# EDGAR Filing Document

**Accession Number:** 0001989582
**File Stem:** 0001752724-25-207933
**Filing Date:** 2025-8
**Character Count:** 160735
**Document Hash:** 84be10312520b904e66b613ac480bf88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207933.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207933

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PGIM Credit Income Fund
- **CENTRAL INDEX KEY:** 0001989582

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23894
- **FILM NUMBER:** 251261824

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** 973-802-2761

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PGIM Credit Income Fund

- **b. Investment Company Act file number:** 811-23894

- **c. CIK number of Registrant:** 0001989582

- **d. LEI of Registrant:** 5299007RXP58VIJUDJ20

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

  - **Street Address 1:** 655 Broad Street

  - **City:** NEWARK

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Credit Income Fund

- **c. LEI of Series:** 5299007RXP58VIJUDJ20

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $153063783.44

**Total Liabilities:** $45579442.04

**Net Assets:** $107484341.40

**Delayed Delivery Securities:** $1030012.50

**Cash Not Reported:** $5721796.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 118.06500000 | **1-Year:** 2234.02240000 | **5-Year:** 10390.67522000 | **10-Year:** 3226.67755000 | **30-Year:** 154.79434000

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

- **3-Month:** 192.11768000 | **1-Year:** 10039.50860000 | **5-Year:** 11020.80965000 | **10-Year:** 162.92485000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.78%               | 1.75%                | 1.45%                |
| Class ID C000000002 | -0.72%               | 1.85%                | 1.52%                |
| Class ID C000000001 | -0.80%               | 1.73%                | 1.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7416.50                | $-325610.32                                |
| Month 2  | $-450888.54              | $1711695.59                                |
| Month 3  | $-35740.40               | $1463726.75                                |

**Designated Index Information**

- **Index Name:** PGIM FI Credit Income Fund - ExDerivatives

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP INC.                                 | CITIGROUP INC                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | RA               | CORP              | US        |   -415362 | PA      | $-415362.50   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                       | ALLIANCE LAUNDRY SYSTEMS LLC                                          | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    350000 | PA      | $350364.70    | 0.33%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                       | Camelot Return Merger Sub Inc                                         | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $161402.97    | 0.15%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                      | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $910567.97    | 0.85%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | ACRISURE LLC                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    271527 | PA      | $270508.49    | 0.25%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                        | BELRON FINANCE 2019 LLC                                               | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    322562 | PA      | $323671.47    | 0.30%             | 2031-10-16      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                  | CITIGROUP INC                                                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Short            | RA               | CORP              | US        |   -435000 | PA      | $-435000.00   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| TRULITE GLASS ALUMINUM S                       | TRULITE GLASS & ALUMINUM SOLUTIONS LLC                                | CUSIP: 89789MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217969 | PA      | $208160.16    | 0.19%             | 2030-03-01      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $159419.12    | 0.15%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $91578.73     | 0.09%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47042.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                        | BEACH ACQUISITION BIDCO                                               | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    125000 | PA      | $125468.75    | 0.12%             | 2032-06-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | HILCORP ENERGY I HILCORP FIN C                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |  -1012781 | PA      | $-1012781.25  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| DONCASTERS FINANCE US LLC                      | DONCASTERS US FINANCE LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266625 | PA      | $263292.19    | 0.24%             | 2030-04-23      | Floating      | 10.82%                | No            |                  3 | On Loan: No      |
| ECHOSTAR CORP                                  | EchoStar Corp                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257022.22    | 0.24%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                             | VIKING CRUISES LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -438781 | PA      | $-438781.25   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                        | Monitchem HoldCo 3 SA                                                 | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |   1445000 | PA      | $1713048.45   | 1.59%             | 2028-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                 | SAZERAC CO INC                                                        | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     75000 | PA      | $75018.75     | 0.07%             | 2032-06-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                       | APRO LLC                                                              | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    198500 | PA      | $197507.50    | 0.18%             | 2031-07-09      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                   | NEWGENERATIONGASGATHERINGLLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229729 | PA      | $226283.07    | 0.21%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                    | NRG ENERGY INC                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1685250 | PA      | $-1685250.00  | -1.57%            |  |  |  | No            |                  2 | On Loan: No      |
| WELD NORTH EDUCATION LLC                       | WELD NORTH EDUCATION LLC                                              | CUSIP: 94935RAF0<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |    246875 | PA      | $239931.64    | 0.22%             | 2029-12-21      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                         | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    225000 | PA      | $228656.25    | 0.21%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                           | CROWN FINANCE US INC                                                  | CUSIP: 000000000<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    200000 | PA      | $199750.00    | 0.19%             | 2031-12-02      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                            | TREASURE HOLDCO INC                                                   | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    149250 | PA      | $146078.44    | 0.14%             | 2031-11-04      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979268.77    | 0.91%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                       | Bellis Acquisition Co PLC                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $1063074.53   | 0.99%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VOYAGERPARENTLLC                               | VOYAGERPARENTLLC                                                      | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    575000 | PA      | $568223.05    | 0.53%             | 2032-05-10      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                        | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $416818.75    | 0.39%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2025-DIME                                                    | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992193.70    | 0.92%             | 2035-02-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| SHIFT4PAYMENTSLLC                              | SHIFT4PAYMENTSLLC                                                     | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    100000 | PA      | $100687.50    | 0.09%             | 2032-05-10      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                 | SCOTTS MIRACLE GRO CO                                                 | CUSIP: 000000000<br>LEI: 2TH9E0JTOUXOEGI2R879 | Short            | RA               | CORP              | US        |   -199062 | PA      | $-199062.50   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $348400.00    | 0.32%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | DAVITA INC                                                            | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -711750 | PA      | $-711750.00   | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2024-V12 Mortgage Trust                                     | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $239553.46    | 0.22%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    975000 | PA      | $886694.65    | 0.82%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CDS PETROLEOS MEXICANOS                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $765.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | CAESARS ENTERTAIN INC                                                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    196004 | PA      | $195636.28    | 0.18%             | 2031-02-06      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    543532 | PA      | $746079.20    | 0.69%             | 2028-11-25      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                       | GRAFTECH GLOBAL ENTERPRI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254545 | PA      | $255500.00    | 0.24%             | 2029-12-21      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                  | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $773743.13    | 0.72%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199385.90    | 0.19%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    600000 | PA      | $667676.78    | 0.62%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | CORONADO FIN PTY LTD                                                  | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -488125 | PA      | $-488125.00   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | MGM RESORTS INTL                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -907031 | PA      | $-907031.25   | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| Monument CLO                                   | Monument Clo 1 DAC                                                    | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1790709.05   | 1.67%             | 2037-05-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $1012335.11   | 0.94%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC                                                   | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    199480 | PA      | $196523.58    | 0.18%             | 2027-12-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    550000 | PA      | $529512.50    | 0.49%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                          | Barrow Hanley CLO III Ltd                                             | CUSIP: 06875VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1013069.60   | 0.94%             | 2037-04-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118559.18    | 0.11%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDINGS INC                            | BELFOR HOLDINGS INC                                                   | CUSIP: 07768YAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244463 | PA      | $244462.91    | 0.23%             | 2030-11-04      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | CDS PETROLEOS MEXICANOS                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1485.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -266906 | PA      | $-266906.25   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-TY                                                     | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993790.00    | 0.92%             | 2038-09-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| JFL-TIGER ACQUISITION CO                       | JFL-TIGER ACQUISITION CO                                              | CUSIP: 000000000<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |     74622 | PA      | $74622.16     | 0.07%             | 2030-10-17      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | DISH NETWORK CORP                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1385625 | PA      | $-1385625.00  | -1.29%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC               | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275675 | PA      | $271539.88    | 0.25%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                       | GREAT OUTDOORS GROUP LLC                                              | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    176438 | PA      | $175335.02    | 0.16%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6109.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2025-SPOT                                | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495995.95    | 0.46%             | 2040-04-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY RET HLD                        | BROOKFIELD PROPERTIES RETAIL HOLDING LLC                              | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |   1000000 | PA      | $998125.00    | 0.93%             | 2030-05-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TEI HOLDINGS INC                               | TEI HOLDINGS INC                                                      | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274000 | PA      | $273657.50    | 0.25%             | 2031-04-09      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                   | COTIVITI INC                                                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    196015 | PA      | $194912.43    | 0.18%             | 2031-05-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HLDG INC                   | DENALI INTERMEDIATE HLDG INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84834 | PA      | $83986.14     | 0.08%             | 2032-05-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                          | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523727.68    | 0.49%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                             | Expand Energy Corp                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $825385.98    | 0.77%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLTECH INC                                    | ALLTECH INC                                                           | CUSIP: 02003DBB9<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |    522982 | PA      | $523200.41    | 0.49%             | 2030-08-13      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                 | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1404681.93   | 1.31%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                             | COVIA HOLDINGS LLC                                                    | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    225000 | PA      | $225093.83    | 0.21%             | 2032-02-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                          | Lightstone Holdco LLC                                                 | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |     13346 | PA      | $13329.24     | 0.01%             | 2027-01-29      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2025-ROIC                                                    | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $735042.30    | 0.68%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING                       | VISTA MANAGEMENT HOLDING INC                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    350000 | PA      | $350218.75    | 0.33%             | 2031-04-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| GATEGROUP US FINANCE INC                       | GATEGROUP US FINANCE INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $324539.48    | 0.30%             | 2032-05-28      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                 | CQS US CLO 2023-3 Ltd                                                 | CUSIP: 223929AJ9<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1513529.40   | 1.41%             | 2037-01-25      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     60913 | PA      | $83612.23     | 0.08%             | 2028-11-25      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| VOODOO SAS                                     | VOODOO SAS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1148939.45   | 1.07%             | 2030-02-28      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DUKES EDUCATION GRP LTD                        | DUKES EDUCATION GRP LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     34427 | PA      | $40552.87     | 0.04%             | 2028-11-27      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                    | MPT OPERATING PARTNERSHIP LP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -112750 | PA      | $-112750.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $2841104.11   | 2.64%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                    | INTERNATIONAL PARK HLDGS BV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $585759.79    | 0.54%             | 2031-12-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                       | KRONOS ACQUISITION HOLDINGS INC                                       | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196967 | PA      | $174597.54    | 0.16%             | 2031-07-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                           | TGP Holdings III LLC                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    249768 | PA      | $222917.82    | 0.21%             | 2028-06-29      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE GRP LTD               | CONSTELLATION AUTOMOTIVE GRP LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1169115.38   | 1.09%             | 2031-02-28      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | PENNYMAC FIN SVCS INC                                                 | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -220312 | PA      | $-220312.50   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | SCIENTIFIC GAMES HLDGS                                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -446875 | PA      | $-446875.00   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154257.02    | 0.14%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GEON PERFORMANCE SOLUTIO                       | GEON PERFORMANCE SOLUTIO                                              | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345086 | PA      | $326105.88    | 0.30%             | 2028-08-18      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46898.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                         | Northwoods Capital 22 Ltd                                             | CUSIP: 66858HBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $950504.07    | 0.88%             | 2031-09-16      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                        | CPPIB OVM MEMBER US LLC                                               | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148875 | PA      | $148751.25    | 0.14%             | 2031-08-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | MADISON IAQ LLC                                                       | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    275000 | PA      | $275773.30    | 0.26%             | 2032-05-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                         | Eskom Holdings SOC Ltd                                                | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    404000 | PA      | $423190.00    | 0.39%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | MINERAL RESOURCES LTD                                                 | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -467500 | PA      | $-467500.00   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVIC                       | GFL ENVIRONMENTAL SERVIC                                              | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    450000 | PA      | $450000.00    | 0.42%             | 2032-03-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners BSL                  | Z Capital Credit Partners BSL CLO 2024-1 Ltd                          | CUSIP: 98877JAG7<br>LEI: 254900DSGRS62ZX4HI79 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1511702.10   | 1.41%             | 2036-04-16      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, INC                    | FERTITTA ENTERTAINMENT                                                | CUSIP: 000000000<br>LEI: 549300CIPGX0JQBKSF94 | Short            | RA               | CORP              | US        |   -227219 | PA      | $-227218.75   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                             | BMO 2024-5C3 Mortgage Trust                                           | CUSIP: 09660QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $649536.93    | 0.60%             | 2057-02-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                              | CLARIOS GLOBAL LP                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    425000 | PA      | $424336.15    | 0.39%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FIN LLC                          | DONCASTERS US FIN LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $421575.00    | 0.39%             | 2030-04-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | CDS SOFTBANK GROUP CORP                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-414.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD 2024-WRHS Mortgage Trust                                         | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926997 | PA      | $924679.55    | 0.86%             | 2026-08-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -183750 | PA      | $-183750.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD 2024-VICT Mortgage Trust                                         | CUSIP: 05555VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $698250.00    | 0.65%             | 2041-07-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III                         | PAINT INTERMEDIATE III                                                | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |     99750 | PA      | $98690.16     | 0.09%             | 2031-10-09      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                 | QUALITYTECH LP                                                        | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    399000 | PA      | $399498.75    | 0.37%             | 2031-11-04      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                        | MONTICHEM HOLDCO 3 SA                                                 | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Short            | RA               | CORP              | US        |  -1155000 | PA      | $-1360532.25  | -1.27%            |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                       | RHP Hotel Properties LP / RHP Finance Corp                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195377.21    | 0.18%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | WYNN MACAU LTD                                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -363906 | PA      | $-363906.25   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barings Euro CLO DAC                           | Barings Euro CLO 2024-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400L89NSY7YSS1C46 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1181573.37   | 1.10%             | 2037-07-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $310074.00    | 0.29%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1994077.56   | 1.86%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | ASHLAND LLC                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -235500 | PA      | $-235500.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                          | Scotts Miracle-Gro Co/The                                             | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229501.59    | 0.21%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190691.75    | 0.18%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1061708.25   | 0.99%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                        | XPO Inc                                                               | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1283013.65   | 1.19%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99456.00     | 0.09%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                    | RED SPV LLC                                                           | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $349125.00    | 0.32%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  3 | On Loan: No      |
| BROWN GROUP HOLDING LLC                        | BROWN GROUP HOLDING LLC                                               | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     98977 | PA      | $99039.02     | 0.09%             | 2031-07-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                    | MCAFEE CORP                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    235268 | PA      | $227033.76    | 0.21%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                               | Iris Holding Inc                                                      | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    211199 | PA      | $205039.43    | 0.19%             | 2028-06-28      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                     | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89510.32     | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26178.52     | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $329670.00    | 0.31%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASTERIX ACQUICO GMBH                           | ASTERIX ACQUICO GMBH                                                  | CUSIP: 000000000<br>LEI: 254900V7YIND4ZZA4924 | Long             | LON              | CORP              | DE        |    500000 | PA      | $585846.36    | 0.55%             | 2032-03-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                          | Maxim Crane Works Holdings Capital LLC                                | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $422229.91    | 0.39%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank                   | Huntington Bank Auto Credit-Linked Notes Series 2024-1                | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234793 | PA      | $240376.33    | 0.22%             | 2032-05-20      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-283520.92   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                 | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $810230.82    | 0.75%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | CDS REPUBLIC OF ARGENTINA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-301.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                         | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    225000 | PA      | $227320.31    | 0.21%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    310000 | PA      | $310775.00    | 0.29%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                        | BROWN GROUP HOLD 07/01/31                                             | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    150000 | PA      | $150131.25    | 0.14%             | 2031-07-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY ENERGY HOLDING                       | DISCOVERY ENERGY HOLDING                                              | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    251886 | PA      | $251413.58    | 0.23%             | 2031-05-02      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | VISTRA CORP                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2072875 | PA      | $-2072875.00  | -1.93%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | CASSA DEPOSITI E PRESTITI SPA                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -181750 | PA      | $-181750.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                       | Coronado Finance Pty Ltd                                              | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $411125.00    | 0.38%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                             | Bausch & Lomb TE 12/18/30                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    225000 | PA      | $225000.00    | 0.21%             | 2030-12-18      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | CDS REPUBLIC OF COTE D'IVOIRE                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-15587.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                | PGIM Core Ultra Short Bond Fund                                       | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |   1516752 | NS      | $1516752.42   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1969.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                       | HUDSON RIVER TRADING LLC                                              | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    643278 | PA      | $644350.52    | 0.60%             | 2030-03-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484597.00    | 0.45%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                  | Clue Opco LLC                                                         | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1709674.68   | 1.59%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     25178 | PA      | $34560.58     | 0.03%             | 2028-11-25      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                    | IVORY COAST                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -404938 | PA      | $-404937.50   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | UNIVISION COMMUNICATIONS INC                                          | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    396000 | PA      | $388080.00    | 0.36%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                            | Silver Rock CLO III                                                   | CUSIP: 82811AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000419.10   | 0.93%             | 2036-01-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-897.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2024-AIRC                                | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970720 | PA      | $974267.11    | 0.91%             | 2039-08-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | WYNN RESORTS FIN LLC                                                  | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -608344 | PA      | $-608343.75   | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                            | Nassau Euro CLO IV DAC                                                | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1197345.42   | 1.11%             | 2038-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                          | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567400.52    | 0.53%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2021-FCMT                       | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1287224.77   | 1.20%             | 2031-05-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL US INC                              | MRC GLOBAL US INC                                                     | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |    249375 | PA      | $248128.13    | 0.23%             | 2031-10-29      | Floating      | 7.63%                 | No            |                  3 | On Loan: No      |
| CLOSURE SYSTEMS INTERNAT                       | CLOSURE SYSTEMS INTERNAT                                              | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |     74251 | PA      | $74313.26     | 0.07%             | 2029-03-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                       | MAVIS TIRE EXPRESS SERVICES TOPCO CORP                                | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    299001 | PA      | $298626.88    | 0.28%             | 2028-05-04      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                 | PMT Credit Risk Transfer Trust 2024-2R                                | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1793337 | PA      | $1834507.18   | 1.71%             | 2027-03-29      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | CHART INDUSTRIES INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -215719 | PA      | $-215718.75   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                         | FIRST BRANDS GROUP LLC                                                | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $534000.00    | 0.50%             | 2028-03-30      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                           | Lorca Telecom Bondco SA                                               | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122679.66    | 0.11%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | XPO INC                                                               | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |  -1148438 | PA      | $-1148437.50  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC                                                           | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    196482 | PA      | $194272.00    | 0.18%             | 2028-08-21      | Floating      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $272067.00    | 0.25%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2327683.88   | 2.17%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                          | Mineral Resources Ltd                                                 | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $511250.00    | 0.48%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMG NV                                         | AMG Advanced Metallurgical Group NV                                   | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    246803 | PA      | $241249.98    | 0.22%             | 2028-11-30      | Floating      | 7.94%                 | No            |                  3 | On Loan: No      |
| GRIFOLS SA                                     | Grifols SA                                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    580000 | PA      | $708021.81    | 0.66%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $280771.46    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                       | FOCUS FINANCIAL PARTNERS LLC                                          | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    348250 | PA      | $347379.38    | 0.32%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                         | GENESYS CLOUD SERVICES                                                | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    273438 | PA      | $273232.42    | 0.25%             | 2032-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    215000 | PA      | $221450.00    | 0.21%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | CALPINE CORP                                                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -475062 | PA      | $-475062.50   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave Inc                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168692.19    | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                       | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245188.14    | 0.23%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                               | Lugo Funding DAC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    600000 | PA      | $686590.30    | 0.64%             | 2066-05-26      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                 | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1265827.43   | 1.18%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc            | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481663.58    | 0.45%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                             | BMO 2024-5C5 Mortgage Trust                                           | CUSIP: 05593RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $337198.85    | 0.31%             | 2057-02-15      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GRP LTD                        | DUKES EDUCATION GRP LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18175 | PA      | $21408.95     | 0.02%             | 2028-11-27      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ARES Commercial Mortgage Trust                 | ARES Trust 2025-IND3                                                  | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $418950.00    | 0.39%             | 2042-04-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | CDS REPUBLIC OF ARGENTINA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-348.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | LAMB WESTON HLDGS INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -168750 | PA      | $-168750.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO NORTH AMERICA HOLD                       | INNIO NORTH AMERICA HOLDING INC                                       | CUSIP: 000000000<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |    123438 | PA      | $123591.80    | 0.11%             | 2028-11-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                          | PHOENIX GUARANTOR INC                                                 | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    247506 | PA      | $247987.39    | 0.23%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198578.26    | 0.18%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP                         | TalkTalk Telecom Group Ltd                                            | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    381598 | PA      | $54999.04     | 0.05%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | PETROLEOS MEXICANOS                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -265500 | PA      | $-265500.00   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CDS CDX.NA.HY.43.V1                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3077.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DCLI BIDCO LLC                                 | Dcli Bidco LLC                                                        | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96204.87     | 0.09%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                      | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $505296.11    | 0.47%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                   | SANDISK CORP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    427500 | PA      | $423759.38    | 0.39%             | 2032-02-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235666.28    | 0.22%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | MADISON IAQ LLC                                                       | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    196931 | PA      | $197029.41    | 0.18%             | 2028-06-21      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                               | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $801600.00    | 0.75%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATI                       | CROWN SUBSEA COMMUNICATI                                              | CUSIP: 22860EAJ1<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     99748 | PA      | $100309.19    | 0.09%             | 2031-01-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                            | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289196.83    | 0.27%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | CCO HLDGS LLC CCO HLDGS CAP CO                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -383400 | PA      | $-383400.00   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                               | CPI HOLDCO B LLC                                                      | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $274484.38    | 0.26%             | 2031-05-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-619523.12   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $311572.72    | 0.29%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                          | FORTRESS INTERMEDIATE                                                 | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    227028 | PA      | $227028.14    | 0.21%             | 2031-06-27      | Floating      | 8.07%                 | No            |                  3 | On Loan: No      |
| MH SUB I LLC                                   | MH SUB I LLC                                                          | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    105197 | PA      | $91205.51     | 0.08%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | Tenneco Inc                                                           | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    900000 | PA      | $889944.82    | 0.83%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                       | GRAFTECH GLOBAL ENTERPRI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145455 | PA      | $146545.46    | 0.14%             | 2029-12-21      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | TENNECO INC                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -766125 | PA      | $-766125.00   | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16379.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                 | PMT Credit Risk Transfer Trust 2024-1R                                | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1783050 | PA      | $1826583.60   | 1.70%             | 2033-05-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HLDG GMBH                     | NIDDA HEALTHCARE HLDG GMBH                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    650000 | PA      | $892222.50    | 0.83%             | 2032-05-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ONE Park Mortgage Trust                        | ONE 2021-PARK Mortgage Trust                                          | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $938467.40    | 0.87%             | 2036-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                       | Jacobs Entertainment Inc                                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120849.43    | 0.11%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                            | PEER HOLDING III BV                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    174559 | PA      | $175504.78    | 0.16%             | 2030-10-28      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BROOKFIELD RESIDENTIAL PROPERT                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -252375 | PA      | $-252375.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                 | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    565000 | PA      | $569520.00    | 0.53%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                 | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    298500 | PA      | $297380.63    | 0.28%             | 2031-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | HudBay Minerals Inc.                                                  | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -836250 | PA      | $-836250.00   | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                     | Affirm Asset Securitization Trust 2024-A                              | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $859136.65    | 0.80%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2025-TAIL                                                    | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $940194.11    | 0.87%             | 2035-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1216937.00   | 1.13%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT                        | HERSCHEND ENTERTAINMENT CO LLC                                        | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    125000 | PA      | $125742.25    | 0.12%             | 2032-05-27      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                               | GLOVES BUYER INC                                                      | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    350000 | PA      | $341979.05    | 0.32%             | 2032-05-24      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    300000 | PA      | $283275.00    | 0.26%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | SOUTHWESTERN ENERGY CO                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -743750 | PA      | $-743750.00   | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                 | A-AP BUYER INC                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    174125 | PA      | $173036.72    | 0.16%             | 2031-09-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                            | IVC ACQUISITION LTD                                                   | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |    350000 | PA      | $480255.99    | 0.45%             | 2028-12-12      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                     | ROCK Trust 2024-CNTR                                                  | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052077.40   | 0.98%             | 2041-11-13      | Fixed         | 8.82%                 | 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        |   1000000 | PA      | $986381.00    | 0.92%             | 2042-02-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                         | First Brands Group LLC                                                | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106345 | PA      | $100336.64    | 0.09%             | 2027-03-30      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                        | WINDSTREAM SERVICES LLC                                               | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     75000 | PA      | $75281.25     | 0.07%             | 2031-10-06      | Floating      | 9.08%                 | No            |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        36 | NC      | $29938.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC               | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229730 | PA      | $226283.78    | 0.21%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | CDS PETROLEOS MEXICANOS                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $9604.19      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LIFEPOINT HEALTH INC                                                  | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    198253 | PA      | $195940.42    | 0.18%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust Inc                                         | CUSIP: 09259GAF0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    180423 | PA      | $180760.93    | 0.17%             | 2029-05-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                            | Hudbay Minerals Inc                                                   | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1063650.00   | 0.99%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                       | Aydem Yenilenebilir Enerji AS                                         | CUSIP: 000000000<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    189000 | PA      | $187110.00    | 0.17%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $409352.43    | 0.38%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                         | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $207723.82    | 0.19%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                       | Windstream Services LLC / Windstream Escrow Finance Corp              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73313.77     | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2025-800D                           | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $205366.40    | 0.19%             | 2041-11-25      | Floating      | 6.96%                 | 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        |   1000000 | PA      | $1024404.40   | 0.95%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                               | CINEMARK USA INC                                                      | CUSIP: 172442AU9<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |    246883 | PA      | $246728.50    | 0.23%             | 2030-05-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC       | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $125025.37    | 0.12%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | MCAFEE CORP                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -418750 | PA      | $-418750.00   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                             | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $803643.75    | 0.75%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -214375 | PA      | $-214375.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                          | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $683403.50    | 0.64%             | 2029-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1509.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2025-SPOT                                | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495006.25    | 0.46%             | 2040-04-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1570132.94   | 1.46%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202661.03    | 0.19%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7402 | PA      | $10160.18     | 0.01%             | 2028-11-25      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                       | TRIDENT TPI HOLDINGS INC                                              | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    197502 | PA      | $193898.06    | 0.18%             | 2028-09-18      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | WOLVERINE WORLD WIDE INC                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -753188 | PA      | $-753187.50   | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     67561 | PA      | $92737.61     | 0.09%             | 2028-11-25      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | NATIONSTAR MTG HLDGS INC                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -436250 | PA      | $-436250.00   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | PENN ENTERTAINMENT INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -180750 | PA      | $-180750.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BINGO HOLDINGS I LLC                           | BINGO HOLDINGS I LLC                                                  | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $295125.00    | 0.27%             | 2032-06-14      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | CDS CDX.NA.HY.42.V1                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2671.56      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                              | CDS PAKISTAN GOVERNMENT INTERNATIONAL BOND                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-14770.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BRINKER INTL INC                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -679000 | PA      | $-679000.00   | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -207281 | PA      | $-207281.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                        | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2164735.00   | 2.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1671.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                    | Taurus CMBS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    750000 | PA      | $1029487.50   | 0.96%             | 2035-07-20      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2024-V6 Mortgage Trust                                      | CUSIP: 081927AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $628749.60    | 0.58%             | 2057-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                              | EMRLD BORROWER LP                                                     | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    222066 | PA      | $221417.87    | 0.21%             | 2031-08-04      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                         | Ferrellgas Partners LP                                                | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |      1029 | NS      | $134094.96    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    201000 | PA      | $226483.34    | 0.21%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS - UNFUNDED                  | NEW GENERATION GAS - UNFUNDED                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114865 | PA      | $113142.29    | 0.11%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    260000 | PA      | $268980.40    | 0.25%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                          | Autopistas del Sol SA/Costa Rica                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |    244936 | PA      | $241715.09    | 0.22%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                             | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $879612.46    | 0.82%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                            | Star Leasing Co LLC                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322200.04    | 0.30%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                         | ARSENAL AIC PARENT LLC                                                | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265490 | PA      | $264826.27    | 0.25%             | 2030-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | NCL CORP LTD                                                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -637812 | PA      | $-637812.50   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                             | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    300000 | PA      | $247252.50    | 0.23%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                       | Kronos Acquisition Holdings Inc                                       | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $72437.50     | 0.07%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | OCP SA                                                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -256750 | PA      | $-256750.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                  | CLUE OPCO LLC                                                         | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314444 | PA      | $311771.66    | 0.29%             | 2030-12-19      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| LOIRE FINCO LUXEMBOURG                         | LOIRE FINCO LUXEMBOURG                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    250000 | PA      | $250468.75    | 0.23%             | 2030-01-31      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                     | CROSBY US ACQUISITION CORP                                            | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    295515 | PA      | $296315.25    | 0.28%             | 2029-08-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PA                       | ROCKPOINT GAS STORAGE PA                                              | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |    304968 | PA      | $305857.70    | 0.28%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                             | Viking Cruises Ltd                                                    | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    475000 | PA      | $473456.25    | 0.44%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE US DEBT MERGE                       | NEON MAPLE US DEBT MERGERSUB INC                                      | CUSIP: 69425BAB3<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    324188 | PA      | $324187.50    | 0.30%             | 2031-11-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                        | SUMMER BC HOLDCO B SARL                                               | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    174559 | PA      | $171940.80    | 0.16%             | 2029-02-21      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| ENVISION HEALTHCARE OPERATING INC              | ENVISION HEALTHCARE OPERATING INC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00    | 0.42%             | 2030-12-31      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                               | BELLIS FINCO PLC                                                      | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Short            | RA               | CORP              | US        |  -1153750 | PA      | $-1583694.94  | -1.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Euro CLO 2022-5 DAC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1180377.75   | 1.10%             | 2037-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    104000 | PA      | $109758.74    | 0.10%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2021-12 Ltd                                             | CUSIP: 28623MBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001105.90   | 0.93%             | 2037-04-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                       | TK ELEVATOR US NEWCO INC                                              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    317976 | PA      | $318657.86    | 0.30%             | 2030-04-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                  | TPC GROUP INC                                                         | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    349125 | PA      | $335160.00    | 0.31%             | 2031-11-24      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                          | ECL ENTERTAINMENT LLC                                                 | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    274250 | PA      | $274935.63    | 0.26%             | 2030-08-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                          | ECO MATERIAL TECH INC                                                 | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |    290000 | PA      | $291450.00    | 0.27%             | 2032-02-12      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                    | TruGreen LP                                                           | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    201311 | PA      | $189735.68    | 0.18%             | 2027-11-02      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                              | Herens Midco Sarl                                                     | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $611869.64    | 0.57%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16661.12     | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                          | MADISON SAFETY & FLOW                                                 | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    148875 | PA      | $149154.14    | 0.14%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PATAGONIA HOLDCO LLC                           | Patagonia Holdco LLC                                                  | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    309432 | PA      | $249866.22    | 0.23%             | 2029-08-01      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -205312 | PA      | $-205312.50   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas (Suisse) SA                        | HOWARD HUGHES CORP                                                    | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -470062 | PA      | $-470062.50   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -173250 | PA      | $-173250.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGION CORP                                    | AEGION CORP                                                           | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    246269 | PA      | $246576.57    | 0.23%             | 2028-05-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $547270.76    | 0.51%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                               | BMC SOFTWARE INC                                                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    370946 | PA      | $368048.42    | 0.34%             | 2031-07-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     25000 | NS      | $25000.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ASSUREDPARTNERS INC                            | ASSUREDPARTNERS INC                                                   | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    266062 | PA      | $266680.01    | 0.25%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                        | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $209750.00    | 0.20%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                      | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    246222 | PA      | $242343.69    | 0.23%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2024-V5 Mortgage Trust                                      | CUSIP: 08163XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $731104.00    | 0.68%             | 2057-01-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                   | MH SUB I LLC                                                          | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    155429 | PA      | $145014.86    | 0.13%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC               | VIRGIN MEDIA SEC FIN PLC                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Short            | RA               | CORP              | US        |  -1680250 | PA      | $-2306395.16  | -2.15%            |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                       | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                             | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |    150000 | PA      | $148875.00    | 0.14%             | 2030-06-13      | Floating      | 7.58%                 | No            |                  3 | On Loan: No      |
| TENNECO INC                                    | TENNECO INC                                                           | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    249296 | PA      | $243375.28    | 0.23%             | 2028-11-17      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING                        | TIDAL WASTE & RECYCLING                                               | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    199500 | PA      | $200413.71    | 0.19%             | 2031-10-24      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| DS PARENT INC                                  | DS PARENT INC                                                         | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    148500 | PA      | $132907.50    | 0.12%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                             | Tikehau US CLO III Ltd                                                | CUSIP: 88676NBA4<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2001900.60   | 1.86%             | 2036-01-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                  | UNIVISION COMMS INC                                                   | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Short            | RA               | CORP              | US        |   -465938 | PA      | $-465937.50   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                   | VT TOPCO INC                                                          | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    174359 | PA      | $174649.66    | 0.16%             | 2030-08-09      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                        | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $174200.00    | 0.16%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                           | Alta Equipment Group Inc                                              | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46632.08     | 0.04%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $669725.60    | 0.62%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | ATHENAHEALTH GROUP INC                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    276456 | PA      | $275557.22    | 0.26%             | 2029-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                           | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    248125 | PA      | $247814.84    | 0.23%             | 2029-10-18      | Floating      | 7.83%                 | No            |                  3 | On Loan: No      |
| DAVE & BUSTER'S INC                            | DAVE & BUSTER'S INC                                                   | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    273000 | PA      | $259776.43    | 0.24%             | 2031-10-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 43 Ltd                                                        | CUSIP: 48255UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1010009.90   | 0.94%             | 2036-01-15      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association          | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-97498.79    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | BOMBARDIER INC                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |  -2085000 | PA      | $-2085000.00  | -1.94%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                           | ARCHKEY HOLDINGS INC                                                  | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    201220 | PA      | $202540.23    | 0.19%             | 2031-11-03      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92329.50     | 0.09%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                  | OFSI BSL CLO XIII Ltd                                                 | CUSIP: 67118VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008820.00   | 0.94%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| SHARP SERVICES LLC                             | SHARP SERVICES LLC                                                    | CUSIP: 81989LAF5<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    191592 | PA      | $191831.78    | 0.18%             | 2028-12-29      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                    | McAfee Corp                                                           | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $542805.43    | 0.51%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | MEXICO CITY                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -222000 | PA      | $-222000.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                     | Atlas Senior Loan Fund Ltd                                            | CUSIP: 04940AAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100380.82   | 1.02%             | 2034-01-20      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                           | ARCHKEY HOLDINGS INC                                                  | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |     23276 | PA      | $23428.60     | 0.02%             | 2031-11-03      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                            | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     85941 | PA      | $88190.04     | 0.08%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                       | Gainwell Acquisition Corp                                             | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250411 | PA      | $239768.81    | 0.22%             | 2027-10-01      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | CAESARS ENTERTAINMENT INC                                             | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -915750 | PA      | $-915750.00   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                       | Five Point Operating Co LP / Five Point Capital Corp                  | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152641.44    | 0.14%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                       | WIN WASTE INNOVATIONS HO                                              | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    234412 | PA      | $234998.53    | 0.22%             | 2028-03-27      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                  | B&G Foods Inc                                                         | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204748.40    | 0.19%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                             | GRINDING MEDIA INC                                                    | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    297750 | PA      | $294028.13    | 0.27%             | 2028-10-12      | Floating      | 7.83%                 | No            |                  3 | On Loan: No      |
| BELLIS FINCO PLC                               | Bellis Finco PLC                                                      | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1808939.94   | 1.68%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                     | ENTAIN PLC                                                            | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |    346500 | PA      | $347613.65    | 0.32%             | 2029-10-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $111040.12    | 0.10%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                       | Globo Comunicacao e Participacoes SA                                  | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    250000 | PA      | $235737.50    | 0.22%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FINANCE LLC                      | DONCASTERS US FINANCE LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279300 | PA      | $275808.75    | 0.26%             | 2030-04-23      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| RECESS HOLDINGS INC                            | RECESS HOLDINGS INC                                                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248503 | PA      | $248917.06    | 0.23%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                         | Orbia Advance Corp SAB de CV                                          | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204900.00    | 0.19%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18053.86     | 0.02%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                | NCR ATLEOS CORP                                                       | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    134400 | PA      | $135072.00    | 0.13%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                               | PEGASUS BIDCO BV                                                      | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    191602 | PA      | $191602.11    | 0.18%             | 2029-07-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HURRICANE CLEANCO LIMITED                      | HURRICANE CLEANCO LIMITED                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1300434 | PA      | $1838592.11   | 1.71%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        77 | NC      | $98736.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | LUMEN TECHNOLOGIES INC                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    275000 | PA      | $271562.50    | 0.25%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                             | NOURYON FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    187779 | PA      | $188248.00    | 0.18%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                  | GOLDMAN SACHS GRP INC                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | RA               | CORP              | US        |   -861250 | PA      | $-861250.00   | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| INMAR INC                                      | INMAR INC                                                             | CUSIP: 45763FAT5<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    273122 | PA      | $273975.98    | 0.25%             | 2031-10-30      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                       | Colombia Telecomunicaciones SA ESP                                    | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $214917.50    | 0.20%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HLDG INC                   | DENALI INTERMEDIATE HLDG INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848345 | PA      | $839861.36    | 0.78%             | 2032-05-31      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| PREEM HOLDING AB                               | Preem Holdings AB                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    656000 | PA      | $797230.91    | 0.74%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                           | VERITIV OPERATING CO                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    149248 | PA      | $149652.28    | 0.14%             | 2030-11-29      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548000 | PA      | $511377.52    | 0.48%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -261594 | PA      | $-261593.75   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                             | Hayfin Emerald CLO V DAC                                              | CUSIP: 000000000<br>LEI: 549300FO5F55WI5RCR50 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1182031.60   | 1.10%             | 2037-11-17      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                 | Genesis Sales Finance Master Trust                                    | CUSIP: 37186XAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006312.90   | 0.94%             | 2032-12-20      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                          | Lightstone Holdco LLC                                                 | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    235936 | PA      | $235641.37    | 0.22%             | 2027-01-29      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                        | GRANT THORNTON ADVISORS                                               | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    148877 | PA      | $148690.78    | 0.14%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                             | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $201575.00    | 0.19%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACTION ENVIRONMENTAL GRO                       | ACTION ENVIRONMENTAL GRO                                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    490297 | PA      | $489070.77    | 0.46%             | 2030-10-24      | Floating      | 8.03%                 | No            |                  3 | On Loan: No      |
| UPSTREAM NEWCO INC                             | Upstream Newco Inc                                                    | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    497409 | PA      | $385492.24    | 0.36%             | 2026-11-20      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                            | PEER HOLDING III BV                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     99750 | PA      | $100186.41    | 0.09%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | CITIGROUP INC                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | RA               | CORP              | US        |   -607725 | PA      | $-607725.00   | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1049914.25   | 0.98%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                           | HARBOR FREIGHT TOOLS USA INC                                          | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    496250 | PA      | $484774.22    | 0.45%             | 2031-06-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| INDY US HOLDCO LLC                             | INDY US HOLDCO LLC                                                    | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206819 | PA      | $206819.18    | 0.19%             | 2028-03-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                              | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    975000 | PA      | $873810.76    | 0.81%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB                        | GRYPHON DEBT MERGER SUB                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99916.70     | 0.09%             | 2032-06-21      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12415.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | TENNECO INC                                                           | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    197468 | PA      | $192235.44    | 0.18%             | 2028-11-17      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                       | Champion Iron Canada Inc                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111237.50    | 0.10%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HYSTER-YALE GROUP INC                          | Hyster-Yale Group Inc                                                 | CUSIP: 44932EAD2<br>LEI: 549300YQQLNL8QCBYH04 | Long             | LON              | CORP              | US        |    244875 | PA      | $242732.44    | 0.23%             | 2028-05-30      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (SUISSE) SA                        | MAXIM CRANE WORKS HLDGS CAP                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | Short            | RA               | CORP              | US        |   -378500 | PA      | $-378500.00   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | BBG IG CREDIT                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |        40 | NC      | $32636.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LC AHAB US BIDCO LLC                           | LC AHAB US BIDCO LLC                                                  | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    148498 | PA      | $147848.45    | 0.14%             | 2031-05-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                    | Ashland Inc                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266425.24    | 0.25%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** PGIM Credit Income Fund

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer