# EDGAR Filing Document

**Accession Number:** 0001566388
**File Stem:** 0001193125-26-245112
**Filing Date:** 2026-5
**Character Count:** 206957
**Document Hash:** 4e30eb53cd0f32c59e781b58678fd01f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245112.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245112

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22791
- **FILM NUMBER:** 261035051

**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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1743988563.29

**Total Liabilities:** $441123121.44

**Net Assets:** $1302865441.85

**Delayed Delivery Securities:** $5878525.00

**Cash Not Reported:** $1837812.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 150.000000000000 | **1-Year:** 7829.000000000000 | **5-Year:** 49430.000000000000 | **10-Year:** 52203.000000000000 | **30-Year:** 135448.000000000000

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

- **3-Month:** 1555.000000000000 | **1-Year:** 69949.000000000000 | **5-Year:** 259215.000000000000 | **10-Year:** 102131.000000000000 | **30-Year:** 62714.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.84%                | 0.35%                | -4.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24467467.60            | $32064203.70                               |
| Month 2  | $5913702.22              | $-23969920.44                              |
| Month 3  | $-24087437.89            | $-10892907.40                              |

**Designated Index Information**

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

- **Index Identifier:** Securities Portfolio

### Schedule of Portfolio Investments

| Name                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMM Mortgage Trust                             | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18438000 | PA      | $184.38       | 0.00%             | 2048-10-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4183530.83   | 0.32%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XIV LP                                                                       | CUSIP: 50184WAD4<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3716304 | PA      | $18300.94     | 0.00%             | 2031-07-20      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Lake George Park CLO Ltd                        | Lake George Park CLO Ltd                                                         | CUSIP: 509828AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $946908.20    | 0.07%             | 2038-04-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume                  | Sofi Alternative Consumer Loan Program 2021-2                                    | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $246385.21    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  3 | 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      | $1256058.60   | 0.10%             | 2034-10-25      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3525289.35   | 0.27%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                              | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2834999.15   | 0.22%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1597400 | PA      | $1578758.34   | 0.12%             | 2028-10-04      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1313375 | PA      | $639613.63    | 0.05%             | 2031-05-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   9458196 | PA      | $7632811.19   | 0.59%             | 2031-06-06      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  12208365 | PA      | $91562.74     | 0.01%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                        | Azul Secured Finance LLP                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   9850000 | PA      | $9018906.25   | 0.69%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   6800000 | PA      | $6800542.64   | 0.52%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   5350000 | PA      | $5581109.30   | 0.43%             | 2035-05-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3354518.75   | 0.26%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1184581.13   | 0.09%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2905000 | PA      | $2649844.26   | 0.20%             | 2057-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1811000 | PA      | $1557421.97   | 0.12%             | 2059-02-15      | Fixed         | 4.50%                 | 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      | $2351883.25   | 0.18%             | 2031-07-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $865870.60    | 0.07%             | 2034-04-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2873808.90   | 0.22%             | 2031-04-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                  | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533098 | PA      | $455199.10    | 0.03%             | 2043-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2840327.53   | 0.22%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5879981.45   | 0.45%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                          | GTT Communications Inc                                                           | CUSIP: 362393126<br>LEI: 549300ETSL7K1ZX05H30 | N/A              | DE               | CORP              | US        |     27621 | NS      | $1381.05      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GTT Communications Inc                          | GTT Communications Inc                                                           | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      8608 | NS      | $167856.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |   2642723 | PA      | $2539718.49   | 0.19%             | 2048-02-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    862000 | PA      | $854388.11    | 0.07%             | 2065-10-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000574 | PA      | $50230.22     | 0.00%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382LD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4706394 | PA      | $623168.45    | 0.05%             | 2050-12-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36283157 | PA      | $1060538.53   | 0.08%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UG88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31598621 | PA      | $427523.02    | 0.03%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5319605.45   | 0.41%             | 2032-07-15      | Fixed         | 9.62%                 | 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        |   1053778 | PA      | $101166.95    | 0.01%             | 2025-04-28      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                   | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAC2<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |   1670971 | PA      | $167.10       | 0.00%             | 2025-04-28      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $3473235.40   | 0.27%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                            | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6144766.78   | 0.47%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2014-C21                              | CUSIP: 46642EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28764023 | PA      | $287.64       | 0.00%             | 2047-08-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |    273224 | PA      | $273503.97    | 0.02%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3346093.90   | 0.26%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                              | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2539516.80   | 0.19%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XVII LP                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $2478605.50   | 0.19%             | 2031-10-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 28 Ltd                                                                       | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $767232.60    | 0.06%             | 2030-10-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                           | LMNT CRE 2025-FL3 LLC                                                            | CUSIP: 50208TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1420109.60   | 0.11%             | 2043-07-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5822550.92   | 0.45%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6354714.63   | 0.49%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1193359.20   | 0.09%             | 2036-07-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite Xxxiii Ltd                                                             | CUSIP: 55954BAE5<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $487084.20    | 0.04%             | 2037-10-20      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5046543.74   | 0.39%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3210380.80   | 0.25%             | 2041-08-18      | Floating      | 7.72%                 | 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      | $97435.00     | 0.01%             | 2036-05-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300789 | PA      | $314969.48    | 0.02%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   4730000 | PA      | $4485932.00   | 0.34%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: YR1272081<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | CO        |   8150000 | PA      | $7629541.00   | 0.59%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                           | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |   8200000 | PA      | $8169538.64   | 0.63%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   6600000 | PA      | $6934290.00   | 0.53%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $4603162.50   | 0.35%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |  20650000 | PA      | $17521525.00  | 1.34%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2495550 | PA      | $1965245.63   | 0.15%             | 2029-03-29      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | GB        |   5935000 | PA      | $5220693.08   | 0.40%             | 2029-11-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                             | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7377 | PA      | $0.00         | 0.00%             | 2028-04-28      | Floating      | 15.25%                | No            |                  3 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  10120000 | PA      | $8526150.60   | 0.65%             | 2032-07-30      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   7125241 | PA      | $6832821.28   | 0.52%             | 2029-03-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   9225264 | PA      | $6192458.71   | 0.48%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   7765000 | PA      | $6283166.23   | 0.48%             | 2032-09-30      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                         | OEP Glass Purchaser LLC                                                          | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3980000 | PA      | $3924041.20   | 0.30%             | 2033-03-02      | Floating      | 7.67%                 | 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      |
| N/A                                             | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       500 | NC      | $-739316.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ACI AIRPORT SUDAMERICA S                        | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    157524 | PA      | $159357.57    | 0.01%             | 2034-11-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                            | AGNC Investment Corp                                                             | CUSIP: 00123Q831<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    280000 | NS      | $7050400.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2982828.00   | 0.23%             | 2041-05-17      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2756739.79   | 0.21%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002716.20   | 0.23%             | 2030-10-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | AO        |   9500000 | PA      | $9590596.37   | 0.74%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3363000 | PA      | $3361133.54   | 0.26%             | 2037-08-19      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $1617900.00   | 0.12%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                           | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298500 | PA      | $300549.74    | 0.02%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                        | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3312889.34   | 0.25%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $802000.00    | 0.06%             | 2043-04-15      | Floating      | 6.65%                 | 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      | $5322085.20   | 0.41%             | 2034-04-15      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3765322.77   | 0.29%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12000000 | PA      | $7320000.00   | 0.56%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7611822.85   | 0.58%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   4846732 | NS      | $45171539.35  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV3                                                                   | CUSIP: 26847NAF8<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492706.00    | 0.04%             | 2070-07-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6500000 | PA      | $4790828.32   | 0.37%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2489118.50   | 0.19%             | 2070-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                        | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   3900000 | PA      | $3941026.64   | 0.30%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7222950 | PA      | $611954.36    | 0.05%             | 2049-08-25      | Floating      | 2.32%                 | 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        |    739773 | PA      | $4704.21      | 0.00%             | 2047-04-10      | Variable      | 4.21%                 | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   5995000 | PA      | $5940528.23   | 0.46%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381AEP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2266410 | PA      | $195417.83    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8922915 | PA      | $668914.34    | 0.05%             | 2045-07-16      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1302069.95   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520356.10    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |  14325000 | PA      | $214875.00    | 0.02%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: 697660AG3<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   4160000 | PA      | $4186624.04   | 0.32%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PYXUS HOLDINGS                                  | Pyxus Holdings Inc                                                               | CUSIP: 747328AB8<br>LEI: 254900VQMPHIAYHG0L57 | Long             | DBT              | CORP              | US        |   8265470 | PA      | $7387263.81   | 0.57%             | 2027-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    914000 | PA      | $781470.00    | 0.06%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                        | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1418694.28   | 0.11%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAH1<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   1544000 | PA      | $1511635.44   | 0.12%             | 2065-08-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |   6700000 | PA      | $6050169.01   | 0.46%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26100000 | PA      | $15673050.00  | 1.20%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5300000 | PA      | $3072675.00   | 0.24%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    291000 | PA      | $294999.39    | 0.02%             | 2070-05-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |  11370000 | PA      | $11547940.50  | 0.89%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3106128.61   | 0.24%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $442698.90    | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HAC6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  23520000 | PA      | $165531.41    | 0.01%             | 2049-10-15      | Variable      | 1.77%                 | 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        |  48566638 | PA      | $971437.18    | 0.07%             | 2047-03-15      | Variable      | 1.67%                 | 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      | $6679.14      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Asphalt ATD Holdco, LLC                         | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9442 | NS      | $2266.08      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |  11000000 | PA      | $6752794.40   | 0.52%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   4373278 | PA      | $3860795.42   | 0.30%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                               | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |   2816004 | PA      | $2295043.53   | 0.18%             | 2028-07-24      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1540000 | PA      | $1525562.50   | 0.12%             | 2032-02-23      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   3676421 | PA      | $3510982.47   | 0.27%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |  10205000 | PA      | $10131013.75  | 0.78%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3672250 | PA      | $3576330.83   | 0.27%             | 2028-04-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | GB        |  12751571 | PA      | $12645923.92  | 0.97%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   7072275 | PA      | $7077154.87   | 0.54%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |  11240887 | PA      | $11100375.50  | 0.85%             | 2029-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ATLAS OPCO LLC                                  | Atlas OpCo LLC                                                                   | CUSIP: 04943UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264168 | PA      | $222561.12    | 0.02%             | 2030-10-24      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   9640838 | PA      | $9587620.08   | 0.74%             | 2032-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 92559QAE4<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1034260 | PA      | $208920.51    | 0.02%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                       | Prosus NV                                                                        | CUSIP: BM8532509<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | ZA        |  15000000 | PA      | $9685855.05   | 0.74%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: AQ2890665<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |  14407320 | PA      | $108054.90    | 0.01%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |  14000000 | PA      | $10891413.40  | 0.84%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  17286000 | PA      | $151252.50    | 0.01%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: AQ3401082<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |  12199000 | PA      | $10854837.33  | 0.83%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                           | Indika Energy Tbk PT                                                             | CUSIP: ZB6837841<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |  14448000 | PA      | $14286862.18  | 1.10%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2013-C14                              | CUSIP: 46640LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43683606 | PA      | $152106.31    | 0.01%             | 2046-08-15      | Variable      | 0.33%                 | 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      | $16563.33     | 0.00%             | 2048-02-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1376179.79   | 0.11%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3797426.29   | 0.29%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6758001.60   | 0.52%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21147 | PA      | $21116.86     | 0.00%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3803020.19   | 0.29%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3023010 | PA      | $3017342.08   | 0.23%             | 2029-06-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |  14200000 | PA      | $9775980.49   | 0.75%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545421 | PA      | $545659.11    | 0.04%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2054747.25   | 0.16%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504284.00   | 0.12%             | 2039-06-17      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598619 | PA      | $602741.64    | 0.05%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999323.00    | 0.08%             | 2037-01-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1362831.45   | 0.10%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2599116.00   | 0.20%             | 2043-03-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71528879 | PA      | $1567147.67   | 0.12%             | 2056-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2245123 | PA      | $2392722.57   | 0.18%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                     | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  18250827 | NS      | $18250827.01  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2031029.80   | 0.16%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                    | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663891 | PA      | $667773.37    | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1849506 | PA      | $414.29       | 0.00%             | 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      | $0.01         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CASTLE US HOLDING CORP                          | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $988899.99    | 0.08%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  25000000 | PA      | $17626004.25  | 1.35%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31396KD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415032 | PA      | $136273.67    | 0.01%             | 2036-09-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3009933.00   | 0.23%             | 2038-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| CFG INVESTMENT SAC-HOLDCO                       | CFG INVESTMENT SAC-HOLDCO                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PE        |    212801 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1907672.20   | 0.15%             | 2040-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2625000 | PA      | $2638741.88   | 0.20%             | 2039-03-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3934310.31   | 0.30%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1918038.08   | 0.15%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1707501.07   | 0.13%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3632600.08   | 0.28%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                         | CUSIP: YI0287395<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | AO        |   4000000 | PA      | $4038145.84   | 0.31%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                               | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     49988 | PA      | $22494.69     | 0.00%             | 2030-06-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | US        |  12025949 | PA      | $12067318.65  | 0.93%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |   5939205 | PA      | $44544.03     | 0.00%             | 2025-02-10      | None          | 9.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   8950000 | PA      | $5602193.43   | 0.43%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2188594.79   | 0.17%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35487661 | PA      | $335188.06    | 0.03%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |  13555000 | PA      | $11979231.25  | 0.92%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                        | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1049912.50   | 0.08%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1731526 | PA      | $51945.78     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                      | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2059715.20   | 0.16%             | 2055-04-20      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1961961.48   | 0.15%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAF9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $538199.19    | 0.04%             | 2069-07-25      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1267490 | PA      | $1203519.39   | 0.09%             | 2028-09-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |   8803994 | PA      | $176079.88    | 0.01%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2547038.72   | 0.20%             | 2030-01-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2236868.48   | 0.17%             | 2043-01-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                | Alpha Holding SA de CV                                                           | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    376662 | PA      | $2824.96      | 0.00%             | 2022-12-19      | None          | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3048783 | PA      | $2891567.84   | 0.22%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1798486.74   | 0.14%             | 2035-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | CO        |   4200000 | PA      | $3864000.00   | 0.30%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                           | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $471607.65    | 0.04%             | 2034-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7395000 | PA      | $7370904.65   | 0.57%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1125668.33   | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2086458.04   | 0.16%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                           | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323       | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   4040000 | PA      | $1767500.00   | 0.14%             | 2030-09-12      | None          | 11.00%                | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   8270632 | PA      | $401631.01    | 0.03%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 55 CLO Ltd                                                                | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1374973.00   | 0.11%             | 2031-04-15      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2734677.90   | 0.21%             | 2031-01-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   3519000 | PA      | $3516096.83   | 0.27%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2732000 | PA      | $2688219.70   | 0.21%             | 2070-11-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                           | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1471892.13   | 0.11%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1957172.86   | 0.15%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1544459.92   | 0.12%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR20                                                                 | CUSIP: 06650JBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459000 | PA      | $1248400.50   | 0.10%             | 2059-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $747477.00    | 0.06%             | 2039-10-19      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H3N99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10321226 | PA      | $1233545.51   | 0.09%             | 2048-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 31398WLN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3022602 | PA      | $283799.92    | 0.02%             | 2040-02-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5800000 | PA      | $5563216.51   | 0.43%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3007896.00   | 0.23%             | 2042-12-18      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1900000 | PA      | $1370942.76   | 0.11%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020695.80   | 0.08%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $1560391.40   | 0.12%             | 2070-08-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   4932707 | PA      | $4869518.83   | 0.37%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1679425 | PA      | $1530636.34   | 0.12%             | 2029-09-10      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   3795000 | PA      | $3776973.75   | 0.29%             | 2032-08-18      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                          | Eldorado Intl. Finance GmbH                                                      | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $7562325.00   | 0.58%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891611 | PA      | $896130.99    | 0.07%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2026-ESH2                                            | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455712 | PA      | $457373.76    | 0.04%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2018-KF56 Mortgage Trust                                                   | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5794357 | PA      | $5224774.50   | 0.40%             | 2028-11-25      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1PV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19057030 | PA      | $13103.61     | 0.00%             | 2044-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5645030 | PA      | $524350.42    | 0.04%             | 2040-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6115000 | PA      | $5716408.40   | 0.44%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                   | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  18251028 | NS      | $18251028.47  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4993730.50   | 0.38%             | 2041-05-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3705768.30   | 0.28%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14402721 | PA      | $2035739.68   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15156784 | PA      | $134927.21    | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10568696 | PA      | $1849909.60   | 0.14%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1814960.03   | 0.14%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784000 | PA      | $766242.95    | 0.06%             | 2066-02-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2209750.88   | 0.17%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984480.30    | 0.08%             | 2042-10-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   3300000 | PA      | $3218935.50   | 0.25%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4184214.56   | 0.32%             | 2032-11-15      | Fixed         | 7.62%                 | 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      | $3390920.00   | 0.26%             | 2039-01-15      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| OI S.A.                                         | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    512343 | NS      | $358.64       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5729917.20   | 0.44%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740000 | PA      | $1738290.97   | 0.13%             | 2042-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $6847.50      | 0.00%             | 2029-05-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  23000000 | PA      | $12186550.00  | 0.94%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  15600000 | PA      | $12298305.24  | 0.94%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2527568.92   | 0.19%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7020000 | PA      | $7458111.18   | 0.57%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $1584600.00   | 0.12%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1512292.06   | 0.12%             | 2030-03-15      | Fixed         | 10.75%                | 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      | $2997984.15   | 0.23%             | 2031-01-15      | Floating      | 9.68%                 | 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      | $1717643.00   | 0.13%             | 2031-10-22      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    670000 | PA      | $669805.23    | 0.05%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2022-4                                              | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456878 | PA      | $460121.35    | 0.04%             | 2032-08-20      | Fixed         | 8.68%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                         | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $1981347.69   | 0.15%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAF8<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $672348.13    | 0.05%             | 2070-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAF6<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $672226.31    | 0.05%             | 2070-07-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 92559VAB9<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   3584250 | PA      | $752692.50    | 0.06%             | 2031-02-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6035000 | PA      | $6268391.56   | 0.48%             | 2029-09-15      | Fixed         | 8.75%                 | 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      | $318934.80    | 0.02%             | 2031-07-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457000 | PA      | $1262484.82   | 0.10%             | 2058-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   4950000 | PA      | $5054643.99   | 0.39%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |   4440150 | PA      | $4699981.18   | 0.36%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| .LGCU Equity (Legacy Notes Claim Shares)        | .LGCU Equity (Legacy Notes Claim Shares)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26458 | NS      | $529.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AZ BATTERY PPTY                                 | AZ BATTERY PPTY                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979813.20   | 0.15%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES                    | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     46985 | NS      | $794253.67    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: YS5934049<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |   2700000 | PA      | $2773964.85   | 0.21%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    806636 | PA      | $802674.93    | 0.06%             | 2029-01-22      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   9376176 | PA      | $9406460.70   | 0.72%             | 2029-04-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    606250 | PA      | $608905.38    | 0.05%             | 2029-06-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | LU        |   7890971 | PA      | $6919395.05   | 0.53%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8425385 | PA      | $8459845.32   | 0.65%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   6665000 | PA      | $6531700.00   | 0.50%             | 2032-07-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   3639011 | PA      | $3654931.56   | 0.28%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1426528.13   | 0.11%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1794139 | PA      | $1423541.53   | 0.11%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   3570000 | PA      | $3458437.50   | 0.27%             | 2033-05-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7675000 | PA      | $7521500.00   | 0.58%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   2718219 | PA      | $2723995.37   | 0.21%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   5059575 | PA      | $5048899.30   | 0.39%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                     | Vibrantz Technologies Inc                                                        | CUSIP: 92559QAD6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    620556 | PA      | $381641.91    | 0.03%             | 2030-04-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   5662760 | PA      | $5860107.19   | 0.45%             | 2035-01-15      | Fixed         | 8.25%                 | 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      | $114975.00    | 0.01%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                        | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   8200000 | PA      | $8168881.00   | 0.63%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3335146.59   | 0.26%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                        | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $681562.87    | 0.05%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1751085 | PA      | $1759146.40   | 0.14%             | 2040-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1404944.80   | 0.11%             | 2043-01-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1184788.56   | 0.09%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1325937.65   | 0.10%             | 2043-03-15      | Floating      | 6.67%                 | 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      | $2214224.25   | 0.17%             | 2031-07-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9900000 | PA      | $7129089.00   | 0.55%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   8600000 | PA      | $7909420.00   | 0.61%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3649254 | PA      | $561322.41    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                  | Freddie Mac Multiclass Certificates Series 2021-P009                             | CUSIP: 3137H13X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44588348 | PA      | $1038872.84   | 0.08%             | 2031-01-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1780548.80   | 0.14%             | 2042-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  18255738 | NS      | $18255738.09  | 1.40%             |  |  |  | No            |                  1 | 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      | $7319500.13   | 0.56%             | 2030-07-17      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9273435.45   | 0.71%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3141314.69   | 0.24%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2808906.80   | 0.22%             | 2043-08-18      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                        | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4395000 | PA      | $2422743.75   | 0.19%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAG8<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996352.20    | 0.08%             | 2065-11-25      | Variable      | 6.82%                 | 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      | $1763174.40   | 0.14%             | 2034-07-15      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6767402.00   | 0.52%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      8776 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1807347.87   | 0.14%             | 2034-04-15      | Floating      | 5.62%                 | 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      | $360169.54    | 0.03%             | 2036-03-15      | Floating      | 9.79%                 | 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      | $377501.21    | 0.03%             | 2052-11-15      | Variable      | 1.01%                 | 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      | $3.93         | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | 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      | $6411987.19   | 0.49%             | 2030-07-15      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                         | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4044520.48   | 0.31%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14004156 | PA      | $13566389.85  | 1.04%             | 2029-10-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAE8<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497735.50    | 0.04%             | 2065-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3633903.15   | 0.28%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1481647 | PA      | $88898.82     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6955711.35   | 0.53%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1748728.53   | 0.13%             | 2069-03-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAF5<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1800699.14   | 0.14%             | 2065-07-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382TZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5365555 | PA      | $745517.03    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                        | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $428058.04    | 0.03%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3605158.70   | 0.28%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    589000 | PA      | $589347.04    | 0.05%             | 2069-08-26      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-10                                               | CUSIP: 92541FAG4<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   1411000 | PA      | $1396737.47   | 0.11%             | 2070-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                           | Vital Care Issuer LLC                                                            | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3020069.40   | 0.23%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1857673.62   | 0.14%             | 2040-07-15      | Variable      | 7.21%                 | 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      | $2740140.60   | 0.21%             | 2035-04-15      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                     | Geopark Ltd                                                                      | CUSIP: YR0463541<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |  12293000 | PA      | $12119715.29  | 0.93%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9413747 | PA      | $9158822.40   | 0.70%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                      | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |   1087388 | PA      | $1005529.48   | 0.08%             | 2028-08-07      | Floating      | 9.04%                 | 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      | $58950.40     | 0.00%             | 2030-07-15      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42                  | Octagon Investment Partners 42 Ltd                                               | CUSIP: 67576RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1955839.60   | 0.15%             | 2037-07-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   5680596 | PA      | $5446271.73   | 0.42%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6726200 | PA      | $6509448.21   | 0.50%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   6358035 | PA      | $5814549.02   | 0.45%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1330000 | PA      | $1247417.40   | 0.10%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2554626.47   | 0.20%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture XXVII CLO Ltd                                                            | CUSIP: 92331TAA1<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $1673114.80   | 0.13%             | 2030-07-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   4930000 | PA      | $4757450.00   | 0.37%             | 2033-03-30      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   5560000 | PA      | $1515100.00   | 0.12%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AF1<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1239289.60   | 0.10%             | 2070-05-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAF7<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $624076.81    | 0.05%             | 2070-01-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27033442 | PA      | $270.33       | 0.00%             | 2047-10-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3666740.88   | 0.28%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                      | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430000 | PA      | $2466248.89   | 0.19%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Diversified ABS X LLC                           | Diversified Abs X LLC                                                            | CUSIP: 255126AE4<br>LEI: 2549000V3WDZQQ691H02 | Long             | ABS-O            | CORP              | US        |   2694918 | PA      | $2723401.01   | 0.21%             | 2045-02-28      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                        | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798779 | PA      | $751579.42    | 0.06%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4375000 | PA      | $3910059.56   | 0.30%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7120000 | PA      | $7232424.80   | 0.56%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13077005 | PA      | $1779334.46   | 0.14%             | 2050-10-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144000 | PA      | $1135364.29   | 0.09%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                             | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAK7<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $964653.85    | 0.07%             | 2055-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2998665.20   | 0.23%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2590000 | PA      | $2596454.28   | 0.20%             | 2041-02-18      | Floating      | 6.68%                 | 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      | $33536.43     | 0.00%             | 2036-05-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $7860251.55   | 0.60%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                         | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |   6700000 | PA      | $6700000.00   | 0.51%             | 2037-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10200000 | PA      | $8147201.55   | 0.63%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4240673.35   | 0.33%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     23846 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |  17200000 | PA      | $16324864.00  | 1.25%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | IN        |  16300000 | PA      | $16412683.69  | 1.26%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                 | Venture XXVI CLO Ltd                                                             | CUSIP: 92331HAA7<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | US        |   3062054 | PA      | $1277478.01   | 0.10%             | 2029-01-20      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                               | Vibrantz Technologies Inc                                                        | CUSIP: 92559VAA1<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    398250 | PA      | $248109.75    | 0.02%             | 2031-02-28      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $897179.90    | 0.07%             | 2031-07-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    996500 | PA      | $990432.91    | 0.08%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485766.65   | 0.11%             | 2070-09-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9678751.60   | 0.74%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                        | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |  12010000 | PA      | $12570867.00  | 0.96%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2017-1 Ltd                                                              | CUSIP: 92916NAA7<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1452032.40   | 0.11%             | 2030-04-17      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust V                                                 | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291387 | PA      | $288600.58    | 0.02%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374397 | PA      | $369440.27    | 0.03%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |  10500000 | PA      | $10242067.50  | 0.79%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   2080923 | PA      | $124855.38    | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   7445578 | PA      | $223367.34    | 0.02%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   5400000 | PA      | $4219168.50   | 0.32%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5710688 | PA      | $5625027.19   | 0.43%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   5520553 | PA      | $5378591.89   | 0.41%             | 2030-11-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   6650000 | PA      | $6363651.00   | 0.49%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2524720 | PA      | $2483554.72   | 0.19%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   5579660 | PA      | $5601755.95   | 0.43%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  20000000 | PA      | $14299164.00  | 1.10%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   2069238 | PA      | $2083722.17   | 0.16%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   2673215 | PA      | $2651508.68   | 0.20%             | 2029-01-31      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9590312 | PA      | $6839091.60   | 0.52%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   7927239 | PA      | $5817641.88   | 0.45%             | 2030-02-19      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5992269 | PA      | $5444096.41   | 0.42%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |   4818858 | PA      | $4806810.66   | 0.37%             | 2033-02-03      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   5230000 | PA      | $5203850.00   | 0.40%             | 2033-03-24      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $817815.60    | 0.06%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   7600000 | PA      | $28500.00     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AKLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7442838 | PA      | $975142.81    | 0.07%             | 2042-01-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10571099 | PA      | $1596317.29   | 0.12%             | 2051-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                    | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433000 | PA      | $1372782.19   | 0.11%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2162247.95   | 0.17%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46456087 | PA      | $438215.63    | 0.03%             | 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        |  26624827 | PA      | $106776.21    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1550783.30   | 0.12%             | 2028-07-01      | Fixed         | 9.00%                 | 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        |   6666047 | PA      | $3643216.12   | 0.28%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $112500.00    | 0.01%             | 2048-02-15      | Variable      | 2.81%                 | No            |                  3 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2332921.21   | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2461615 | PA      | $2467965.60   | 0.19%             | 2031-12-04      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC NPV                        | JACOBS SOLUTIONS INC NPV                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2245 | NS      | $841.88       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |  17360000 | PA      | $65100.00     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3637113.32   | 0.28%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5270000 | PA      | $1689985.97   | 0.13%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   6200000 | PA      | $6148850.00   | 0.47%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2980000 | PA      | $2989184.36   | 0.23%             | 2044-01-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   7300000 | PA      | $1989250.00   | 0.15%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1944818.46   | 0.15%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38377YBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6399407 | PA      | $651414.79    | 0.05%             | 2041-05-16      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28348020 | PA      | $890088.15    | 0.07%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                              | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   7550000 | PA      | $4695413.10   | 0.36%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                              | Grupo Televisa SAB                                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   7550000 | PA      | $4651972.97   | 0.36%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2782095.80   | 0.21%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2630294.15   | 0.20%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   9205000 | PA      | $6087319.15   | 0.47%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |   3114000 | PA      | $3067290.00   | 0.24%             | 2028-07-31      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4158328 | PA      | $4085557.30   | 0.31%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    661642 | PA      | $661995.74    | 0.05%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2264356 | PA      | $2260393.71   | 0.17%             | 2030-03-15      | Floating      | 6.61%                 | 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      | $402681.72    | 0.03%             | 2052-11-15      | Variable      | 1.28%                 | 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      | $1662536.40   | 0.13%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  11100000 | PA      | $6868680.00   | 0.53%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   4121146 | PA      | $28516.27     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2127900.00   | 0.16%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                  | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3024144.00   | 0.23%             | 2036-07-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3433805.45   | 0.26%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980000 | PA      | $1986579.94   | 0.15%             | 2042-02-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2829311 | PA      | $2835467.94   | 0.22%             | 2039-09-17      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $601344.60    | 0.05%             | 2042-12-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5606303.63   | 0.43%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   7653333 | PA      | $7672466.67   | 0.59%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                       | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1367566.50   | 0.10%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3446332.40   | 0.26%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                     | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23897605 | PA      | $22426755.58  | 1.72%             | 2039-02-15      | Floating      | 14.17%                | 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      | $786705.00    | 0.06%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   5400000 | PA      | $5673510.00   | 0.44%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                            | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 500000000 | PA      | $1444800.00   | 0.11%             | 2040-03-10      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $400886.85    | 0.03%             | 2034-10-25      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2444000 | PA      | $2449413.46   | 0.19%             | 2042-11-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                            | Telecom Argentina SA                                                             | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |  15000000 | PA      | $14936250.00  | 1.15%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1491520.05   | 0.11%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7076136.14   | 0.54%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   4400000 | PA      | $3124000.00   | 0.24%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                              | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1958598 | PA      | $1403022.25   | 0.11%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent T/L B (TAIT)                     | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9554708 | PA      | $9291953.27   | 0.71%             | 2031-08-14      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   5063339 | PA      | $5110808.03   | 0.39%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   9476250 | PA      | $9352727.08   | 0.72%             | 2032-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |  25800000 | PA      | $17518997.22  | 1.34%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                | Pampa Energia SA                                                                 | CUSIP: DA2785750<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   5340000 | PA      | $5374176.05   | 0.41%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |  27900000 | PA      | $19602540.00  | 1.50%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   6440000 | PA      | $6456100.00   | 0.50%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                        | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: DA1514862<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   2750000 | PA      | $2739563.75   | 0.21%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1535000 | PA      | $1536079.11   | 0.12%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  26500000 | PA      | $19196600.00  | 1.47%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2410000 | PA      | $2418960.38   | 0.19%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1265220.25   | 0.10%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1145094.91   | 0.09%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   9150000 | PA      | $80062.50     | 0.01%             | 2173-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493757.85    | 0.04%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1547000 | PA      | $1508955.40   | 0.12%             | 2060-11-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2071086.74   | 0.16%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4031067.09   | 0.31%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   2159000 | PA      | $2134511.54   | 0.16%             | 2070-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                   | ELP Commercial Mortgage Trust 2025-ELP                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1464485.46   | 0.11%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6MR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4139483 | PA      | $511274.21    | 0.04%             | 2042-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  35178226 | PA      | $18366.55     | 0.00%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3584414.65   | 0.28%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                            | Frontera Energy Corp                                                             | CUSIP: 35905BAC1<br>LEI: A25574TZFLBNK7NWQT47 | Long             | DBT              | CORP              | CO        |   8697000 | PA      | $8521641.69   | 0.65%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2970187.50   | 0.23%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $7415657.84   | 0.57%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38379PD95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19718733 | PA      | $1703534.83   | 0.13%             | 2045-05-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17251908 | PA      | $1306816.52   | 0.10%             | 2044-07-20      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $3102169.20   | 0.24%             | 2031-01-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2379000 | PA      | $2246030.32   | 0.17%             | 2050-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2726498.50   | 0.21%             | 2036-10-16      | Floating      | 6.59%                 | 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      | $10603423.60  | 0.81%             | 2030-10-22      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20203491 | PA      | $9925.98      | 0.00%             | 2049-08-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                  | Natixis Commercial Mortgage Securities Trust 2019-10K                            | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1400288.84   | 0.11%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2750000 | PA      | $1883451.90   | 0.14%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1394732 | PA      | $797486.95    | 0.06%             | 2028-04-12      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1663397 | PA      | $1633672.54   | 0.13%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   7287258 | PA      | $6846779.80   | 0.53%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   8460000 | PA      | $7664252.40   | 0.59%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   3597417 | PA      | $3602597.20   | 0.28%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                  | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7415000 | PA      | $7033943.15   | 0.54%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

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

**Signature:** /s/ Ana Alcantara

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

**Title:** Vice President