# EDGAR Filing Document

**Accession Number:** 0001566388
**File Stem:** 0001193125-25-296890
**Filing Date:** 2025-11
**Character Count:** 216117
**Document Hash:** f61750cb6007df5d06fd048b4d110b3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296890.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296890

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine 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:** 251520220

**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:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1888521426.34

**Total Liabilities:** $463710907.81

**Net Assets:** $1424810518.53

**Delayed Delivery Securities:** $21404834.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 204.000000000000 | **1-Year:** 12119.000000000000 | **5-Year:** 46555.000000000000 | **10-Year:** 80964.000000000000 | **30-Year:** 145182.000000000000

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

- **3-Month:** 1820.000000000000 | **1-Year:** 74434.000000000000 | **5-Year:** 256716.000000000000 | **10-Year:** 105289.000000000000 | **30-Year:** 100892.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.16%                | 3.55%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-461966.01              | $5242088.89                                |
| Month 2  | $-2799261.46             | $22831489.22                               |
| Month 3  | $11383.96                | $9894592.75                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BSPRT Issuer, Ltd.                                 | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1401841.00   | 0.10%             | 2043-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                             | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  23250000 | PA      | $17414250.00  | 1.22%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                             | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $1318624.99   | 0.09%             | 2031-06-30      | Fixed         | 10.00%                | 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      | $2323000.00   | 0.16%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                            | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4076341.38   | 0.29%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  16000000 | PA      | $12048000.00  | 0.85%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12000000 | PA      | $7830600.00   | 0.55%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| DIGICEL GROUP HOLDINGS                             | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   4121146 | PA      | $26596.64     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Ellington Financial Mortgage T                     | EFMT 2025-INV4                                                                   | CUSIP: 26846DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3519000 | PA      | $3539059.00   | 0.25%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                         | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6550000 | PA      | $3279061.00   | 0.23%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3864428.72   | 0.27%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FRIGORIFICO CONCEPCION                             | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |  15000000 | PA      | $11150253.45  | 0.78%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1308353.88   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | 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        |  30966471 | PA      | $483.08       | 0.00%             | 2047-08-15      | Variable      | 0.79%                 | 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      | $966.52       | 0.00%             | 2048-02-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                     | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $213822.00    | 0.02%             | 2048-02-15      | Variable      | 2.81%                 | No            |                  3 | 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      | $1006722.60   | 0.07%             | 2038-04-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                            | OI S.A.                                                                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   6452878 | PA      | $4258899.48   | 0.30%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17200000 | PA      | $13991083.72  | 0.98%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLYNN AMERICA LP                                   | Flynn America LP                                                                 | CUSIP: N/A<br>LEI: 254900LBNMCVT9S9EC07       | Long             | LON              | CORP              | US        |   3157250 | PA      | $3141463.75   | 0.22%             | 2028-07-31      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC                           | Pretium PKG Holdings Inc                                                         | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |   2860000 | PA      | $311025.00    | 0.02%             | 2029-10-01      | Floating      | 11.31%                | 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        |    609375 | PA      | $614231.72    | 0.04%             | 2029-06-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                | Boxer Parent Co Inc                                                              | CUSIP: 05988HAL1<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |  10120000 | PA      | $9882837.80   | 0.69%             | 2032-07-30      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                   | CUSIP: ZQ3579419<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |  21055000 | PA      | $7630639.40   | 0.54%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                    | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |  17286000 | PA      | $151252.50    | 0.01%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                             | Orbia Advance Corp SAB de CV                                                     | CUSIP: AP3279415<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   9800000 | PA      | $7881683.32   | 0.55%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                            | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1835325.58   | 0.13%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                     | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002920.80   | 0.21%             | 2030-10-20      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                             | GTT Communications Inc                                                           | CUSIP: 362393126<br>LEI: 549300ETSL7K1ZX05H30 | N/A              | DE               | CORP              | US        |     27621 | NS      | $10357.88     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787390 | PA      | $10555.75     | 0.00%             | 2047-04-10      | Variable      | 4.60%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                           | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $570237.50    | 0.04%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| LSTAR Commercial Mortgage Trus                     | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2379000 | PA      | $2218724.87   | 0.16%             | 2050-03-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1892958.60   | 0.13%             | 2040-02-18      | Floating      | 6.88%                 | 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      | $2640164.63   | 0.19%             | 2039-03-19      | Floating      | 8.97%                 | 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      | $3210230.40   | 0.23%             | 2041-08-18      | Floating      | 8.17%                 | 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      | $259076.48    | 0.02%             | 2036-05-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $8223362.45   | 0.58%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                              | Newark BSL CLO 2 Ltd                                                             | CUSIP: 65023QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2012567.60   | 0.14%             | 2030-07-25      | Floating      | 10.88%                | 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      | $477061.80    | 0.03%             | 2030-07-15      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                       | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052WAA1<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500878.50    | 0.04%             | 2034-07-20      | Floating      | 10.69%                | 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      | $2271394.94   | 0.16%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                  | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3869249.31   | 0.27%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                        | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24036525 | PA      | $21808291.08  | 1.53%             | 2039-02-15      | Floating      | 14.65%                | 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      | $256686.32    | 0.02%             | 2030-08-15      | 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      | $5818230.00   | 0.41%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                 | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3861149.45   | 0.27%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                                | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $462232.80    | 0.03%             | 2034-10-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                           | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  22000000 | PA      | $17719165.86  | 1.24%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| TKC HOLDINGS INC                                   | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5447456.60   | 0.38%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                           | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3935000 | PA      | $3167675.00   | 0.22%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2018-1 Clo Ltd                                             | CUSIP: 88432WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001490.50   | 0.07%             | 2030-07-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $8502629.54   | 0.60%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                         | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279399.26    | 0.02%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| 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      | $1840256.30   | 0.13%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6944931.84   | 0.49%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Upstart Securitization Trust                       | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549280 | PA      | $544431.80    | 0.04%             | 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        |   1810000 | PA      | $1944805.13   | 0.14%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3163898.76   | 0.22%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2894965.48   | 0.20%             | 2030-04-30      | Fixed         | 8.62%                 | 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      | $1273869.23   | 0.09%             | 2058-10-15      | Fixed         | 4.25%                 | 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        |    370581 | PA      | $365626.03    | 0.03%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                  | Groupe Solmax Inc                                                                | CUSIP: C4127PAB7<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |   2830926 | PA      | $2155750.35   | 0.15%             | 2028-07-24      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| X CORP                                             | X Corp                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5655000 | PA      | $5555245.80   | 0.39%             | 2029-10-29      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8887754 | PA      | $8914150.84   | 0.63%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                        | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3684688 | PA      | $3738428.67   | 0.26%             | 2030-03-29      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | US        |   6655000 | PA      | $6667478.13   | 0.47%             | 2031-01-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                           | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5725000 | PA      | $5739312.50   | 0.40%             | 2032-08-18      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                | Banco Davivienda SA                                                              | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |  17000000 | PA      | $15817464.70  | 1.11%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1200 | NC      | $-49358.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                    | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1503888.00   | 0.11%             | 2039-06-17      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664703 | PA      | $690463.51    | 0.05%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                     | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3793431.69   | 0.27%             | 2029-11-15      | Fixed         | 7.75%                 | 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        |  45864327 | PA      | $1269428.24   | 0.09%             | 2031-01-25      | Variable      | 1.40%                 | 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      | $1560197.92   | 0.11%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                             | Banco GNB Sudameris SA                                                           | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |  14800000 | PA      | $14771722.08  | 1.04%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3385954.69   | 0.24%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                            | Buttermilk Park CLO Ltd                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6503731.00   | 0.46%             | 2031-10-15      | Floating      | 10.33%                | 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        |  28530909 | PA      | $1098.44      | 0.00%             | 2047-10-10      | Variable      | 1.10%                 | 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        |   4200000 | PA      | $4423398.00   | 0.31%             | 2032-06-30      | Fixed         | 8.50%                 | 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      | $746944.50    | 0.05%             | 2039-10-19      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137FFQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3794964 | PA      | $614640.68    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GTT Communications Inc                             | GTT Communications Inc                                                           | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      8608 | NS      | $148488.00    | 0.01%             |  |  |  | No            |                  3 | 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      | $861015.60    | 0.06%             | 2065-10-25      | Variable      | 7.51%                 | 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      | $1964712.75   | 0.14%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3843880.64   | 0.27%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38379PD95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20906124 | PA      | $2158490.43   | 0.15%             | 2045-05-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18266168 | PA      | $1440605.19   | 0.10%             | 2044-07-20      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382M5P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15106207 | PA      | $2221542.92   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  48694783 | PA      | $630456.22    | 0.04%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $2023491.75   | 0.14%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5434656.60   | 0.38%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28063964 | PA      | $179701.98    | 0.01%             | 2049-08-15      | Variable      | 1.56%                 | 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      | $2053183.00   | 0.14%             | 2037-07-15      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                     | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67578LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $906121.60    | 0.06%             | 2036-07-15      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6009999.24   | 0.42%             | 2033-02-15      | Fixed         | 7.25%                 | 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      | $5767630.78   | 0.40%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   6061593 | PA      | $5935435.43   | 0.42%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                     | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502560.50   | 0.11%             | 2036-11-25      | Floating      | 7.22%                 | 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      | $583863.70    | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2017909.59   | 0.14%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| SASOL FINANCING USA LLC                            | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |  12000000 | PA      | $10573340.40  | 0.74%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1681094 | PA      | $311002.39    | 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        |  20250000 | PA      | $16946718.75  | 1.19%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   2080923 | PA      | $1602310.71   | 0.11%             | 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        |   7228717 | PA      | $1337312.65   | 0.09%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                              | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   7324438 | PA      | $7164215.92   | 0.50%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                              | Astra Acquisition Corp                                                           | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    753601 | PA      | $174036.65    | 0.01%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                             | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3023923.64   | 0.21%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                | LCM XVII LP                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $3799279.00   | 0.27%             | 2031-10-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                            | OneDigital Borrower LLC                                                          | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   6665000 | PA      | $6735815.63   | 0.47%             | 2032-07-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1273891 | PA      | $1253324.08   | 0.09%             | 2028-09-18      | Floating      | 8.05%                 | 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      | $2990145.00   | 0.21%             | 2036-07-15      | Floating      | 6.61%                 | 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      | $3912496.14   | 0.27%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BRASKEM IDESA SAPI                                 | Braskem Idesa SAPI                                                               | CUSIP: BR9695791<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |  20000000 | PA      | $11888362.20  | 0.83%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: —       |
| ENA MASTER TRUST                                   | ENA Master Trust                                                                 | CUSIP: BM4694253<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |   2237000 | PA      | $1705376.95   | 0.12%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                              | TransJamaican Highway Ltd                                                        | CUSIP: ZP9867463<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1953439 | PA      | $1856011.30   | 0.13%             | 2036-10-10      | Fixed         | 5.75%                 | 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      | $1980909.22   | 0.14%             | 2042-02-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                            | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4805000 | PA      | $5247987.37   | 0.37%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2350000 | PA      | $1760855.00   | 0.12%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                 | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |   2750000 | PA      | $2762511.87   | 0.19%             | 2025-11-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3038673 | PA      | $3045799.17   | 0.21%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                 | Bausch + Lomb Corp                                                               | CUSIP: C0787FAF9<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |   7376765 | PA      | $7385986.12   | 0.52%             | 2028-09-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1320025 | PA      | $1208647.89   | 0.08%             | 2031-05-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                             | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   8460000 | PA      | $8402895.00   | 0.59%             | 2032-06-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    664983 | PA      | $662855.43    | 0.05%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                      | Mexarrend SAPI de CV                                                             | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |   7600000 | PA      | $57000.00     | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                            | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |   6114200 | PA      | $6459652.30   | 0.45%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                             | Frigorifico Concepcion SA                                                        | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |   6160000 | PA      | $4579037.42   | 0.32%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| ADANI PORTS AND SPECIAL                            | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BQ6517206<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   9500000 | PA      | $8040960.55   | 0.56%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929997 | PA      | $970531.28    | 0.07%             | 2049-09-16      | Fixed         | 6.61%                 | 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      |
| 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      |
| AREIT CRE Trust                                    | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $997457.00    | 0.07%             | 2037-01-20      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1406311.59   | 0.10%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| BX Trust                                           | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2310987 | PA      | $2319274.00   | 0.16%             | 2030-03-15      | Floating      | 7.09%                 | 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      | $500941.20    | 0.04%             | 2034-04-20      | Floating      | 6.67%                 | 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      | $2657846.67   | 0.19%             | 2057-09-15      | Fixed         | 4.50%                 | 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      | $1632237.60   | 0.11%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BANCO LATINOAMERICANO SA                           | Banco Latinoamericano de Comercio Exterior SA                                    | CUSIP: 05968CAD4<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | CORP              | PA        |   1800000 | PA      | $1849136.18   | 0.13%             | 2032-09-17      | 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      | $5726811.20   | 0.40%             | 2035-05-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2684247.24   | 0.19%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1712715.13   | 0.12%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| COMMSCOPE LLC                                      | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $6426679.83   | 0.45%             | 2031-12-15      | Fixed         | 9.50%                 | 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      | $7364842.56   | 0.52%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1389054.57   | 0.10%             | 2032-01-15      | Fixed         | 10.88%                | 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      | $2492710.00   | 0.17%             | 2031-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                            | Chenango Park CLO Ltd                                                            | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1497102.90   | 0.11%             | 2030-04-15      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4080057.00   | 0.29%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38381AEP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2484816 | PA      | $224452.66    | 0.02%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13535158 | PA      | $1972735.77   | 0.14%             | 2050-10-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29724115 | PA      | $945428.99    | 0.07%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382UG88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33207053 | PA      | $567036.99    | 0.04%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                             | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |  17000000 | PA      | $14401952.39  | 1.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HIG RCP Trust                                      | HIG RCP 2023-FL1 LLC                                                             | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3590299 | PA      | $3605224.16   | 0.25%             | 2038-09-19      | Floating      | 7.76%                 | 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      |
| DEALER TIRE LLC/DT ISSR                            | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6058084.08   | 0.43%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DIRECTV FIN LLC/COINC                              | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4092059.79   | 0.29%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                              | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3990499.24   | 0.28%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2893169.16   | 0.20%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| ILLUMINATE BUYER/HLDG                              | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7122000 | PA      | $7150915.32   | 0.50%             | 2028-07-01      | Fixed         | 9.00%                 | 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      | $1152862.57   | 0.08%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                            | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1425968.92   | 0.10%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| KRONOS ACQUISITION HOLDI                           | Kronos Acquisition Holdings Inc                                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1318494.06   | 0.09%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2170000 | PA      | $2178749.44   | 0.15%             | 2036-07-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  25000000 | PA      | $18537550.00  | 1.30%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CFG INVESTMENT SAC-HOLDCO                          | CFG INVESTMENT SAC-HOLDCO                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PE        |    212801 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PYXUS HOLDINGS                                     | Pyxus Holdings Inc                                                               | CUSIP: 747328AB8<br>LEI: 254900VQMPHIAYHG0L57 | Long             | DBT              | CORP              | US        |   8265470 | PA      | $7497804.39   | 0.53%             | 2027-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                         | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $596792.53    | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4395692.47   | 0.31%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                   | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   3300000 | PA      | $3155789.08   | 0.22%             | 2029-04-11      | Fixed         | 7.85%                 | 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      | $1860750.00   | 0.13%             | 2040-03-10      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4038983.50   | 0.28%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2013-2 CLO Ltd                                             | CUSIP: 88432ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000100.00   | 0.14%             | 2030-10-18      | Floating      | 11.34%                | 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      | $3247270.25   | 0.23%             | 2031-01-15      | Floating      | 10.33%                | 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      | $2091378.80   | 0.15%             | 2055-04-20      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2017-1 CLO Ltd                                             | CUSIP: 97315XAA1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4984048.00   | 0.35%             | 2036-04-18      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                            | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2725967.38   | 0.19%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                 | Saavi Energia Sarl                                                               | CUSIP: YR2537391<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |   6600000 | PA      | $7111170.00   | 0.50%             | 2035-02-10      | Fixed         | 8.88%                 | 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      | $3939375.00   | 0.28%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                    | Venture XXVII CLO Ltd                                                            | CUSIP: 92331TAA1<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $2383522.80   | 0.17%             | 2030-07-20      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                   | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |  22200000 | PA      | $18519240.00  | 1.30%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1672038 | PA      | $1651330.27   | 0.12%             | 2028-10-04      | Floating      | 8.22%                 | 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      | $296241.32    | 0.02%             | 2070-05-25      | Variable      | 7.43%                 | 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        |   8765000 | PA      | $9202180.67   | 0.65%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| EISNER ADVISORY GROUP LL                           | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   2755197 | PA      | $2775227.71   | 0.19%             | 2031-02-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                    | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   3731770 | PA      | $3392178.89   | 0.24%             | 2030-08-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                              | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1523357.55   | 0.11%             | 2032-11-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                           | Comision Federal de Electricidad                                                 | CUSIP: BN8781641<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  22000000 | PA      | $16625243.80  | 1.17%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| Voya CLO Ltd                                       | Voya CLO 2017-1 Ltd                                                              | CUSIP: 92916NAA7<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1487987.40   | 0.10%             | 2030-04-17      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $940626.10    | 0.07%             | 2031-07-15      | Floating      | 9.83%                 | 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      | $447257.60    | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| .LGCY (Legacy Backstop/Commit Fee Shares)          | .LGCY (Legacy Backstop/Commit Fee Shares)                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    333957 | NS      | $53433.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                           | Banco do Brasil SA/Cayman                                                        | CUSIP: EJ5310291<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |  16000000 | PA      | $16054800.00  | 1.13%             | 2025-10-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: —       |
| FRESNILLO PLC                                      | Fresnillo PLC                                                                    | CUSIP: ZO7122948<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |   4956000 | PA      | $3934906.40   | 0.28%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                              | Mongolian Mining Corp                                                            | CUSIP: YQ7446137<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | MN        |   8200000 | PA      | $8321842.16   | 0.58%             | 2030-04-03      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9463293 | PA      | $9330806.60   | 0.65%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| GREYSTONE SELECT FINANCI                           | Greystone Select Financial LLC                                                   | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3577538 | PA      | $3586482.30   | 0.25%             | 2028-06-19      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                           | NGL Energy Operating LLC                                                         | CUSIP: 62922KAF7<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    661625 | PA      | $663279.06    | 0.05%             | 2031-02-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1540000 | PA      | $1580425.00   | 0.11%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Aspect Software) Third-Out T/L A ( | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2746453 | PA      | $78960.54     | 0.01%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                              | Astra Acquisition Corp                                                           | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204012 | PA      | $14797.30     | 0.00%             | 2028-10-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| WATERBRIDGE MIDSTREAM OP                           | WaterBridge Midstream Operating LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |   9438675 | PA      | $9462885.20   | 0.66%             | 2029-06-27      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                            | Aspire Bakeries Holdings LLC                                                     | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |   1641709 | PA      | $1653504.22   | 0.12%             | 2030-12-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                            | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4680000 | PA      | $4668300.00   | 0.33%             | 2033-07-29      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6300000 | PA      | $4750830.00   | 0.33%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                           | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |  17000000 | PA      | $14012447.20  | 0.98%             | 2051-06-10      | Fixed         | 5.50%                 | 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      | $3181665.29   | 0.22%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                     | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3526467.00   | 0.25%             | 2039-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Project Sunbird                                    | Sunbird Engine Finance LLC                                                       | CUSIP: 86709LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | SG        |     12187 | PA      | $11973.72     | 0.00%             | 2045-02-15      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                             | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   7090000 | PA      | $7097196.35   | 0.50%             | 2032-09-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                             | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   1750000 | PA      | $1746656.33   | 0.12%             | 2031-04-16      | Variable      | 7.50%                 | 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      | $1034083.40   | 0.07%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                 | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   1500000 | PA      | $1577197.50   | 0.11%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26100000 | PA      | $16513470.00  | 1.16%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                          | ADMI Corp                                                                        | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   5709579 | PA      | $5549025.61   | 0.39%             | 2027-12-23      | Floating      | 10.07%                | 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        |   3236888 | PA      | $3239930.17   | 0.23%             | 2031-08-14      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                               | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   8029500 | PA      | $7136218.13   | 0.50%             | 2030-02-19      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | Kosmos Energy Ltd                                                                | CUSIP: BS0630753<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   3900000 | PA      | $3795811.50   | 0.27%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2770488.55   | 0.19%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137H3N99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11141304 | PA      | $1390872.54   | 0.10%             | 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        |   3317660 | PA      | $330760.79    | 0.02%             | 2040-02-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                              | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3818287.20   | 0.27%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                               | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   5995000 | PA      | $6219830.49   | 0.44%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382EK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9488601 | PA      | $781851.21    | 0.05%             | 2045-07-16      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382WHF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16028127 | PA      | $200093.53    | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $830972.76    | 0.06%             | 2036-07-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                           | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4179930 | PA      | $4178633.96   | 0.29%             | 2029-01-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                               | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   7893933 | PA      | $7892551.29   | 0.55%             | 2029-03-15      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | GWT 2024-WLF2                                                                    | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5050438.00   | 0.35%             | 2041-05-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2015-GC28                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |   2642723 | PA      | $2533122.26   | 0.18%             | 2048-02-10      | Variable      | 4.57%                 | 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      | $18.38        | 0.00%             | 2025-04-28      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| ACI AIRPORT SUDAMERICA S                           | ACI Airport Sudamerica SA                                                        | CUSIP: 00102JAC9<br>LEI: 5493001F4PWVVX0CMI56 | Long             | DBT              | CORP              | UY        |    159466 | PA      | $159738.42    | 0.01%             | 2034-11-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                           | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $1819140.00   | 0.13%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                   | BSPDF 2021-FL1 Issuer Ltd                                                        | CUSIP: 055731AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2480997.50   | 0.17%             | 2036-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                        | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  12326783 | NS      | $12326782.98  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                           | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6848437.20   | 0.48%             | 2029-05-01      | 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        |  43687225 | PA      | $95113.64     | 0.01%             | 2046-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                            | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2061738.80   | 0.14%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                           | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3612987.70   | 0.25%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| KREF 2021-FL2 Ltd                                  | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3319163.25   | 0.23%             | 2039-02-15      | Floating      | 6.26%                 | 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      | $457099.74    | 0.03%             | 2052-11-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $1.39         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18438000 | PA      | $553.14       | 0.00%             | 2048-10-10      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                      | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2053308.60   | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diversified ABS X LLC                              | Diversified Abs X LLC                                                            | CUSIP: 255126AE4<br>LEI: 2549000V3WDZQQ691H02 | Long             | ABS-O            | CORP              | US        |   2855423 | PA      | $2901523.78   | 0.20%             | 2045-02-28      | Fixed         | 10.40%                | 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        |   3881908 | NS      | $36645207.46  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HUSKY INJECTION / TITAN                            | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10130000 | PA      | $10600446.92  | 0.74%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                             | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2130261.45   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5180502.30   | 0.36%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                  | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $3004902.45   | 0.21%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| 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      | $21590.25     | 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        |   6100000 | PA      | $3420880.00   | 0.24%             | 2060-12-01      | Fixed         | 2.78%                 | 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      | $5597223.51   | 0.39%             | 2032-09-15      | Fixed         | 7.50%                 | 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      | $2527907.26   | 0.18%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SWF HOLDINGS I CORP                                | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $3252600.00   | 0.23%             | 2029-10-01      | Fixed         | 6.50%                 | 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      | $1527408.18   | 0.11%             | 2065-08-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                       | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |   1330000 | PA      | $1283603.08   | 0.09%             | 2029-08-01      | Fixed         | 5.50%                 | 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        |    377866 | PA      | $397455.46    | 0.03%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                | Sound Point Clo XXXI Ltd                                                         | CUSIP: 83615UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1797984.20   | 0.13%             | 2034-10-25      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start II LTD                                                                     | CUSIP: 85573LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83388 | PA      | $83443.94     | 0.01%             | 2044-03-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1873213.61   | 0.13%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                       | Upstart Securitization Trust 2022-4                                              | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948971 | PA      | $960227.79    | 0.07%             | 2032-08-20      | Fixed         | 8.68%                 | 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      | $597855.85    | 0.04%             | 2069-08-26      | Variable      | 7.96%                 | 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      | $623830.70    | 0.04%             | 2031-07-15      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                               | Raizen Fuels Finance SA                                                          | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   8150000 | PA      | $7503161.31   | 0.53%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| SOUND INPATIENT PHYSICIA                           | Sound Inpatient Physicians Holdings LLC                                          | CUSIP: 83607JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3771145 | PA      | $3100959.74   | 0.22%             | 2026-06-29      | Floating      | 12.32%                | No            |                  3 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    905000 | PA      | $883506.25    | 0.06%             | 2028-02-03      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4225000 | PA      | $4053950.88   | 0.28%             | 2029-01-22      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                  | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   9424883 | PA      | $9430773.58   | 0.66%             | 2029-04-02      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   2932853 | PA      | $2762996.59   | 0.19%             | 2028-06-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   6377494 | PA      | $6186168.89   | 0.43%             | 2028-08-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | LU        |   7930925 | PA      | $7207228.19   | 0.51%             | 2030-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                           | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   6149993 | PA      | $6154605.72   | 0.43%             | 2031-07-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4613438 | PA      | $3994475.66   | 0.28%             | 2031-10-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                       | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3690750 | PA      | $3707136.93   | 0.26%             | 2028-04-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   9500000 | PA      | $9495060.00   | 0.67%             | 2032-06-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                            | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |   8803994 | PA      | $264119.82    | 0.02%             | 2044-12-31      | Fixed         | 15.00%                | 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      |
| BBVA BANCOMER SA TEXAS                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2181992.00   | 0.15%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                                 | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  14900000 | PA      | $9666605.95   | 0.68%             | 2051-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                        | CUSIP: BR7402000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |  11450000 | PA      | $9862743.75   | 0.69%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| RIVERBED CLASS B-1 PARTNERSHIP UNITS               | RIVERBED CLASS B-1 PARTNERSHIP UNITS                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     34608 | NS      | $1747.72      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FRONTIER COMMUNICATIONS                            | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1375180.13   | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                    | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1715456.61   | 0.12%             | 2036-09-17      | Floating      | 6.71%                 | 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        |   1137065 | PA      | $181930.35    | 0.01%             | 2025-04-28      | Floating      | 9.58%                 | 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      | $10810096.00  | 0.76%             | 2030-10-22      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                              | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1715008.73   | 0.12%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Natixis Commercial Mortgage Se                     | Natixis Commercial Mortgage Securities Trust 2022-JERI                           | CUSIP: 63875LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3207935.00   | 0.23%             | 2039-01-15      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| OI S.A.                                            | OI S.A.                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |    512343 | NS      | $76851.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| .LGCU Equity (Legacy Notes Claim Shares)           | .LGCU Equity (Legacy Notes Claim Shares)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26458 | NS      | $4233.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS US PETROCHEM LLC                             | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2508250 | PA      | $2278318.72   | 0.16%             | 2029-03-29      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                       | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   4246604 | PA      | $3917492.26   | 0.27%             | 2031-12-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                   | Finastra USA Inc                                                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |   1390000 | PA      | $1385781.35   | 0.10%             | 2032-09-15      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                           | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: ZO4418208<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   7800000 | PA      | $6015321.00   | 0.42%             | 2051-01-15      | Fixed         | 4.75%                 | 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      | $2370901.50   | 0.17%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                    | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2978442.00   | 0.21%             | 2041-05-17      | Floating      | 8.44%                 | 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      | $2544855.04   | 0.18%             | 2030-01-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3479745.40   | 0.24%             | 2029-10-15      | None          | 5.50%                 | 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      | $1804354.74   | 0.13%             | 2035-06-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1798832.60   | 0.13%             | 2034-04-15      | Floating      | 6.10%                 | 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      | $1534889.48   | 0.11%             | 2039-07-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71528879 | PA      | $1910650.81   | 0.13%             | 2056-12-15      | Variable      | 1.26%                 | 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      | $1200130.43   | 0.08%             | 2058-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2302875.06   | 0.16%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                              | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304550.28    | 0.02%             | 2054-11-20      | Fixed         | 6.58%                 | 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      | $427313.09    | 0.03%             | 2052-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1753994 | PA      | $463.05       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | 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      | $996899.00    | 0.07%             | 2034-04-15      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Global Market Strategies CLO 2013-3 Ltd                                  | CUSIP: 14310HAQ1<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000441.80   | 0.14%             | 2030-10-15      | Floating      | 10.08%                | 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        |    515775 | PA      | $402762.34    | 0.03%             | 2043-06-15      | Fixed         | 6.62%                 | 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      | $1284667.00   | 0.09%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                      | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1592366.16   | 0.11%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3704696.75   | 0.26%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1512219.50   | 0.11%             | 2028-11-30      | Fixed         | 12.00%                | 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      | $5206123.04   | 0.37%             | 2028-11-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                               | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14095985 | PA      | $13624938.14  | 0.96%             | 2029-10-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                 | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |   6200000 | PA      | $6434050.00   | 0.45%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136B5XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7710817 | PA      | $721552.04    | 0.05%             | 2049-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136BFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36318202 | PA      | $100067.54    | 0.01%             | 2051-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137H1PV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19944352 | PA      | $34978.40     | 0.00%             | 2044-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31396KD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1540522 | PA      | $157702.80    | 0.01%             | 2036-09-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6060606 | PA      | $605392.75    | 0.04%             | 2040-11-25      | Floating      | 1.58%                 | 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      | $1368832.70   | 0.10%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38377YBN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6916600 | PA      | $768481.94    | 0.05%             | 2041-05-16      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382JYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3306001 | PA      | $72022.22     | 0.01%             | 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        |   4957901 | PA      | $696716.46    | 0.05%             | 2050-12-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38083576 | PA      | $1074486.21   | 0.08%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382TZA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5639877 | PA      | $797268.75    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382VEV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28029176 | PA      | $149597.32    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38382XGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37277442 | PA      | $594381.35    | 0.04%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                     | Government National Mortgage Association                                         | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11009018 | PA      | $1828237.95   | 0.13%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3544890.28   | 0.25%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                     | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3080000 | PA      | $3068311.40   | 0.22%             | 2039-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                            | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2502288.06   | 0.18%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| KOHL'S CORPORATION                                 | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2613122.40   | 0.18%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                      | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2764851.35   | 0.19%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VITAL ENERGY INC                                   | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   5695000 | PA      | $5532250.00   | 0.39%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LoanCore 2021-CRE5 Issuer, Ltd                     | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1190101.20   | 0.08%             | 2036-07-15      | Floating      | 8.01%                 | 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      | $2716543.50   | 0.19%             | 2036-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4550000 | PA      | $4591150.20   | 0.32%             | 2037-09-17      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                     | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2520750.00   | 0.18%             | 2037-09-17      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite Xxxiii Ltd                                                             | CUSIP: 55954BAE5<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507386.05    | 0.04%             | 2037-10-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5101339.11   | 0.36%             | 2028-08-01      | Fixed         | 5.75%                 | 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      | $866775.00    | 0.06%             | 2036-05-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                         | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  12330304 | NS      | $12330303.65  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| OI S.A.                                            | OI S.A.                                                                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  13907318 | PA      | $417219.54    | 0.03%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44                     | Octagon Investment Partners 44 Ltd                                               | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $503507.95    | 0.04%             | 2034-10-15      | Floating      | 7.83%                 | 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      | $534515.25    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PFP III                                            | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600936.00    | 0.04%             | 2042-12-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3004653.00   | 0.21%             | 2042-12-18      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                           | Port Of Spain Waterfront Development                                             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   7926667 | PA      | $8065383.34   | 0.57%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                     | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2810000 | PA      | $2831679.15   | 0.20%             | 2039-10-25      | Floating      | 8.44%                 | 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      | $2152522.08   | 0.15%             | 2034-07-15      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2742803.82   | 0.19%             | 2029-09-01      | Fixed         | 10.75%                | 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      | $1931928.40   | 0.14%             | 2031-10-22      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                           | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   9485000 | PA      | $9513651.34   | 0.67%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Venture CDO Ltd                                    | Venture XXVI CLO Ltd                                                             | CUSIP: 92331HAA7<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | US        |   5072660 | PA      | $3510280.92   | 0.25%             | 2029-01-20      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $7023764.45   | 0.49%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                         | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AK4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $948531.02    | 0.07%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1761902.91   | 0.12%             | 2069-03-25      | Variable      | 8.46%                 | 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      | $676441.02    | 0.05%             | 2070-07-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                 | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   9170000 | PA      | $9849084.35   | 0.69%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                    | Vortex Opco LLC                                                                  | CUSIP: 92905YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515520 | PA      | $494899.20    | 0.03%             | 2030-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2015-C29                                   | CUSIP: 94989KAJ2<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |  38737225 | PA      | $11328972.76  | 0.80%             | 2048-06-15      | Variable      | 4.34%                 | No            |                  3 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                     | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAN7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  77592493 | PA      | $1938559.20   | 0.14%             | 2047-03-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                     | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436928 | PA      | $429057.10    | 0.03%             | 2046-05-15      | Fixed         | 7.38%                 | 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      | $2975998.20   | 0.21%             | 2035-04-15      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                           | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |   4500000 | PA      | $4835232.59   | 0.34%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asphalt ATD Holdco, LLC                            | Asphalt ATD Holdco, LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9442 | NS      | $60617.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                           | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |  23092000 | PA      | $21003790.44  | 1.47%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                 | CUSIP: BP9085443<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |  11000000 | PA      | $8948215.10   | 0.63%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                   | Movida Europe SA                                                                 | CUSIP: ZB2126561<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | BR        |   6900000 | PA      | $6598468.07   | 0.46%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                  | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   7341415 | PA      | $7091109.67   | 0.50%             | 2028-06-05      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                        | Vibrantz Technologies Inc                                                        | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   2028497 | PA      | $1644107.33   | 0.12%             | 2029-04-23      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISTION CORP                              | Astra Acquisition Corp                                                           | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9662677 | PA      | $38602.39     | 0.00%             | 2029-10-25      | Floating      | 17.38%                | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2882775 | PA      | $2892288.44   | 0.20%             | 2027-03-09      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                    | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6673552 | PA      | $6654098.14   | 0.47%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                                | Needle Holdings LLC                                                              | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57305 | PA      | $16905.00     | 0.00%             | 2028-04-28      | Floating      | 13.83%                | No            |                  3 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   7404626 | PA      | $7400405.43   | 0.52%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                              | Acuris Finance US Inc                                                            | CUSIP: 00510DAF1<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |   3029042 | PA      | $3033767.48   | 0.21%             | 2028-02-16      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                             | Golden State Foods LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2474078 | PA      | $2483269.19   | 0.17%             | 2031-12-04      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1794139 | PA      | $1697703.89   | 0.12%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                           | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    220500 | PA      | $190319.06    | 0.01%             | 2028-12-18      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| FINTHRIVE SOFTWARE INTER                           | FinThrive Software Intermediate Holdings Inc                                     | CUSIP: 31810YAE0<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |   1212750 | PA      | $962110.96    | 0.07%             | 2029-12-17      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                  | MLN US Holdco LLC                                                                | CUSIP: 55292HAU7<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     48683 | PA      | $34686.50     | 0.00%             | 2030-06-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                    | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   3570000 | PA      | $3681009.15   | 0.26%             | 2033-05-31      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   6070887 | PA      | $6090829.45   | 0.43%             | 2029-03-29      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                | Braskem Netherlands Finance BV                                                   | CUSIP: YU4155195<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | BR        |   1600000 | PA      | $598800.00    | 0.04%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                    | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  11570656 | PA      | $11494959.61  | 0.81%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                              | Autopistas del Sol SA/Costa Rica                                                 | CUSIP: AN7506248<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |   1469616 | PA      | $1459240.51   | 0.10%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                | Alfa Desarrollo SpA                                                              | CUSIP: BR3836136<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   4199196 | PA      | $3364079.43   | 0.24%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRF SA                                             | BRF SA                                                                           | CUSIP: ZO5145958<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   6100000 | PA      | $5241733.66   | 0.37%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                           | Comision Federal de Electricidad                                                 | CUSIP: AZ6529160<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1368000 | PA      | $1176644.15   | 0.08%             | 2049-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485934<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3200000 | PA      | $2276533.31   | 0.16%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                             | Empresa de Transmision Electrica SA                                              | CUSIP: ZS3565737<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |  12120000 | PA      | $9295615.80   | 0.65%             | 2049-05-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                           | Port Of Spain Waterfront Development                                             | CUSIP: YR4551713<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   6670000 | PA      | $6786725.00   | 0.48%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                           | Volcan Cia Minera SAA                                                            | CUSIP: YV4363920<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   4099000 | PA      | $4265911.28   | 0.30%             | 2030-01-24      | Fixed         | 8.75%                 | 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      |
| ADANIREN KODSOPAR WARSOM                           | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |  16396060 | PA      | $13975140.75  | 0.98%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                             | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |   8270632 | PA      | $374595.14    | 0.03%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dividend Solar Loans LLC                           | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850900 | PA      | $783744.69    | 0.06%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                | CUSIP: 3136A6MR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4343437 | PA      | $575759.88    | 0.04%             | 2042-06-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                     | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6653300 | PA      | $4414065.82   | 0.31%             | 2047-04-15      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| Jol Air                                            | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |    798708 | PA      | $796205.29    | 0.06%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 26 Ltd                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $5052295.30   | 0.35%             | 2031-01-20      | Floating      | 9.89%                 | 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      | $956703.20    | 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      | $3072988.50   | 0.22%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                     | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3012936.00   | 0.21%             | 2038-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| LERETA LLC                                         | Lereta LLC                                                                       | CUSIP: 52675EAJ3<br>LEI: 549300VK5GMZ4QV5U417 | Long             | LON              | CORP              | US        |   1093066 | PA      | $983000.00    | 0.07%             | 2028-08-07      | Floating      | 9.72%                 | 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      | $5623.73      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                           | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |  11800000 | PA      | $9497525.00   | 0.67%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                             | Mexico City Airport Trust                                                        | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $4345125.20   | 0.30%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                 | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |  11100000 | PA      | $8170642.62   | 0.57%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150066 | PA      | $2157938.50   | 0.15%             | 2040-06-15      | Floating      | 8.10%                 | 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        |    752372 | PA      | $759539.76    | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                | Cali 2024-Sun                                                                    | CUSIP: 12988DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $764063.72    | 0.05%             | 2041-07-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6650000 | PA      | $6666868.39   | 0.47%             | 2030-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $356250.00    | 0.03%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                         | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430000 | PA      | $2442931.41   | 0.17%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                      | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |  17360000 | PA      | $130200.00    | 0.01%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2853831.30   | 0.20%             | 2031-01-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                     | EFMT 2025-INV4                                                                   | CUSIP: 26846DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2159000 | PA      | $2155478.67   | 0.15%             | 2070-10-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                       | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   6500000 | PA      | $4976159.50   | 0.35%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137A4MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50405 | PA      | $82.88        | 0.00%             | 2040-11-15      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137AKLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8034519 | PA      | $1112506.05   | 0.08%             | 2042-01-15      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                               | CUSIP: 3137H1N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10884359 | PA      | $1694374.62   | 0.12%             | 2051-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                    | HGI CRE CLO 2021-FL1 Ltd                                                         | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2806207.60   | 0.20%             | 2036-06-16      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 28 Ltd                                                                       | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1357936.00   | 0.10%             | 2030-10-20      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2666994.31   | 0.19%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6533263.94   | 0.46%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| LoanCore Issuer, Ltd.                              | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1778943.17   | 0.12%             | 2042-08-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                     | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8370759.25   | 0.59%             | 2030-07-17      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| PFP III                                            | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2829311 | PA      | $2835340.62   | 0.20%             | 2039-09-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10200000 | PA      | $8424495.18   | 0.59%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                           | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   5495000 | PA      | $5851510.11   | 0.41%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3517512.78   | 0.25%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T                     | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2538000 | PA      | $2537588.84   | 0.18%             | 2036-11-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1974107.35   | 0.14%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                              | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3463636.46   | 0.24%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| 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      |
| Summit Issuer, LLC                                 | Summit Issuer LLC                                                                | CUSIP: 86613XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4289582.82   | 0.30%             | 2050-12-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                     | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1788880.64   | 0.13%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| UNIGEL LUXEMBOURG SA                               | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |   1481647 | PA      | $1140868.19   | 0.08%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                    | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |   8200000 | PA      | $8136450.00   | 0.57%             | 2031-01-26      | Fixed         | 9.20%                 | 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      | $538130.18    | 0.04%             | 2069-07-25      | Variable      | 7.91%                 | 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      | $1887600.14   | 0.13%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2015-C29                                   | CUSIP: 94989KAG8<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |   9180600 | PA      | $7336685.67   | 0.51%             | 2048-06-15      | Variable      | 4.34%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgag                     | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HAC6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  23520000 | PA      | $352400.16    | 0.02%             | 2049-10-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                   | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $6382178.25   | 0.45%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                      | NEP Group Inc                                                                    | CUSIP: 62908HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2015000 | PA      | $1839956.95   | 0.13%             | 2026-10-19      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1402054 | PA      | $1335133.59   | 0.09%             | 2028-04-12      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                   | Dexko Global Inc                                                                 | CUSIP: 25213YBC8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |   1605550 | PA      | $1595515.31   | 0.11%             | 2028-10-04      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                               | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   5548505 | PA      | $5500344.07   | 0.39%             | 2030-11-29      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                            | Husky Injection Molding Systems Ltd                                              | CUSIP: C8856UAE8<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   9411660 | PA      | $9448224.52   | 0.66%             | 2029-02-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                             | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   7555341 | PA      | $7508119.89   | 0.53%             | 2030-03-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                           | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |   2130008 | PA      | $2145099.46   | 0.15%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                 | Central Parent LLC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1968515 | PA      | $1707775.50   | 0.12%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   9506207 | PA      | $9294978.88   | 0.65%             | 2031-06-06      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                           | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   5515000 | PA      | $5533944.03   | 0.39%             | 2028-10-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                          | CommScope LLC                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |  11035000 | PA      | $11184248.38  | 0.78%             | 2029-12-17      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   7905000 | PA      | $7930730.78   | 0.56%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| CAP SA                                             | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   7900000 | PA      | $6499540.14   | 0.46%             | 2031-04-27      | Fixed         | 3.90%                 | 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      | $2107875.00   | 0.15%             | 2025-02-11      | None          | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                              | Petroleos del Peru SA                                                            | CUSIP: AN9553354<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |  29500000 | PA      | $21838260.00  | 1.53%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CANACOL ENERGY LTD                                 | Canacol Energy Ltd                                                               | CUSIP: BS4891542<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CO        |  20800000 | PA      | $7202000.00   | 0.51%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                          | ACREC 2023-FL2 LLC                                                               | CUSIP: 00501BAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5053265.00   | 0.35%             | 2038-02-19      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                           | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3304155.25   | 0.23%             | 2038-08-19      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2291511.86   | 0.16%             | 2036-10-15      | Floating      | 6.86%                 | 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      | $3363191.69   | 0.24%             | 2037-08-19      | Floating      | 7.68%                 | 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      | $286530.09    | 0.02%             | 2036-03-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                 | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $1783254.33   | 0.13%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3929315 | PA      | $1654.24      | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| CALFRAC HOLDINGS LP                                | Calfrac Holdings LP                                                              | CUSIP: 12958RAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1958000 | PA      | $1961808.31   | 0.14%             | 2026-03-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2465644.25   | 0.17%             | 2031-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5996649.60   | 0.42%             | 2034-04-15      | Floating      | 11.28%                | 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      | $3005235.00   | 0.21%             | 2031-04-20      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4968649.22   | 0.35%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DORNOCH DEBT MERGER SUB                            | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4375000 | PA      | $3768144.67   | 0.26%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Dryden Senior Loan Fund                            | Dryden 55 CLO Ltd                                                                | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $1933791.75   | 0.14%             | 2031-04-15      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                      | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  12326896 | NS      | $12326895.95  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| 1345 Trust                                         | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740000 | PA      | $1749266.54   | 0.12%             | 2042-06-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                            | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  13616604 | PA      | $13830683.80  | 0.97%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                 | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   7495000 | PA      | $7465432.23   | 0.52%             | 2028-01-18      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Alvaria Holdco (Aspect Software) Second-Out T/L (0 | Alvaria Holdco (Cayman), Senior Secured First Lien Term Loan                     | CUSIP: G0236BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1190266 | PA      | $355342.02    | 0.02%             | 2028-05-05      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6760000 | PA      | $6677595.60   | 0.47%             | 2030-10-08      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                               | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | GB        |  11099225 | PA      | $11090234.63  | 0.78%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                     | EG America LLC                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | GB        |   7272206 | PA      | $7323474.68   | 0.51%             | 2028-02-07      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                            | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: BQ9153637<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |  12300000 | PA      | $9816076.50   | 0.69%             | 2061-08-11      | Fixed         | 5.12%                 | 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      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784000 | PA      | $776344.24    | 0.05%             | 2066-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM XIV LP                                                                       | CUSIP: 50184WAD4<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $394768.15    | 0.03%             | 2031-07-20      | Floating      | 12.20%                | 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      | $999199.50    | 0.07%             | 2042-10-15      | Variable      | 7.33%                 | 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      |
| PAR PETROLEUM LLC                                  | Par Petroleum LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   2732161 | PA      | $2732448.37   | 0.19%             | 2030-02-28      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                        | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1687950 | PA      | $1604961.94   | 0.11%             | 2029-09-10      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                         | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   5085000 | PA      | $5081821.88   | 0.36%             | 2028-06-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | Kosmos Energy Ltd                                                                | CUSIP: YV7141778<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | GH        |   2800000 | PA      | $2174260.76   | 0.15%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Ana Alcantara

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

**Title:** Vice President