 7.50 % (m) | 04/15/2026 | 992654 |
| 550000 | Olympus Water US Holding Corporation | 6.25 % (a)(m) | 10/01/2029 | 418278 |
| 7455000 | Par Petroleum LLC | 7.75 % (a) | 12/15/2025 | 7191727 |
| 3580000 | PECF USS Intermediate Holding Corporation | 8.00 % (a) | 11/15/2029 | 2330544 |
| 3060000 | Premier Entertainment Sub LLC | 5.88 % (a) | 09/01/2031 | 2168622 |
| 13815470 | Pyxus Holdings, Inc. | 10.00% | 08/24/2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10948760 |
| 9880000 | Radiology Partners, Inc. | 9.25 % (a)(m) | 02/01/2028 | 5561787 |
| 5050000 | Realogy Group LLC | 5.75 % (a) | 01/15/2029 | 3826334 |
| 3915000 | Rent-A-Center, Inc. | 6.38 % (a)(m) | 02/15/2029 | 3172122 |
| 200000 | Sabre Global, Inc. | 9.25 % (a) | 04/15/2025 | 199575 |
| 6630000 | Sabre Global, Inc. | 7.38 % (a) | 09/01/2025 | 6382668 |
| 4220000 | SEG Holding LLC | 5.63 % (a) | 10/15/2028 | 3979544 |
| 8340000 | SWF Escrow Issuer Corporation | 6.50 % (a) | 10/01/2029 | 4843455 |
| 1500000 | Tallgrass Energy Partners LP | 7.50 % (a) | 10/01/2025 | 1515863 |
| 8145000 | Team Health Holdings, Inc. | 6.38 % (a)(m) | 02/01/2025 | 4706344 |
| 5300000 | TKC Holdings, Inc. | 10.50 % (a) | 05/15/2029 | 2976962 |
| 1930000 | TMS International Corporation | 6.25 % (a) | 04/15/2029 | 1385171 |
| 5975000 | Townsquare Media, Inc. | 6.88 % (a) | 02/01/2026 | 5310290 |
| 1095000 | TransDigm, Inc. | 8.00 % (a) | 12/15/2025 | 1113604 |
| 3000000 | Trident TPI Holdings, Inc. | 9.25 % (a) | 08/01/2024 | 2872084 |
| 5070000 | Triton Water Holdings, Inc. | 6.25 % (a) | 04/01/2029 | 4073441 |
| 10280000 | Triumph Group, Inc. | 7.75 % (m) | 08/15/2025 | 8760308 |
| 3435000 | Uber Technologies, Inc. | 8.00 % (a) | 11/01/2026 | 3453795 |
| 5525000 | Uber Technologies, Inc. | 7.50 % (a) | 09/15/2027 | 5540083 |
| 2500000 | Unisys Corporation | 6.88 % (a) | 11/01/2027 | 1923250 |
| 9485000 | United Natural Foods, Inc. | 6.75 % (a)(m) | 10/15/2028 | 9128649 |
| 5005000 | Univision Communications, Inc. | 6.63 % (a) | 06/01/2027 | 4839510 |
| 1605000 | Univision Communications, Inc. | 7.38 % (a) | 06/30/2030 | 1535841 |
| 2110000 | Vibrantz Technologies, Inc. | 9.00 % (a)(m) | 02/15/2030 | 1595077 |
| 2995000 | Viking Cruises Ltd. | 13.00 % (a) | 05/15/2025 | 3164628 |
| 5205000 | WASH Multifamily Acquisition, Inc. | 5.75 % (a) | 04/15/2026 | 4911724 |
| 36000 | Weatherford International Ltd. | 11.00 % (a) | 12/01/2024 | 36856 |
| 2590000 | Weatherford International Ltd. | 6.50 % (a) | 09/15/2028 | 2542707 |
| 820000 | Weatherford International Ltd. | 8.63 % (a) | 04/30/2030 | 788916 |
| 1490000 | Wheel Pros, Inc. | 6.50 % (a) | 05/15/2029 | 528950 |
| 6210000 | XHR LP | 6.38 % (a) | 08/15/2025 | 5980495 |
|  **Total US Corporate Bonds** (Cost $367,066,911) | **Total US Corporate Bonds** (Cost $367,066,911) | **Total US Corporate Bonds** (Cost $367,066,911) | **Total US Corporate Bonds** (Cost $367,066,911) | 276911354 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
|  **US Government and Agency Mortgage Backed Obligations - 2.0%** | **US Government and Agency Mortgage Backed Obligations - 2.0%** | **US Government and Agency Mortgage Backed Obligations - 2.0%** | **US Government and Agency Mortgage Backed Obligations - 2.0%** | **US Government and Agency Mortgage Backed Obligations - 2.0%** |
| 5168133 | Federal Home Loan Mortgage Corporation REMICS, Series 3631-SJ (-1 x 1 Month LIBOR USD + 6.24%, 0.00% Floor, 6.24% Cap) | 1.92 % (h)(i) | 02/15/2040 | 376614 |
| 1566652 | Federal Home Loan Mortgage Corporation REMICS, Series 3770-SP (-1 x 1 Month LIBOR USD + 6.50%, 0.00% Floor, 6.50% Cap) | 2.18 % (h)(i) | 11/15/2040 | 25757 |
| 11262638 | Federal Home Loan Mortgage Corporation REMICS, Series 3980-SX (-1 x 1 Month LIBOR USD + 6.50%, 0.00% Floor, 6.50% Cap) | 2.18 % (h)(i) | 01/15/2042 | 1246538 |
| 25522441 | Federal Home Loan Mortgage Corporation REMICS, Series 5129-S (-1 x Secured Overnight Financing Rate 30 Day Average + 2.70%, 0.00% Floor, 2.70% Cap) | 0.00 % (h)(i) | 12/25/2044 | 246761 |
| 54285917 | Federal Home Loan Mortgage Corporation, Series 2021-P009-X | 1.45 % (e)(h) | 01/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884298 |
| 2542351 | Federal National Mortgage Association REMICS, Series 2006-83-SH (-1 x 1 Month LIBOR USD + 6.56%, 0.00% Floor, 6.56% Cap) | 2.17 % (h)(i) | 09/25/2036 | 175900 |
| 8697956 | Federal National Mortgage Association REMICS, Series 2010-123-SK (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.66 % (h)(i) | 11/25/2040 | 778839 |
| 6182164 | Federal National Mortgage Association REMICS, Series 2012-60-SN (-1 x 1 Month LIBOR USD + 6.60%, 0.00% Floor, 6.60% Cap) | 2.21 % (h)(i) | 06/25/2042 | 570367 |
| 10812367 | Federal National Mortgage Association REMICS, Series 2019-46-SG (-1 x 1 Month LIBOR USD + 6.10%, 0.00% Floor, 6.10% Cap) | 1.71 % (h)(i) | 08/25/2049 | 861256 |
| 45018412 | Federal National Mortgage Association REMICS, Series 2021-17-SD (-1 x Secured Overnight Financing Rate 30 Day Average + 2.50%, 0.00% Floor, 2.50% Cap) | 0.00 % (h)(i) | 04/25/2051 | 436575 |
| 9552907 | Government National Mortgage Association, Series 2011-128-TS (-1 x 1 Month LIBOR USD + 6.05%, 0.00% Floor, 6.05% Cap) | 1.72 % (h)(i) | 05/16/2041 | 861326 |
| 27978888 | Government National Mortgage Association, Series 2015-64-SG (-1 x 1 Month LIBOR USD + 5.60%, 0.00% Floor, 5.60% Cap) | 1.25 % (h)(i) | 05/20/2045 | 2052996 |
| 4106479 | Government National Mortgage Association, Series 2018-145-IA | 4.00 % (h) | 10/20/2045 | 391202 |
| 4554513 | Government National Mortgage Association, Series 2020-129-SE (-1 x 1 Month LIBOR USD + 3.75%, 0.00% Floor, 3.75% Cap) | 0.00 % (h)(i) | 09/20/2050 | 67165 |
| 16911861 | Government National Mortgage Association, Series 2020-146-SH (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.95 % (h)(i) | 10/20/2050 | 1793477 |
| 6395904 | Government National Mortgage Association, Series 2020-187-SB (-1 x 1 Month LIBOR USD + 6.30%, 0.00% Floor, 6.30% Cap) | 1.95 % (h)(i) | 12/20/2050 | 674238 |
| 24807599 | Government National Mortgage Association, Series 2020-47-SL (-1 x 1 Month LIBOR USD + 5.37%, 0.00% Floor, 5.37% Cap) | 1.02 % (h)(i) | 07/20/2044 | 1557491 |
| 13500443 | Government National Mortgage Association, Series 2020-61-SU (-1 x 1 Month LIBOR USD + 5.60%, 0.00% Floor, 5.60% Cap) | 1.27 % (h)(i) | 07/16/2045 | 1030436 |
| 37301039 | Government National Mortgage Association, Series 2021-107-SA (-1 x 1 Month LIBOR USD + 3.75%, 0.00% Floor, 3.75% Cap) | 0.00 % (h)(i) | 06/20/2051 | 1428115 |
| 20982149 | Government National Mortgage Association, Series 2021-125-AS (-1 x Secured Overnight Financing Rate 30 Day Average + 3.25%, 0.00% Floor, 3.25% Cap) | 0.00 % (h)(i) | 07/20/2051 | 229360 |
| 46830362 | Government National Mortgage Association, Series 2021-139-SB (-1 x Secured Overnight Financing Rate 30 Day Average + 3.20%, 0.00% Floor, 3.20% Cap) | 0.00 % (h)(i) | 08/20/2051 | 992499 |
| 48843031 | Government National Mortgage Association, Series 2021-77-SG (-1 x 1 Month LIBOR USD + 3.75%, 0.00% Floor, 3.75% Cap) | 0.00 % (h)(i) | 05/20/2051 | 1466014 |
| 19767690 | Government National Mortgage Association, Series 2021-7-IQ | 2.50 % (h) | 01/20/2051 | 2600764 |

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------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 42596710 | Government National Mortgage Association, Series 2021-96-SG (-1 x Secured Overnight Financing Rate 30 Day Average + 3.20%, 0.00% Floor, 3.20% Cap) | 0.00 % (h)(i) | 06/20/2051 | 853753 |
| 62768894 | Government National Mortgage Association, Series 2021-97-SA (-1 x Secured Overnight Financing Rate 30 Day Average + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 % (h)(i) | 06/20/2051 | 582087 |
| 36349493 | Government National Mortgage Association, Series 2021-97-SG (-1 x Secured Overnight Financing Rate 30 Day Average + 2.60%, 0.00% Floor, 2.60% Cap) | 0.00 % (h)(i) | 06/20/2051 | 233418 |
|  **Total US Government and Agency Mortgage Backed Obligations** (Cost $68,906,152) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $68,906,152) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $68,906,152) | **Total US Government and Agency Mortgage Backed Obligations** (Cost $68,906,152) | 24417246 |
|  **Common Stocks - 2.6%** | **Common Stocks - 2.6%** | **Common Stocks - 2.6%** | **Common Stocks - 2.6%** | **Common Stocks - 2.6%** |
| 51725 | ATD Holdings, Inc. (c)(j)(m) |  |  | 3491438 |
| 288460 | Calfrac Well Services Ltd. (j)(m) |  |  | 1300378 |
| 212801 | CFG Investment S.A.C (c)(j) |  |  | 4788023 |
| 50424 | CWT Travel Holdings, Inc. (c)(j) |  |  | 340362 |
| 283355 | Foresight Equity (c)(j) |  |  | 3388929 |
| 105190 | Intelsat Emergence S.A. (c)(j) |  |  | 2524560 |
| 333957 | Legacy Backstop (c)(j) |  |  | 4889131 |
| 26458 | Legacy Notes (c)(j) |  |  | 387345 |
| 183948 | Longview Equity (c)(j) |  |  | 3678960 |
| 808534 | Petra Diamonds Ltd. (j) |  |  | 928608 |
| 59296 | Riverbed Technology (c)(j) |  |  | 15120 |
| 33058 | Summit Midstream Partners LP (j) |  |  | 551407 |
| 97836 | Weatherford International PLC (j) |  |  | 4981809 |
|  **Total Common Stocks** (Cost $46,995,148) | **Total Common Stocks** (Cost $46,995,148) | **Total Common Stocks** (Cost $46,995,148) | **Total Common Stocks** (Cost $46,995,148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31266070 |
|  **Escrow Notes - 0.0% (p)** | **Escrow Notes - 0.0% (p)** | **Escrow Notes - 0.0% (p)** | **Escrow Notes - 0.0% (p)** | **Escrow Notes - 0.0% (p)** |
| 15700000 | Alpha Holdings S.A. de C.V. (c)(j) |  |  |  |
| 15700000 | Alpha Holdings S.A. de C.V. (c)(j) |  |  |  |
| 19250000 | Alpha Holdings S.A. de C.V. (c)(j) |  |  | 1 |
| 19250000 | Alpha Holdings S.A. de C.V. (c)(j) |  |  |  |
| 3300000 | GCB Intelsat Jackson (a)(c)(j) |  |  |  |
| 7715000 | GCB Intelsat Jackson (a)(c)(j) |  |  |  |
|  **Total Escrow Notes** (Cost $-) | **Total Escrow Notes** (Cost $-) | **Total Escrow Notes** (Cost $-) | **Total Escrow Notes** (Cost $-) | 1 |
|  **Preferred Stocks - 0.0% (p)** | **Preferred Stocks - 0.0% (p)** | **Preferred Stocks - 0.0% (p)** | **Preferred Stocks - 0.0% (p)** | **Preferred Stocks - 0.0% (p)** |
| 27516 | Riverbed Technologies, Inc. (c)(j) |  |  | 20775 |
|  **Total Preferred Stocks** (Cost $586,574) | **Total Preferred Stocks** (Cost $586,574) | **Total Preferred Stocks** (Cost $586,574) | **Total Preferred Stocks** (Cost $586,574) | 20775 |
|  **Rights - 0.0% (p)** | **Rights - 0.0% (p)** | **Rights - 0.0% (p)** | **Rights - 0.0% (p)** | **Rights - 0.0% (p)** |
| 11016 | Intelsat Jackson Holdings Ltd. - Series A (c)(j) |  |  | 82620 |
| 11016 | Intelsat Jackson Holdings Ltd. - Series B (c)(j) |  |  | 74358 |
|  **Total Rights** (Cost $-) | **Total Rights** (Cost $-) | **Total Rights** (Cost $-) | **Total Rights** (Cost $-) | 156978 |
|  **Warrants - 0.0% (p)** | **Warrants - 0.0% (p)** | **Warrants - 0.0% (p)** | **Warrants - 0.0% (p)** | **Warrants - 0.0% (p)** |
| 4944181 | OAS S.A., Expiration 5/16/2039, Strike Price BRL 1.00 (c)(j) |  |  | 1 |
|  **Total Warrants** (Cost $1) | **Total Warrants** (Cost $1) | **Total Warrants** (Cost $1) | **Total Warrants** (Cost $1) | 1 |
|  **Short Term Investments - 1.3%** | **Short Term Investments - 1.3%** | **Short Term Investments - 1.3%** | **Short Term Investments - 1.3%** | **Short Term Investments - 1.3%** |
| 5345750 | BlackRock Liquidity Funds FedFund - Institutional Shares | 4.01 % (k) |  | 5345750 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount<br>$/Shares** | **Security Description** | **Rate** | **Maturity** | **Value $** |
| 5345818 | Fidelity Institutional Money Market Government Portfolio - Class I | 4.06 % (k) |  | 5345818 |
| 5346129 | Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | 4.11 % (k) |  | 5346129 |
|  **Total Short Term Investments** (Cost $16,037,697) | **Total Short Term Investments** (Cost $16,037,697) | **Total Short Term Investments** (Cost $16,037,697) | **Total Short Term Investments** (Cost $16,037,697) | 16037697 |
|  **Total Investments - 130.1%** (Cost $2,255,180,614) (n) | **Total Investments - 130.1%** (Cost $2,255,180,614) (n) | **Total Investments - 130.1%** (Cost $2,255,180,614) (n) | **Total Investments - 130.1%** (Cost $2,255,180,614) (n) | 1576079759 |
| Liabilities in Excess of Other Assets - (30.1)% | Liabilities in Excess of Other Assets - (30.1)% | Liabilities in Excess of Other Assets - (30.1)% | Liabilities in Excess of Other Assets - (30.1)% | (364785523) |
|  **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | **NET ASSETS - 100.0%** | $**1211294236** |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Value determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Security is in default or has failed to make a scheduled payment. Income is not being accrued.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Security pays interest at rates that represent residual cashflows available after more senior tranches have been
paid. The interest rate disclosed reflects the estimated rate in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Perpetual maturity. The date disclosed is the next call date of the security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Interest only security

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Non-income producing security

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Seven-day yield as of period end

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) Step Bond; Coupon rate changes based on a predetermined schedule or event. The interest rate shown is the rate
in effect as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Security, or portion of security is on loan as of period end pursuant to the Liquidity Agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Under the Fund's Liquidity Agreement, the Lender, through their agent, have been granted a security
interest in all of the Fund's investments in consideration of the Fund's borrowings under the line of credit with the Lender.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(o) All or a portion of this security has been pledged as collateral.

BRL Brazilian Real

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.

------

**<u>SECURITY TYPE BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  Foreign Corporate Bonds | 47.3% |
|  US Corporate Bonds | 22.8% |
|  Non-Agency Commercial Mortgage Backed Obligations | 17.9% |
|  Collateralized Loan Obligations | 14.3% |
|  Bank Loans | 13.8% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 6.4% |
|  Common Stocks | 2.6% |
|  US Government and Agency Mortgage Backed Obligations | 2.0% |
|  Asset Backed Obligations | 1.7% |
|  Short Term Investments | 1.3% |
|  Rights | 0.0% (p) |
|  Preferred Stocks | 0.0% (p) |
|  Escrow Notes | 0.0% (p) |
|  Warrants | 0.0% (p) |
|  Other Assets and Liabilities | (30.1)% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

------

**<u>INVESTMENT BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  Energy | 20.3% |
|  Non-Agency Commercial Mortgage Backed Obligations | 17.9% |
|  Collateralized Loan Obligations | 14.3% |
|  Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 6.4% |
|  Consumer Products | 5.3% |
|  Utilities | 4.3% |
|  Chemicals/Plastics | 4.1% |
|  Media | 3.8% |
|  Mining | 3.6% |
|  Real Estate | 3.5% |
|  Transportation | 3.4% |
|  Electronics/Electric | 3.4% |
|  Commercial Services | 2.8% |
|  Finance | 2.5% |
|  Healthcare | 2.3% |
|  Technology | 2.3% |
|  Banking | 2.3% |
|  Telecommunications | 2.2% |
|  Chemical Products | 2.2% |
|  Pulp & Paper | 2.1% |
|  Aerospace & Defense | 2.0% |
|  US Government and Agency Mortgage Backed Obligations | 2.0% |
|  Automotive | 2.0% |
|  Business Equipment and Services | 1.9% |
|  Asset Backed Obligations | 1.7% |
|  Short Term Investments | 1.3% |
|  Food Products | 1.3% |
|  Retailers (other than Food/Drug) | 1.2% |
|  Leisure | 1.2% |
|  Financial Intermediaries | 1.1% |
|  Beverage and Tobacco | 0.9% |
|  Industrial Equipment | 0.9% |
|  Building and Development (including Steel/Metals) | 0.8% |
|  Hotels/Motels/Inns and Casinos | 0.5% |
|  Insurance | 0.5% |
|  Containers and Glass Products | 0.4% |
|  Environmental Control | 0.4% |
|  Food Service | 0.3% |
|  Food/Drug Retailers | 0.3% |
|  Pharmaceuticals | 0.2% |
|  Construction | 0.2% |
|  Other Assets and Liabilities | (30.1)% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

------

**<u>COUNTRY BREAKDOWN as a % of Net Assets:</u>**

---

| | |
|:---|:---|
|  United States | 74.1% |
|  Colombia | 11.3% |
|  Mexico | 7.3% |
|  Brazil | 7.3% |
|  Argentina | 3.1% |
|  South Africa | 3.0% |
|  Peru | 2.8% |
|  India | 2.7% |
|  Canada | 2.3% |
|  Indonesia | 2.0% |
|  China | 1.4% |
|  Paraguay | 1.4% |
|  Morocco | 1.4% |
|  Costa Rica | 1.4% |
|  Ghana | 1.3% |
|  Ukraine | 1.1% |
|  Hong Kong | 1.1% |
|  Dominican Republic | 0.8% |
|  Singapore | 0.7% |
|  Chile | 0.6% |
|  Austria | 0.5% |
|  Jamaica | 0.4% |
|  Luxembourg | 0.4% |
|  Trinidad And Tobago | 0.4% |
|  United Kingdom | 0.4% |
|  Korea | 0.3% |
|  Panama | 0.2% |
|  Thailand | 0.2% |
|  Ireland | 0.2% |
|  Other Assets and Liabilities | (30.1)% |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(p) Represents less than 0.05% of net assets

------

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

------

**1. Organization** 

DoubleLine Income Solutions Fund (the "Fund") was formed as a closed-end management investment company registered under the Investment Company Act of 1940, as amended (the "1940 Act"), and originally classified as a non-diversified fund. The Fund is currently operating as a diversified fund. Currently under the 1940 Act, a diversified fund generally may not, with respect to 75% of its total assets, invest more than 5% of its total assets in the securities of any one issuer or own more than 10% of the outstanding voting securities of such issuer (except, in each case, U.S. Government securities, cash, cash items and the securities of other investment companies). The remaining 25% of a fund's total assets is not subject to this limitation. The Fund was organized as a Massachusetts business trust on January 10, 2013 and commenced operations on April 26, 2013. The Fund is listed on the New York Stock Exchange ("NYSE") under the symbol "DSL". The Fund's primary investment objective is to seek high current income and its secondary objective is to seek capital appreciation.

**2. 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:

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

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

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

Market values for domestic and foreign fixed income securities are normally determined on the basis of valuations 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.

The Board of Trustees (the "Board") has adopted a pricing and valuation policy for use by the Fund and its Valuation Designee (as defined below) in calculating the Fund's NAV. Pursuant to Rule 2a-5 under the 1940 Act, the Fund has designated DoubleLine Capital LP (the "Adviser" or "DoubleLine Capital") as its "Valuation Designee" to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by the Valuation Designee in accordance with Rule 2a-5. The Valuation Designee is authorized to make all necessary

------

determinations of the fair values of portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

The following is a summary of the fair valuations according to the inputs used to value the Fund's investments as of December 31, 2022:

---

| | |
|:---|:---|
| **Category** |  |
|  **Investments in Securities** |  |
|  Level 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | $16037697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 7762202 |
|  Total Level 1 | 23799899 |
|  Level 2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 568289061 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Corporate Bonds | 276911354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 171103008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 164865214 |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 153206578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Bonds, Foreign Agencies and Foreign Government Sponsored Corporations | 77178885 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Government and Agency Mortgage Backed Obligations | 24417246 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 9893225 |
|  Total Level 2 | 1445864571 |
|  Level 3 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | 63448030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 23503868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | 10853957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | 4589724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 1925448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 1916507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights | 156978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | 20775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes | 1 |
|  Total Level 3 | 106415289 |
|  Total | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576079759 |

---

*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<br>as of**<br> **9/30/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into**<br> **Level 3<sup>(d)</sup>** | **Transfers<br>Out of**<br> **Level 3<sup>(d)</sup>** | **Fair**<br> **Value as<br>of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
|  **Investments in Securities** |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $65017770 | $1805 | $(1728300) | $160019 | $— | $(3264) | $— | $— | $63448030 | $(1728295) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 21685397 |  | 1818471 |  |  |  |  |  | 23503868 | (2969552) |

---

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Fair Value<br>as of**<br> **9/30/2022** | **Net<br>Realized<br>Gain<br>(Loss)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<sup>(c)</sup>** | **Net Accretion<br>(Amortization)** | **Purchases<sup>(a)</sup>** | **Sales<sup>(b)</sup>** | **Transfers<br>Into**<br> **Level 3<sup>(d)</sup>** | **Transfers<br>Out of**<br> **Level 3<sup>(d)</sup>** | **Fair**<br> **Value as of<br>12/31/2022** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>on securities<br>held at<br>12/31/2022<sup>(c)</sup>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $13862107 | $— | $(3177214) | $(72) | $169136 | $— | $– $|  | $10853957 | $(3117552) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds |  | 47443 | 376270 | 1667 | 4150215 | 14129 | – |  | 4589724 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | 6311066 |  | (73660) | 9149 | 45581 |  | – | (4366688) | 1925448 | (31988) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | 1922434 | 1924 | (22075) | 20151 |  | (5927) | – |  | 1916507 | (20091) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | 126684 |  | 30294 |  |  |  | – |  | 156978 | 30294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | 27516 |  | (6741) |  |  |  | – |  | 20775 | (6741) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes | 13974408 | (5348501) | 2212384 |  |  | (10838290) | – |  | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | 1 |  |  |  |  |  | – |  | 1 |  |
|  **Total** | $122927383 | $(5297329) | $(570571) | $190914 | $4364932 | $(10833352) | $– $| (4366688) | $106415289 | $(7843925) |

---

*<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 December 31, 2022 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<br>Value as<br>of<br>12/31/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values**<br> **(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage Backed Obligations | $63448030 | Market Comparables | Market Quotes | $0.01 - $90.07 ($68.16) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $23503868 | Market Comparables | Market Quotes | $0.26 - $67.50 ($25.43) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Obligations | $10853957 | Market Comparables | Market Quotes | $32.33 - $2,428.05 ($709.02) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Corporate Bonds | $4589724 | Market Comparables | Market Quotes | $104.00 ($104.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Loan Obligations | $1925448 | Market Comparables | Market Quotes | $0.02 - $77.01 ($77.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans | $1916507 | Market Comparables | Market Quotes | $100.00 ($100.00) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | $156978 | Market Comparables | Market Quotes | $6.75 - $7.50 ($7.14) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | **Fair<br>Value as<br>of<br>12/31/2022** | **Valuation<br>Techniques** | **Unobservable<br>Input** | **Unobservable Input Values**<br> **(Weighted Average)<sup>(e)</sup>** | **Impact to valuation from an<br>increase to input** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | $20775 | Market Comparables | Market Quotes | $0.76 ($0.76) | Significant changes in the market quotes would have resulted in direct and proportional changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Escrow Notes | $1 | Intrinsic Value | Reserve Account Value | $0.00 ($0.00) | Significant changes in reserve account value have resulted in direct changes in the fair value of the security |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | $1 | Intrinsic Value | Underlying Equity Price | $0.00 ($0.00) | Significant changes in the underlying equity price would have resulted in direct 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:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1639105568.18

**Total Liabilities:** $427823787.31

**Net Assets:** $1211281780.87

**Cash Not Reported:** $440706.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 2538.000000000000 | **5-Year:** 11006.000000000000 | **10-Year:** 30165.000000000000 | **30-Year:** 86043.000000000000

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

- **3-Month:** 266.000000000000 | **1-Year:** 62472.000000000000 | **5-Year:** 239085.000000000000 | **10-Year:** 125342.000000000000 | **30-Year:** 136319.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.87%                | 8.08%                | -4.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24234579.06            | $-10577648.05                              |
| Month 2  | $-51593254.03            | $83075728.59                               |
| Month 3  | $-8563219.56             | $11196042.98                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARNIVAL CORP                                    | Carnival Corp                                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $4607315.38   | 0.38%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                             | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   8280000 | PA      | $3296475.00   | 0.27%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                               | Aaset 2019-2 Trust                                                 | CUSIP: 00038RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965383 | PA      | $312130.41    | 0.03%             | 2039-10-16      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| ALPHA HOLDING SA                                 | Alpha Holding SA de CV                                             | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    376662 | PA      | $0.00         | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  3 | On Loan: No      |
| AIR METHODS CORP                                 | Air Methods Corp                                                   | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |  15310000 | PA      | $834930.85    | 0.07%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                             | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $1524160.00   | 0.13%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                           | Air Canada 2020-1 Class C Pass Through Trust                       | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10201318.00  | 0.84%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                    | Alen 2021-ACEN Mortgage Trust                                      | CUSIP: 01449NAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $8677177.60   | 0.72%             | 2034-04-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Structured Trust 2019-1                        | CUSIP: 14855MAC2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1483101 | PA      | $866016.81    | 0.07%             | 2039-04-15      | Fixed         | 6.90%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Structured                   | Castlelake Aircraft Securitization Trust 2018-1                    | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430086 | PA      | $226064.35    | 0.02%             | 2043-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | Alibaba Group Holding Ltd                                          | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |   2800000 | PA      | $1749492.19   | 0.14%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | Alibaba Group Holding Ltd                                          | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |   1500000 | PA      | $903545.45    | 0.07%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp        | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3288005.50   | 0.27%             | 2027-07-15      | Fixed         | 9.75%                 | 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        |   1000000 | PA      | $936091.00    | 0.08%             | 2028-01-18      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                             | ATD New Holdings Inc                                               | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |     51725 | NS      | $3491437.50   | 0.29%             | 2031-01-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: —       |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                          | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2489461.89   | 0.21%             | 2032-01-24      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings Clo Ltd 2015-II                                            | CUSIP: 06759GAA2<br>LEI: 549300Y5E22C3P2S6J52 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $1897763.18   | 0.16%             | 2030-10-20      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2019-II                                            | CUSIP: 06761JAE4<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4318186.50   | 0.36%             | 2036-04-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2020-I                                             | CUSIP: 06762MAE6<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $883315.50    | 0.07%             | 2036-10-15      | Floating      | 10.73%                | 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      | $671794.99    | 0.06%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                      | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   6740765 | PA      | $185168.81    | 0.02%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                      | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $1.43         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2015-CCRE26 Mortgage Trust                                    | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18438000 | PA      | $535894.94    | 0.04%             | 2048-10-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP/FINANC                         | CSI Compressco LP / CSI Compressco Finance Inc                     | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10160000 | PA      | $9515651.99   | 0.79%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CVR PARTNERS/CVR NITROGE                         | CVR Partners LP / CVR Nitrogen Finance Corp                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7695000 | PA      | $6913250.87   | 0.57%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                             | CWT Travel Group Inc                                               | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1701633 | PA      | $1446558.21   | 0.12%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Calfrac Well Services Ltd                        | Calfrac Well Services Ltd                                          | CUSIP: 129584405<br>LEI: 54930072S07WJGD7TA28 | Long             | EC               | CORP              | CA        |    288460 | NS      | $1300377.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CALFRAC HOLDINGS LP                              | Calfrac Holdings LP                                                | CUSIP: 12958RAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1958000 | PA      | $1784687.63   | 0.15%             | 2026-03-15      | Fixed         | 10.88%                | 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      | $1962528.50   | 0.16%             | 2031-07-15      | Floating      | 9.83%                 | 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      | $5557213.48   | 0.46%             | 2030-07-15      | Floating      | 10.33%                | 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      | $5068120.20   | 0.42%             | 2034-04-15      | Floating      | 10.78%                | 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      | $1953594.50   | 0.16%             | 2031-07-15      | Floating      | 9.83%                 | 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      | $854286.30    | 0.07%             | 2034-04-15      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                  | CUSIP: 3136A6MR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6182164 | PA      | $570367.08    | 0.05%             | 2042-06-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                  | CUSIP: 3136B5XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10812367 | PA      | $861255.81    | 0.07%             | 2049-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                  | CUSIP: 3136BFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45018412 | PA      | $436575.05    | 0.04%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                   | Freddie Mac Multiclass Certificates Series 2021-P009               | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  54285917 | PA      | $2884297.65   | 0.24%             | 2031-01-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                  | CUSIP: 31396KD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2542351 | PA      | $175899.95    | 0.01%             | 2036-09-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                  | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8697956 | PA      | $778838.50    | 0.06%             | 2040-11-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                 | CUSIP: 31398WLN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5168133 | PA      | $376614.26    | 0.03%             | 2040-02-15      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                         | Ferrellgas LP / Ferrellgas Finance Corp                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8335000 | PA      | $6865706.20   | 0.57%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                    | Fidelity Government Portfolio                                      | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15155458 | NS      | $15155457.58  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FRIGORIFICO CONCEPCION                           | Frigorifico Concepcion SA                                          | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |  17011000 | PA      | $13758411.75  | 1.14%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                             | Frontera Energy Corp                                               | CUSIP: 35905BAC1<br>LEI: A25574TZFLBNK7NWQT47 | Long             | DBT              | CORP              | CO        |   6139000 | PA      | $5107151.05   | 0.42%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                          | Realogy Group LLC / Realogy Co-Issuer Corp                         | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $3826334.50   | 0.32%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                | Rent-A-Center Inc/TX                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3172122.13   | 0.26%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| RR 2 LTD                                         | RR 2 Ltd                                                           | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2623262.10   | 0.22%             | 2036-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                         | SEG Holding LLC / SEG Finance Corp                                 | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4220000 | PA      | $3979544.40   | 0.33%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                    | SCC Power PLC                                                      | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | AR        |  12232745 | PA      | $4354857.16   | 0.36%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                    | SCC Power PLC                                                      | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | AR        |   6626069 | PA      | $263922.49    | 0.02%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                   | Castlelake Aircraft Structured Trust 2021-1                        | CUSIP: 14856GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1836539 | PA      | $1277454.42   | 0.11%             | 2046-01-15      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2014-GC25                      | CUSIP: 17322YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30514202 | PA      | $518662.10    | 0.04%             | 2047-10-10      | Variable      | 1.20%                 | 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      | $3761700.95   | 0.31%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| COBRA ACQUISITIONCO LLC                          | Cobra AcquisitionCo LLC                                            | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4665000 | PA      | $2758414.50   | 0.23%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                             | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  16000000 | PA      | $10944894.24  | 0.90%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6300000 | PA      | $4314465.86   | 0.36%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                             | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12000000 | PA      | $7222067.64   | 0.60%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                             | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $314412.18    | 0.03%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC                          | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2600694.66   | 0.21%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION MERGER SUB                         | Constellation Merger Sub Inc                                       | CUSIP: 210374AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3374481.95   | 0.28%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                           | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1807714.00   | 0.15%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CREDITO REAL SAB DE CV                           | Credito Real SAB de CV SOFOM ER                                    | CUSIP: 22548WAB8<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |   9150000 | PA      | $71004.00     | 0.01%             | 2027-11-29      | None          | 9.12%                 | 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        |  25320500 | PA      | $22805085.57  | 1.88%             | 2039-02-15      | Floating      | 14.84%                | No            |                  3 | 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      | $1335428.71   | 0.11%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CREDIVALORES SA                                  | Credivalores-Crediservicios SAS                                    | CUSIP: 22555LAB2<br>LEI: 5493006CA2D46CDZR616 | Long             | DBT              | CORP              | CO        |  12550000 | PA      | $2983306.94   | 0.25%             | 2025-02-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                                | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4875000 | PA      | $2899152.26   | 0.24%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                          | Dealer Tire LLC / DT Issuer LLC                                    | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6120000 | PA      | $5394494.87   | 0.45%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                         | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |  16748352 | PA      | $4566011.42   | 0.38%             | 2025-04-01      | Fixed         | 8.00%                 | 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      | $1405522.60   | 0.12%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SWF ESCROW ISSUER CORP                           | SWF Escrow Issuer Corp                                             | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8340000 | PA      | $4843455.00   | 0.40%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                         | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   4184086 | PA      | $402718.28    | 0.03%             | 2023-01-13      | Fixed         | 7.00%                 | 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        |   6273000 | PA      | $5495392.02   | 0.45%             | 2048-02-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                     | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199575.39    | 0.02%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                     | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $6382667.85   | 0.53%             | 2025-09-01      | Fixed         | 7.38%                 | 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        |   2534463 | PA      | $981757.35    | 0.08%             | 2047-04-10      | Variable      | 4.50%                 | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp II                                     | CUSIP: 36266CAQ9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7173820.80   | 0.59%             | 2036-11-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                         | Sappi Papier Holding GmbH                                          | CUSIP: 803070AB7<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | ZA        |  21008000 | PA      | $19064760.00  | 1.57%             | 2032-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                     | Seaspan Corp                                                       | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1330000 | PA      | $1009642.90   | 0.08%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp II                                     | CUSIP: 36266CAS5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   7896000 | PA      | $6974979.77   | 0.58%             | 2026-11-15      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy Xxiv Clo Ltd                                                | CUSIP: 36321CAA7<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1061883.88   | 0.09%             | 2031-01-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                           | SierraCol Energy Andina LLC                                        | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   5400000 | PA      | $4244694.30   | 0.35%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2018-A LLC                          | CUSIP: 83406E105<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $897211.55    | 0.07%             | 2042-02-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                             | Garda World Security Corp                                          | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   4205000 | PA      | $3422232.52   | 0.28%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38377YBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9552907 | PA      | $861326.38    | 0.07%             | 2041-05-16      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                   | Sofi Professional Loan Program 2018-A LLC                          | CUSIP: 83406E303<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     14827 | PA      | $266059.11    | 0.02%             | 2042-02-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVII Ltd                                          | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $406675.85    | 0.03%             | 2034-10-25      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38379PD95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27978888 | PA      | $2052995.65   | 0.17%             | 2045-05-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38381AEP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4106479 | PA      | $391202.06    | 0.03%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24807599 | PA      | $1557490.54   | 0.13%             | 2044-07-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13500443 | PA      | $1030436.13   | 0.09%             | 2045-07-16      | Floating      | 1.27%                 | 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      | $1902728.40   | 0.16%             | 2034-07-15      | Floating      | 10.55%                | 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      | $1621752.00   | 0.13%             | 2034-10-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4554513 | PA      | $67164.95     | 0.01%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16911861 | PA      | $1793477.46   | 0.15%             | 2050-10-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond             | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  13000000 | PA      | $9600097.00   | 0.79%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                       | Start II LTD                                                       | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1721446 | PA      | $749937.66    | 0.06%             | 2044-03-15      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6395904 | PA      | $674237.65    | 0.06%             | 2050-12-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20982149 | PA      | $229360.07    | 0.02%             | 2051-07-20      | Floating      | 0.00%                 | 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      | $5935126.50   | 0.49%             | 2030-01-15      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Summit Issuer, LLC                               | Summit Issuer LLC                                                  | CUSIP: 86613XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $3712970.88   | 0.31%             | 2050-12-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | HPS Loan Management 13-2018 Ltd                                    | CUSIP: 40437MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1263957.45   | 0.10%             | 2030-10-15      | Floating      | 9.58%                 | 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        |   1139351 | PA      | $272254.26    | 0.02%             | 2025-04-28      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Partners LP                     | Summit Midstream Partners LP                                       | CUSIP: 866142409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33058 | NS      | $551407.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC HOLDINGS INC                                 | TKC Holdings Inc                                                   | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $2976962.35   | 0.25%             | 2029-05-15      | Fixed         | 10.50%                | 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        |   1271031 | PA      | $254.21       | 0.00%             | 2025-04-28      | Floating      | 10.12%                | No            |                  3 | On Loan: No      |
| HIGHTOWER HOLDING LLC                            | Hightower Holding LLC                                              | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1113753.38   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                           | TMS International Corp/DE                                          | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1385170.65   | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                     | GAIA Aviation Ltd                                                  | CUSIP: 87404LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2624853 | PA      | $1286857.57   | 0.11%             | 2044-12-15      | Variable      | 7.00%                 | No            |                  3 | On Loan: No      |
| Horizon Aircraft Finance I Lim                   | Horizon Aircraft Finance I Ltd                                     | CUSIP: 440405AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033513 | PA      | $502552.72    | 0.04%             | 2038-12-15      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| IRB HOLDING CORP                                 | IRB Holding Corp                                                   | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3996200.00   | 0.33%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                         | Triton Water Holdings Inc                                          | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4073440.60   | 0.34%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                | Triumph Group Inc                                                  | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $8760307.60   | 0.72%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| TULLOW OIL PLC                                   | Tullow Oil PLC                                                     | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GH        |  20000000 | PA      | $16076400.00  | 1.33%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C6                              | CUSIP: 90276UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7458000 | PA      | $4792060.34   | 0.40%             | 2050-12-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                 | Alpha Holding SA de CV                                             | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  12208365 | PA      | $0.12         | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  3 | On Loan: No      |
| ALPHA HOLDING SA ESCROW                          | ALPHA HOLDING SA ESCROW                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  15700000 | PA      | $0.16         | 0.00%             | 2024-12-19      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                              | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3453795.46   | 0.29%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                              | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5540083.25   | 0.46%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                          | ASP Unifrax Holdings Inc                                           | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $2568168.00   | 0.21%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                       | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4839509.68   | 0.40%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                   | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |  13000000 | PA      | $8441228.25   | 0.70%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XXIV CLO Ltd                                               | CUSIP: 92330RAA6<br>LEI: 549300EDZDHKTKE7JV77 | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $6014054.88   | 0.50%             | 2028-10-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XXVI CLO Ltd                                               | CUSIP: 92331HAA7<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3552817.50   | 0.29%             | 2029-01-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3164627.58   | 0.26%             | 2025-05-15      | Fixed         | 13.00%                | 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      | $1182830.25   | 0.10%             | 2030-04-17      | Floating      | 10.18%                | 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      | $757285.90    | 0.06%             | 2031-07-15      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA ESCROW                          | ALPHA HOLDING SA ESCROW                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  15700000 | PA      | $0.16         | 0.00%             | 2024-12-19      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| ALPHA HOLDING SA ESCROW                          | ALPHA HOLDING SA ESCROW                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  19250000 | PA      | $0.19         | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| ALPHA HOLDING SA ESCROW                          | ALPHA HOLDING SA ESCROW                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  19250000 | PA      | $0.19         | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| AMS-OSRAM AG                                     | ams-OSRAM AG                                                       | CUSIP: 03217CAA4<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   6000000 | PA      | $5655630.00   | 0.47%             | 2025-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Apidos CLO                                       | Apidos CLO XXIV                                                    | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2524487.70   | 0.21%             | 2030-10-20      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                     | Arconic Corp                                                       | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1593274.66   | 0.13%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                | Atrium XV                                                          | CUSIP: 04965EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2277635.75   | 0.19%             | 2031-01-23      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                         | BCPE Empire Holdings Inc                                           | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $4683226.45   | 0.39%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus                   | BSREP Commercial Mortgage Trust 2021-DC                            | CUSIP: 05591UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7130000 | PA      | $5762465.29   | 0.48%             | 2038-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2017-2 Ltd                                 | CUSIP: 05682TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2580228.90   | 0.21%             | 2034-07-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                           | Banco GNB Sudameris SA                                             | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |  16800000 | PA      | $12222242.76  | 1.01%             | 2031-04-16      | Variable      | 7.50%                 | 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      | $1254967.05   | 0.10%             | 2030-10-15      | Floating      | 9.90%                 | 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      | $4737320.01   | 0.39%             | 2036-03-15      | Floating      | 10.32%                | 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      | $1366388.57   | 0.11%             | 2053-07-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                      | BlackRock Liquidity FedFund                                        | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  15155390 | NS      | $15155389.93  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT CO INC                              | Boxer Parent Co Inc                                                | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730568.65    | 0.06%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |  17700000 | PA      | $12668127.89  | 1.05%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                            | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  32000000 | PA      | $22522105.92  | 1.86%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Buttermilk Park CLO Ltd                          | Buttermilk Park CLO Ltd                                            | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $5269427.15   | 0.44%             | 2031-10-15      | Floating      | 9.83%                 | 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      | $694202.82    | 0.06%             | 2052-11-15      | Variable      | 1.28%                 | 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      | $644786.91    | 0.05%             | 2052-11-15      | Variable      | 1.01%                 | 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      | $1407470.40   | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | 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      | $629132.78    | 0.05%             | 2030-07-16      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Carbon Capital VI Commercial M                   | Carbon Capital VI Commercial Mortgage 2019-FL2 Trust               | CUSIP: 140817AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8095225 | PA      | $7659416.30   | 0.63%             | 2035-10-15      | Floating      | 7.17%                 | 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      | $1596852.80   | 0.13%             | 2030-10-15      | Floating      | 9.58%                 | 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      | $2548531.80   | 0.21%             | 2031-04-20      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | CARLYLE US CLO 2021-1 LTD                                          | CUSIP: 14317LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1308692.85   | 0.11%             | 2034-04-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6161265.75   | 0.51%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Chenango Park CLO, Ltd.                          | Chenango Park CLO Ltd                                              | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1207808.85   | 0.10%             | 2030-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2015-GC27                      | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4484000 | PA      | $3931439.37   | 0.32%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                | Clarios Global LP                                                  | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1140284.37   | 0.09%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2528000.00   | 0.21%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CFG INVESTMENT SAC                               | CFG Investment SAC                                                 | CUSIP: ZN2247163<br>LEI: 254900QN1Q58NWF36I68 | Long             | DBT              | CORP              | PE        |   6547775 | PA      | $4714398.00   | 0.39%             | 2032-11-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                    | Mexarrend SAPI de CV                                               | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |  17360000 | PA      | $4017956.20   | 0.33%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 55 CLO Ltd                                                  | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1925193.50   | 0.16%             | 2031-04-15      | Floating      | 11.28%                | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 37 Senior Loan Fund                                         | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2401063.20   | 0.20%             | 2031-01-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 68 CLO Ltd                                                  | CUSIP: 26252RAE0<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $2744275.95   | 0.23%             | 2035-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                       | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6500000 | PA      | $4539817.62   | 0.37%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                       | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  25000000 | PA      | $16849806.25  | 1.39%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                      | Embarq Corp                                                        | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15745000 | PA      | $7356142.73   | 0.61%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                           | Endo Luxembourg Finance Co I Sarl / Endo US Inc                    | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2342258.63   | 0.19%             | 2029-04-01      | None          | 6.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2016-KF16 Mortgage Trust                                     | CUSIP: 30289BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1984389 | PA      | $1956036.33   | 0.16%             | 2026-03-25      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2016-KF23 Mortgage Trust                                     | CUSIP: 30295PAG0<br>LEI: 549300WB8R5XVYIY6P09 | Long             | ABS-MBS          | CORP              | US        |   3358354 | PA      | $3331710.93   | 0.28%             | 2023-09-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2017-KF27 Mortgage Trust                                     | CUSIP: 30301BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2033929 | PA      | $1984597.71   | 0.16%             | 2026-12-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2018-KF56 Mortgage Trust                                     | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8867118 | PA      | $8137934.72   | 0.67%             | 2028-11-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2019-KF71 Mortgage Trust                                     | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18028637 | PA      | $17015966.94  | 1.40%             | 2029-10-25      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                 | CUSIP: 3137A4MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1566652 | PA      | $25757.01     | 0.00%             | 2040-11-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                 | CUSIP: 3137AKLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11262638 | PA      | $1246537.48   | 0.10%             | 2042-01-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                 | CUSIP: 3137H1PV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25522441 | PA      | $246761.17    | 0.02%             | 2044-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1279808.75   | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                           | Full House Resorts Inc                                             | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2885752.80   | 0.24%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GTT COMMUNICATIONS INC                           | GTT Communications Inc                                             | CUSIP: 362393AA8<br>LEI: 549300ETSL7K1ZX05H30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $230180.00    | 0.02%             | 2024-12-31      | None          | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19767690 | PA      | $2600763.86   | 0.21%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  48843031 | PA      | $1466013.82   | 0.12%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                   | Government National Mortgage Association                           | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37301039 | PA      | $1428115.04   | 0.12%             | 2051-06-20      | 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        |  42596710 | PA      | $853753.08    | 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        |  62768894 | PA      | $582087.33    | 0.05%             | 2051-06-20      | 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        |  36349493 | PA      | $233418.27    | 0.02%             | 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        |  46830362 | PA      | $992499.28    | 0.08%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                           | Gran Tierra Energy Inc                                             | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |  16000000 | PA      | $12986184.96  | 1.07%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                 | Great Wolf Trust 2019-WOLF                                         | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9398838.00   | 0.78%             | 2036-12-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                   | GoTo Group Inc                                                     | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $1499537.34   | 0.12%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVII Ltd                                    | CUSIP: 55817FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1829493.20   | 0.15%             | 2033-07-15      | Floating      | 10.23%                | 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      | $9544058.70   | 0.79%             | 2030-10-22      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XVIII Ltd                                     | CUSIP: 55819CAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7100000 | PA      | $6390263.41   | 0.53%             | 2030-10-21      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXVI Ltd                                      | CUSIP: 55820AAA7<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $460677.95    | 0.04%             | 2030-07-29      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                            | WASH Multifamily Acquisition Inc                                   | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $4911724.28   | 0.41%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                             | Weatherford International Ltd                                      | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36855.87     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIV Ltd                                     | CUSIP: 55820HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $924198.80    | 0.08%             | 2032-04-25      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXV Ltd                                       | CUSIP: 55820MAA1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2730439.80   | 0.23%             | 2029-04-25      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LII Ltd                                       | CUSIP: 55822CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2402401.65   | 0.20%             | 2035-01-22      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXII Ltd                                                 | CUSIP: 55954DAE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2307988.75   | 0.19%             | 2031-04-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XXVI Ltd                                                 | CUSIP: 55955CAE2<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $445955.20    | 0.04%             | 2034-07-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                         | H-Food Holdings LLC / Hearthside Finance Co Inc                    | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3615000 | PA      | $2102411.70   | 0.17%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4293358.50   | 0.35%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MED Trust                                        | Med Trust 2021-MDLN                                                | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $13625344.50  | 1.12%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                             | Metis Merger Sub LLC                                               | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3237013.93   | 0.27%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-ASHF                           | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11453000 | PA      | $10156566.21  | 0.84%             | 2034-11-15      | Floating      | 11.34%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2019-PLND                           | CUSIP: 61691XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3357000 | PA      | $2267551.11   | 0.19%             | 2036-05-15      | Floating      | 7.12%                 | 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      | $8524960.60   | 0.70%             | 2036-05-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                                         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  15155769 | NS      | $15155769.24  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2016-UB11                           | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30778318 | PA      | $1252400.55   | 0.10%             | 2049-08-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                         | Moss Creek Resources Holdings Inc                                  | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $4899643.00   | 0.40%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                         | NGL Energy Partners LP / NGL Energy Finance Corp                   | CUSIP: 62913TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $992653.81    | 0.08%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NGL ENRGY OP/FIN CORP                            | NGL Energy Operating LLC / NGL Energy Finance Corp                 | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11420000 | PA      | $10188025.25  | 0.84%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                   | Natixis Commercial Mortgage Securities Trust 2022-JERI             | CUSIP: 63875LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4647520.00   | 0.38%             | 2039-01-15      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XVI-S Ltd                                     | CUSIP: 64131RAJ7<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1709217.80   | 0.14%             | 2034-04-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 31 Ltd                          | CUSIP: 64131XAL9<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $917607.00    | 0.08%             | 2031-04-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 32 Ltd                          | CUSIP: 64132EAL0<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1580018.48   | 0.13%             | 2032-01-20      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 33 Ltd                          | CUSIP: 64132WAL0<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2036539.58   | 0.17%             | 2033-10-16      | Floating      | 10.33%                | 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      | $1660541.40   | 0.14%             | 2030-07-25      | Floating      | 10.66%                | 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      | $1562749.80   | 0.13%             | 2030-07-15      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42                   | Octagon Investment Partners 42 Ltd                                 | CUSIP: 67576RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1751668.00   | 0.14%             | 2034-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XX                   | OCTAGON INVESTMENT PARTNERS 20-R LTD                               | CUSIP: 67576VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $858109.50    | 0.07%             | 2031-05-12      | Floating      | 11.45%                | 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      | $455039.30    | 0.04%             | 2034-10-15      | Floating      | 7.33%                 | 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      | $830453.80    | 0.07%             | 2036-07-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XI                   | Octagon Investment Partners XIV Ltd                                | CUSIP: 67590ABK7<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4193888.00   | 0.35%             | 2029-07-15      | Floating      | 11.23%                | 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      | $7008543.50   | 0.58%             | 2030-07-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                      | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2542706.60   | 0.21%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    820000 | PA      | $788916.44    | 0.07%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2014-LC16                    | CUSIP: 94988XAA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   4870000 | PA      | $94596.83     | 0.01%             | 2050-08-15      | Variable      | 1.58%                 | 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      | $6117520.35   | 0.51%             | 2048-06-15      | Variable      | 4.22%                 | No            |                  3 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                  | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4247000 | PA      | $3562601.94   | 0.29%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                          | Instituto Costarricense de Electricidad                            | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |   4445000 | PA      | $3535380.67   | 0.29%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2015-C29                     | CUSIP: 94989KAJ2<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |  38738262 | PA      | $10546917.93  | 0.87%             | 2048-06-15      | Variable      | 4.22%                 | No            |                  3 | 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      | $1204167.55   | 0.10%             | 2049-10-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2017-RC1                     | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1592897.68   | 0.13%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                   | WFRBS Commercial Mortgage Trust 2014-LC14                          | CUSIP: 96221TAN7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  78812214 | PA      | $1410604.65   | 0.12%             | 2047-03-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                   | Wheel Pros Inc                                                     | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $528950.00    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | 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      | $4063471.00   | 0.34%             | 2036-04-18      | Floating      | 11.25%                | 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      | $2574594.30   | 0.21%             | 2035-04-15      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| XHR LP                                           | XHR LP                                                             | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   6210000 | PA      | $5980494.73   | 0.49%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                             | CUSIP: 984245AS9<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    850000 | PA      | $640224.45    | 0.05%             | 2029-06-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                         | YPF Energia Electrica SA                                           | CUSIP: 98424MAA1<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   8000000 | PA      | $6955570.96   | 0.57%             | 2026-07-25      | Fixed         | 10.00%                | 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      | $4889130.48   | 0.40%             |  |  |  | No            |                  3 | 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      | $387345.12    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| RIVERBED PREFERRED EQUITY                        | RIVERBED PREFERRED EQUITY                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     27516 | NS      | $20774.58     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UPL CORP LTD                                     | UPL Corp Ltd                                                       | CUSIP: BG0914880<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | IN        |  13483000 | PA      | $9438100.00   | 0.78%             | 2025-02-27      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                       | CUSIP: ZQ7299634<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | CN        |  12000000 | PA      | $1173480.00   | 0.10%             | 2025-05-27      | None          | 8.30%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                         | Agile Group Holdings Ltd                                           | CUSIP: ZQ6605609<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | CN        |  10600000 | PA      | $2684654.37   | 0.22%             | 2025-05-25      | Variable      | 7.75%                 | 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      | $4853386.90   | 0.40%             | 2030-07-19      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                   | Octagon Investment Partners XXI Ltd                                | CUSIP: 67590UAQ1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2222242.25   | 0.18%             | 2031-02-14      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 E LTD                         | RKPF Overseas 2019 E Ltd                                           | CUSIP: ZQ5596494<br>LEI: 254900XA3OBXDNCGJ520 | Long             | DBT              | CORP              | HK        |   5000000 | PA      | $2356466.40   | 0.19%             | 2024-11-18      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                      | CUSIP: ZP3873871<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | CN        |   5950000 | PA      | $1730430.88   | 0.14%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29                   | Octagon Investment Partners 29 Ltd                                 | CUSIP: 67591KAE9<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2657974.20   | 0.22%             | 2033-01-24      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 30                   | Octagon Investment Partners 30 Ltd                                 | CUSIP: 675921AA8<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3118399.20   | 0.26%             | 2030-03-17      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                   | Ronshine China Holdings Ltd                                        | CUSIP: BK7099983<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | CN        |   2650000 | PA      | $224059.96    | 0.02%             | 2024-08-05      | None          | 6.75%                 | No            |                  2 | On Loan: No      |
| GAJAH TUNGGAL TB                                 | Gajah Tunggal Tbk PT                                               | CUSIP: BQ1013425<br>LEI: 254900M8F4RQGA263684 | Long             | DBT              | CORP              | ID        |   3200000 | PA      | $2464000.00   | 0.20%             | 2026-06-23      | Fixed         | 8.95%                 | 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      | $418278.40    | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | 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      | $7205761.50   | 0.59%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                          | Central China Real Estate Ltd                                      | CUSIP: BK8253878<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | CN        |  13700000 | PA      | $3909987.12   | 0.32%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                          | Tongyang Life Insurance Co Ltd                                     | CUSIP: ZO4916367<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |   4600000 | PA      | $3703000.00   | 0.31%             | 2025-09-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                         | PECF USS Intermediate Holding III Corp                             | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $2330544.20   | 0.19%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                | Vibrantz Technologies Inc                                          | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1595076.93   | 0.13%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ABM INVESTAMA TBK PT                             | ABM Investama Tbk PT                                               | CUSIP: 69379AAB1<br>LEI: 254900NA4NGP8BT2KH46 | Long             | DBT              | CORP              | ID        |  10404000 | PA      | $9289921.58   | 0.77%             | 2026-08-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2020-2                              | CUSIP: 69546JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314046 | PA      | $310924.84    | 0.03%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                   | Ronshine China Holdings Ltd                                        | CUSIP: BJ9421014<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | CN        |  19350000 | PA      | $1369012.50   | 0.11%             | 2023-12-15      | None          | 7.35%                 | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                            | Theta Capital Pte Ltd                                              | CUSIP: QZ9785200<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | ID        |  10700000 | PA      | $6957140.00   | 0.57%             | 2026-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ESC CB144A INTELSAT JA 10/24 8.5                 | ESC CB144A INTELSAT JA 10/24 8.5                                   | CUSIP: 458ESCAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3300000 | PA      | $0.03         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| ESC CB144A INTELSAT JA 07/25 9.75                | ESC CB144A INTELSAT JA 07/25 9.75                                  | CUSIP: 458ESCAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7715000 | PA      | $0.08         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | 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      | $1728721.50   | 0.14%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Pagaya AI Debt Selection Trust                   | Pagaya AI Debt Selection Trust 2020-3                              | CUSIP: 69546TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3043056.10   | 0.25%             | 2027-05-17      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                 | Pampa Energia SA                                                   | CUSIP: 697660AB4<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $735837.20    | 0.06%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                               | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4500000 | PA      | $2917732.19   | 0.24%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | Aris Mining Corp                                                   | CUSIP: BQ8778152<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |   2500000 | PA      | $1963775.00   | 0.16%             | 2026-08-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                             | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |  18750000 | PA      | $14289000.00  | 1.18%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                          | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6301903.86   | 0.52%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| PAR PETRO LLC / FIN CORP                         | Par Petroleum LLC / Par Petroleum Finance Corp                     | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7455000 | PA      | $7191726.68   | 0.59%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                          | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA    | CUSIP: BN0026623<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |  10500000 | PA      | $7365318.35   | 0.61%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORESIGHT EQUITY                                 | FORESIGHT EQUITY                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    283355 | NS      | $3388929.10   | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| INTERPIPE HOLDINGS PLC                           | Interpipe Holdings PLC                                             | CUSIP: 460606AA4<br>LEI: 2221001V14OZZ8CANJ37 | Long             | DBT              | CORP              | UA        |   5600000 | PA      | $2298912.00   | 0.19%             | 2026-05-13      | Fixed         | 8.38%                 | 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        |  44234657 | PA      | $312221.48    | 0.03%             | 2046-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                        | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |  28100000 | PA      | $21582676.80  | 1.78%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17200000 | PA      | $10690744.28  | 0.88%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Weatherford International PLC                    | Weatherford International PLC                                      | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | US        |     97836 | NS      | $4981809.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C19                | CUSIP: 46641WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14113175 | PA      | $11561884.14  | 0.95%             | 2047-04-15      | Variable      | 4.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C19                | CUSIP: 46641WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7840900 | PA      | $5256660.11   | 0.43%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10200000 | PA      | $6530893.74   | 0.54%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                     | Point Au Roche Park CLO Ltd                                        | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $431430.50    | 0.04%             | 2034-07-20      | Floating      | 10.34%                | 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        |  20869710 | PA      | $1736785.58   | 0.14%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | 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        |  33206911 | PA      | $312593.26    | 0.03%             | 2047-08-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                              | Artera Services LLC                                                | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $6823427.25   | 0.56%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2168622.00   | 0.18%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                   | JPMBB Commercial Mortgage Securities Trust 2014-C26                | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1292518.08   | 0.11%             | 2048-01-15      | Variable      | 3.87%                 | 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      | $635443.66    | 0.05%             | 2048-02-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| KAWASAN INDUSTRI JABABEK                         | Kawasan Industri Jababeka Tbk PT                                   | CUSIP: 74390MAA2<br>LEI: 254900JFBW45600V8I61 | Long             | SN               | CORP              | ID        |   9652300 | PA      | $5936164.50   | 0.49%             | 2027-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                             | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   9880000 | PA      | $5561786.93   | 0.46%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp       | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515862.50   | 0.13%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                         | Telesat Canada / Telesat LLC                                       | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7900000 | PA      | $3644055.04   | 0.30%             | 2026-12-06      | Fixed         | 5.62%                 | 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      | $3235031.75   | 0.27%             | 2048-02-15      | Variable      | 2.81%                 | No            |                  3 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                         | Kronos Acquisition Holdings Inc / KIK Custom Products Inc          | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2141750.00   | 0.18%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| 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      | $1620637.80   | 0.13%             | 2030-10-18      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | THL Credit Wind River 2014-2 CLO Ltd                               | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $2791825.75   | 0.23%             | 2031-01-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XIV LP                                                         | CUSIP: 50184WAD4<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $2531684.05   | 0.21%             | 2031-07-20      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XVII LP                                                        | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3773270.50   | 0.31%             | 2031-10-15      | Floating      | 10.08%                | 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      | $1565581.40   | 0.13%             | 2031-10-22      | Floating      | 10.54%                | 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      | $816693.30    | 0.07%             | 2030-07-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 26 Ltd                                                         | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $4953505.70   | 0.41%             | 2031-01-20      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 28 Ltd                                                         | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1543487.20   | 0.13%             | 2030-10-20      | Floating      | 9.99%                 | 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      | $797994.10    | 0.07%             | 2030-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                             | Townsquare Media Inc                                               | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $5310290.21   | 0.44%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                         | LSF9 Atlantis Holdings LLC / Victra Finance Corp                   | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6330000 | PA      | $5610342.30   | 0.46%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                              | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1000716.62   | 0.08%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1113604.05   | 0.09%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                         | Trident TPI Holdings Inc                                           | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2872084.17   | 0.24%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Receivables Trust                    | LendingClub Receivables Trust                                      | CUSIP: 52606HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1893530 | PA      | $1890182.05   | 0.16%             | 2046-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1507946.59   | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNIFIN FINANCIERA SA DE                          | Unifin Financiera SAB de CV                                        | CUSIP: 90470TAC2<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |  11000000 | PA      | $85800.00     | 0.01%             | 2025-01-29      | None          | 8.88%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                      | Unisys Corp                                                        | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1923250.00   | 0.16%             | 2027-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CFG INVESTMENT SAC-HOLDCO                        | CFG INVESTMENT SAC-HOLDCO                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PE        |    212801 | NS      | $4788022.50   | 0.40%             |  |  |  | No            |                  3 | 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      | $2068969.67   | 0.17%             | 2050-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   8000000 | PA      | $5082237.28   | 0.42%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                           | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   9485000 | PA      | $9128648.55   | 0.75%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MODIVCARE INC                                    | ModivCare Inc                                                      | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1302753.80   | 0.11%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PYXUS HOLDINGS                                   | Pyxus Holdings Inc                                                 | CUSIP: 747328AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13815470 | PA      | $10948759.98  | 0.90%             | 2024-08-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                             | Tencent Holdings Ltd                                               | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   4200000 | PA      | $2663061.83   | 0.22%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                         | Team Health Holdings Inc                                           | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   8145000 | PA      | $4706343.90   | 0.39%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1535840.55   | 0.13%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XXVII CLO Ltd                                              | CUSIP: 92331TAA1<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $2953437.60   | 0.24%             | 2030-07-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| TERVITA CORP                                     | Tervita Corp                                                       | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3021000 | PA      | $3263657.54   | 0.27%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                             | Thaioil Treasury Center Co Ltd                                     | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   4229000 | PA      | $2632593.14   | 0.22%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Voya CLO Ltd                                     | Voya CLO 2018-2 Ltd                                                | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $800797.40    | 0.07%             | 2031-07-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2014-LC16                    | CUSIP: 94988XAE6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   4870000 | PA      | $349422.50    | 0.03%             | 2050-08-15      | Fixed         | 3.25%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                              | CUSIP: BK6339091<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  17600000 | PA      | $3330676.80   | 0.27%             | 2035-03-15      | None          | 7.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                   | CUSIP: ZS1689414<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |  20000000 | PA      | $12986505.00  | 1.07%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2014-LC16                    | CUSIP: 94988XBB1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   6362564 | PA      | $119978.23    | 0.01%             | 2050-08-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CFG NEW MONEY NT                                 | CFG NEW MONEY NT                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PE        |   4413196 | PA      | $4589724.26   | 0.38%             | 2033-05-08      | Variable      | 13.98%                | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings SA                     | Intelsat Jackson Holdings SA                                       | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | US        |     11016 | NS      | $82620.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings SA                     | Intelsat Jackson Holdings SA                                       | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | US        |     11016 | NS      | $74358.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT EMERGENCE SA                            | INTELSAT EMERGENCE SA                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    105190 | NS      | $2524560.00   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| MC BRAZIL DWNSTRM                                | MC Brazil Downstream Trading SARL                                  | CUSIP: BQ5328001<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | BR        |  15000000 | PA      | $12398368.50  | 1.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                 | Movida Europe SA                                                   | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   4658000 | PA      | $3498592.73   | 0.29%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LONGVIEW EQUITY                                  | LONGVIEW EQUITY                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    183948 | NS      | $3678960.04   | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| FINASTRA USA INC                                 | Finastra USA Inc                                                   | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2252145.00   | 0.19%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| VANTAGE SPEC CHEM                                | Vantage Specialty Chemicals Inc                                    | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   4000000 | PA      | $3717500.00   | 0.31%             | 2025-10-26      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                          | PetVet Care Centers LLC                                            | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |   5895000 | PA      | $5445506.25   | 0.45%             | 2026-02-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| POWERTEAM SERVICES LLC                           | Artera Services LLC                                                | CUSIP: 73937UAJ7<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1246430.00   | 0.10%             | 2026-03-06      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| ENERGYSOLUTIONS LLC                              | EnergySolutions LLC                                                | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |   1363189 | PA      | $1273729.77   | 0.11%             | 2025-05-11      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| KEANE GROUP HOLDINGS LLC                         | Keane Group Holdings LLC                                           | CUSIP: 48667GAB3<br>LEI: 549300OCQZFA8RVVSE79 | Long             | LON              | CORP              | US        |   1780950 | PA      | $1751270.47   | 0.14%             | 2025-05-25      | Floating      | 7.62%                 | 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      | $2981580.37   | 0.25%             | 2026-06-28      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                           | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   4200000 | PA      | $3797619.00   | 0.31%             | 2026-07-20      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                | MLN US Holdco LLC                                                  | CUSIP: 55292HAE3<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |   2920000 | PA      | $615813.40    | 0.05%             | 2026-11-30      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| TRAVEL LEADERS GROUP LLC                         | Travel Leaders Group LLC                                           | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    495071 | PA      | $455156.22    | 0.04%             | 2024-01-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                    | NEP Group Inc                                                      | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    905000 | PA      | $677618.75    | 0.06%             | 2026-10-19      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ABE INVESTMENT HOLDINGS                          | Abe Investment Holdings Inc                                        | CUSIP: 37427UAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1051587 | PA      | $1050929.31   | 0.09%             | 2026-02-19      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| MINOTAUR ACQUISITION INC                         | Minotaur Acquisition Inc                                           | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3826225 | PA      | $3668393.19   | 0.30%             | 2026-03-29      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                          | Prairie ECI Acquiror LP                                            | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |   2266724 | PA      | $2209420.82   | 0.18%             | 2026-03-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                         | WaterBridge Midstream Operating LLC                                | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |   2910000 | PA      | $2804963.55   | 0.23%             | 2026-06-21      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                         | Dynasty Acquisition Co Inc                                         | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    524000 | PA      | $500828.40    | 0.04%             | 2026-04-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| STANDARD AERO LTD                                | Standard Aero Ltd                                                  | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | US        |    281720 | PA      | $269262.62    | 0.02%             | 2026-04-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| LONGVIEW POWER LLC                               | Longview Power LLC                                                 | CUSIP: N/A<br>LEI: 549300U2KHA24XFUQ603       | Long             | LON              | CORP              | US        |    360539 | PA      | $355131.23    | 0.03%             | 2025-07-31      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                         | Mileage Plus Holdings LLC                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    778500 | PA      | $802146.94    | 0.07%             | 2027-06-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                             | Foresight Energy LLC                                               | CUSIP: 34552KAB2<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | LON              | CORP              | US        |   1922434 | PA      | $1922434.19   | 0.16%             | 2027-06-30      | Floating      | 11.67%                | No            |                  3 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                         | Sappi Papier Holding GmbH                                          | CUSIP: EC5798755<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | ZA        |   7500000 | PA      | $6806250.00   | 0.56%             | 2032-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL HLDGS INC                             | CWT TRAVEL HLDGS INC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     50424 | NS      | $340362.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| LEALAND FINANCE CO BV                            | Lealand Finance Co BV                                              | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    707064 | PA      | $379541.54    | 0.03%             | 2025-06-30      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE CO BV                            | Lealand Finance Co BV                                              | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52939 | PA      | $34410.63     | 0.00%             | 2024-06-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| RKI OVERSEAS FIN 2017 A                          | RKI Overseas Finance 2017 A Ltd                                    | CUSIP: AO0198439<br>LEI: 254900V1DF3FZC4HTD77 | Long             | DBT              | CORP              | HK        |   2200000 | PA      | $1035496.26   | 0.09%             | 2023-06-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                              | CUSIP: AV1889717<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   5150000 | PA      | $1067183.00   | 0.09%             | 2030-11-01      | None          | 9.75%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                         | Gainwell Acquisition Corp                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6353820 | PA      | $5980533.19   | 0.49%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                         | Travelport Finance Luxembourg Sarl                                 | CUSIP: L9308UAT7<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |   4826820 | PA      | $4843834.12   | 0.40%             | 2025-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                     | Metinvest BV                                                       | CUSIP: ZR8877378<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | UA        |   6300000 | PA      | $3197250.00   | 0.26%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                     | Yuzhou Group Holdings Co Ltd                                       | CUSIP: ZP2920954<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | CN        |  10700000 | PA      | $1042287.00   | 0.09%             | 2026-01-13      | None          | 7.38%                 | No            |                  2 | On Loan: No      |
| DELTA TOPCO INC                                  | Delta Topco Inc                                                    | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1645000 | PA      | $1309831.25   | 0.11%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| POTTERS BORROWER LP                              | Potters Borrower LP                                                | CUSIP: 73813HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689500 | PA      | $677433.75    | 0.06%             | 2027-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                                | Grab Holdings Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SG        |   7530325 | PA      | $7455021.75   | 0.62%             | 2026-01-29      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                           | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3854663 | PA      | $3857072.12   | 0.32%             | 2026-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                             | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  22000000 | PA      | $16783470.00  | 1.39%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                  | NGD Holdings BV                                                    | CUSIP: BP5626224<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | UA        |   8200000 | PA      | $3862200.00   | 0.32%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                               | Connect Finco SARL                                                 | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | GB        |   2003625 | PA      | $1984630.64   | 0.16%             | 2026-12-12      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    905000 | PA      | $711176.15    | 0.06%             | 2028-02-03      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Petra Diamonds Ltd                               | Petra Diamonds Ltd                                                 | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | ZA        |    808534 | NS      | $928608.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RKP OVERSEAS FI 2016 A                           | RKP Overseas Finance 2016 A Ltd                                    | CUSIP: AM4989043<br>LEI: 254900ARRYL5Z9TLGP06 | Long             | DBT              | CORP              | HK        |  17796000 | PA      | $8347561.36   | 0.69%             | 2023-02-17      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VERSCEND HOLDING CORP                            | Verscend Holding Corp                                              | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1436689 | PA      | $1430403.85   | 0.12%             | 2025-08-27      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                          | DG Investment Intermediate Holdings 2 Inc                          | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2425000 | PA      | $2154200.25   | 0.18%             | 2029-03-31      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                            | AAdvantage Loyalty IP Ltd                                          | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3165000 | PA      | $3156596.93   | 0.26%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                             | Cross Financial Corp                                               | CUSIP: 22750JAD6<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |   1773056 | PA      | $1749421.42   | 0.14%             | 2027-09-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                         | Edelman Financial Engines Center LLC/The                           | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   2171883 | PA      | $2032339.33   | 0.17%             | 2028-04-07      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                          | ION Trading Finance Ltd                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1101062 | PA      | $1047187.51   | 0.09%             | 2028-04-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                           | Vedanta Resources Ltd                                              | CUSIP: AO6252495<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $316265.59    | 0.03%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                               | FEL Energy VI Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | MX        |   3695799 | PA      | $3168058.04   | 0.26%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                       | Lereta LLC                                                         | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |   1124297 | PA      | $989381.13    | 0.08%             | 2028-08-06      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                      | Asurion LLC                                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4225000 | PA      | $3309083.38   | 0.27%             | 2029-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                              | Hyland Software Inc                                                | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7396000 | PA      | $7033596.00   | 0.58%             | 2025-07-10      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| RENTPATH STUB T/L (CURRENT FACE)                 | RENTPATH STUB T/L (CURRENT FACE)                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    255700 | PA      | $23457.11     | 0.00%             | 2022-12-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC                            | Worldwide Express Inc                                              | CUSIP: 00435UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    490000 | PA      | $410681.25    | 0.03%             | 2029-07-26      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| VIAD CORP                                        | Viad Corp                                                          | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |   2816550 | PA      | $2671328.68   | 0.22%             | 2028-07-30      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                     | VT Topco Inc                                                       | CUSIP: 91838LAE0<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |   1530000 | PA      | $1468800.00   | 0.12%             | 2026-07-31      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                         | Eisner Advisory Group LLC                                          | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   2801710 | PA      | $2661624.83   | 0.22%             | 2028-07-31      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| ATLAS PURCHASER INC                              | Atlas Purchaser Inc                                                | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |   4029000 | PA      | $2853035.63   | 0.24%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ASP LS ACQUISITION CORP                          | ASP LS Acquisition Corp                                            | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1025000 | PA      | $625250.00    | 0.05%             | 2029-05-07      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| GREYSTONE SELECT FINANCI                         | Greystone Select Financial LLC                                     | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3705308 | PA      | $3575621.86   | 0.30%             | 2028-06-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| ORAVEL STAYS SINGAPORE                           | Oravel Stays Singapore Pte Ltd                                     | CUSIP: N/A<br>LEI: 9845003ERB3786DZBC41       | Long             | LON              | CORP              | SG        |   1056625 | PA      | $925867.66    | 0.08%             | 2026-06-23      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP                            | Kenan Advantage Group Inc/The                                      | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   4655000 | PA      | $4321399.43   | 0.36%             | 2027-09-01      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                         | Pretium PKG Holdings Inc                                           | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2860000 | PA      | $1783939.30   | 0.15%             | 2029-10-01      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                | Groupe Solmax Inc                                                  | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |   2955607 | PA      | $2467932.09   | 0.20%             | 2028-07-23      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                               | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   5449950 | PA      | $4914328.91   | 0.41%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| GIP II BLUE HOLDING LP                           | GIP II Blue Holding LP                                             | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694422 | PA      | $689574.54    | 0.06%             | 2028-09-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                           | Mitchell International Inc                                         | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |   1920000 | PA      | $1604400.00   | 0.13%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| JO-ANN STORES INC                                | Jo-Ann Stores LLC                                                  | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |    720875 | PA      | $494401.31    | 0.04%             | 2028-06-30      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT FINANCE II INC                         | Skillsoft Finance II Inc                                           | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |   1351724 | PA      | $1134461.17   | 0.09%             | 2028-07-16      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN TIRE DISTRIBUTORS                       | American Tire Distributors Inc                                     | CUSIP: 03021BAL8<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |   3984975 | PA      | $3666177.00   | 0.30%             | 2028-10-22      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| GULF FINANCE LLC                                 | Gulf Finance LLC                                                   | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |   7268431 | PA      | $6880769.47   | 0.57%             | 2026-08-25      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                 | Flynn America LP                                                   | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |   3395125 | PA      | $2970734.38   | 0.25%             | 2028-07-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                              | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1608493 | PA      | $1569454.71   | 0.13%             | 2027-08-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                            | Astra Acquisition Corp                                             | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1506559 | PA      | $1337070.72   | 0.11%             | 2028-10-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                            | Astra Acquisition Corp                                             | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9662677 | PA      | $8696409.01   | 0.72%             | 2029-10-25      | Floating      | 12.95%                | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                 | BYJU's Alpha Inc                                                   | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | IN        |   1776575 | PA      | $1432674.49   | 0.12%             | 2026-11-24      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                         | FinThrive Software Intermediate Holdings Inc                       | CUSIP: 58404KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2205000 | PA      | $1695777.30   | 0.14%             | 2029-12-17      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                              | Ascend Learning LLC                                                | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   2165000 | PA      | $1873623.48   | 0.15%             | 2029-12-10      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                            | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    860000 | PA      | $793565.00    | 0.07%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                          | Riverbed Technology Inc                                            | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | LON              | CORP              | US        |   3173122 | PA      | $1371581.79   | 0.11%             | 2026-12-07      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                           | Aveanna Healthcare LLC                                             | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   7855000 | PA      | $4713000.00   | 0.39%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS L                         | LSF9 Atlantis Holdings LLC                                         | CUSIP: 50226BAH1<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   1610000 | PA      | $1568542.50   | 0.13%             | 2029-03-31      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1910212 | PA      | $1824014.16   | 0.15%             | 2029-04-13      | Floating      | 8.36%                 | 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        |    427632 | PA      | $418901.48    | 0.03%             | 2029-06-24      | Floating      | 7.90%                 | 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        |    197368 | PA      | $193339.14    | 0.02%             | 2029-06-24      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED | APPLIED SYSTEMS 11/22 2ND LIEN COV-LITE EXTENDED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4655000 | PA      | $4637543.75   | 0.38%             | 2027-09-19      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL T/L (10/22)                         | DexKo Global Inc., Senior Secured First Lien Term Loan             | CUSIP: 25213YBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835000 | PA      | $780725.00    | 0.06%             | 2028-10-04      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| CORURIPE NETHERLANDS BV                          | Coruripe Netherlands BV                                            | CUSIP: BU3288539<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | BR        |  13200000 | PA      | $10593000.00  | 0.87%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                              | Banco Davivienda SA                                                | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |   8336000 | PA      | $6439560.00   | 0.53%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                 | Alpha Holding SA de CV                                             | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  14407320 | PA      | $0.14         | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  3 | On Loan: No      |
| ALPHA HOLDING SA                                 | Alpha Holding SA de CV                                             | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   5939205 | PA      | $0.06         | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  3 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                           | Banco GNB Sudameris SA                                             | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   8805000 | PA      | $6405764.73   | 0.53%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                 | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |  20000000 | PA      | $14314268.80  | 1.18%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BRF SA                                           | BRF SA                                                             | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |  18500000 | PA      | $13233790.00  | 1.09%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIVALORES SA                                  | Credivalores-Crediservicios SAS                                    | CUSIP: ZP8519610<br>LEI: 5493006CA2D46CDZR616 | Long             | DBT              | CORP              | CO        |   4406000 | PA      | $1047366.56   | 0.09%             | 2025-02-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CREDITO REAL SAB DE CV                           | Credito Real SAB de CV SOFOM ER                                    | CUSIP: AQ1085770<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |  17286000 | PA      | $134139.36    | 0.01%             | 2027-11-29      | None          | 9.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                              | CUSIP: ZP6620022<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  10750000 | PA      | $7924578.47   | 0.65%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                              | CUSIP: BN5158629<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2500000 | PA      | $1938433.85   | 0.16%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| DOCUFORMAS SA                                    | Mexarrend SAPI de CV                                               | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   7600000 | PA      | $1759013.08   | 0.15%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GUACOLDA ENERGIA SA                              | Guacolda Energia SA                                                | CUSIP: EK8803893<br>LEI: 5299008J94I4A64AEC04 | Long             | DBT              | CORP              | CL        |  19474000 | PA      | $5744830.00   | 0.47%             | 2025-04-30      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                           | Frigorifico Concepcion SA                                          | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   4260000 | PA      | $3445466.70   | 0.28%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                          | Instituto Costarricense de Electricidad                            | CUSIP: EJ6716355<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |  16511000 | PA      | $13132209.27  | 1.08%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                          | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |  21000000 | PA      | $16219245.00  | 1.34%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAS SA                                           | OAS SA                                                             | CUSIP: N/A<br>LEI: 549300O0M58XBX4UN158       | N/A              | DE               | CORP              | BR        |   4944181 | NS      | $0.94         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OI SA                                            | Oi SA                                                              | CUSIP: AT8014322<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  23000000 | PA      | $3974429.67   | 0.33%             | 2025-07-27      | Fixed         | 10.00%                | 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      | $3855648.30   | 0.32%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                 | Pampa Energia SA                                                   | CUSIP: AZ4704823<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   7550000 | PA      | $6944463.58   | 0.57%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                            | Petroleos del Peru SA                                              | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |  29500000 | PA      | $19346837.50  | 1.60%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TELECOM OF TRIN & TOBAGO                         | Telecommunications Services of Trinidad & Tobago Ltd               | CUSIP: ZQ0094255<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |   5260000 | PA      | $4660438.90   | 0.38%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                          | Unifin Financiera SAB de CV                                        | CUSIP: AQ9083439<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |  24000000 | PA      | $187200.00    | 0.02%             | 2025-01-29      | None          | 8.88%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                           | VTR Comunicaciones SpA                                             | CUSIP: BO5222670<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |   1700000 | PA      | $998163.50    | 0.08%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                   | VTR Finance NV                                                     | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |   2587000 | PA      | $1003227.76   | 0.08%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                             | CUSIP: AQ3401082<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |  22407000 | PA      | $13474080.85  | 1.11%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                             | CUSIP: AZ3131457<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   5000000 | PA      | $3766026.15   | 0.31%             | 2029-06-27      | Fixed         | 8.50%                 | 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      |
| RIVERBED TECH COMMON EQUITY                      | RIVERBED TECH COMMON EQUITY                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     59296 | NS      | $15120.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRAN TIERRA ENERGY INC                           | Gran Tierra Energy Inc                                             | CUSIP: ZS7656854<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |   9000000 | PA      | $7304729.04   | 0.60%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                           | SierraCol Energy Andina LLC                                        | CUSIP: BQ0667122<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |  11103000 | PA      | $8727563.11   | 0.72%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** /s/ Henry Chase

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

**Title:** Treasurer