# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0002071691-25-002301
**Filing Date:** 2025-9
**Character Count:** 336094
**Document Hash:** d29baeb662ae5f72feff173b67d762b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002301.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0002071691-25-002301

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds IV
- **CENTRAL INDEX KEY:** 0001738074

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23341
- **FILM NUMBER:** 251346993

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Credit Relative Value Fund (Series ID: S000062370)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202324 | Investor A Shares    |  |
| C000202325 | Investor C Shares    |  |
| C000202326 | Institutional Shares |  |
| C000202327 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds IV

- **b. Investment Company Act file number:** 811-23341

- **c. CIK number of Registrant:** 0001738074

- **d. LEI of Registrant:** 549300PC6HXHVNYAKJ59

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Credit Relative Value Fund

- **b. EDGAR series identifier (if any):** S000062370

- **c. LEI of Series:** OA6RHYR6LGM5LRCG2L62

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $873839842.41

**Total Liabilities:** $54893518.14

**Net Assets:** $818946324.27

**Cash Not Reported:** $9999897.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9730.30000000 | **1-Year:** 0.00000000 | **5-Year:** 456.92000000 | **10-Year:** 1318.11000000 | **30-Year:** 0.00000000

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

- **3-Month:** 13578.82000000 | **1-Year:** 3798.19000000 | **5-Year:** 46427.57000000 | **10-Year:** -873.21000000 | **30-Year:** 3684.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202325 | 1.53%                | 0.76%                | 0.75%                |
| Class ID C000202324 | 1.53%                | 0.75%                | 0.86%                |
| Class ID C000202326 | 1.54%                | 0.86%                | 0.86%                |
| Class ID C000202327 | 1.64%                | 0.76%                | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2404913.62              | $6291785.11                                |
| Month 2  | $1026445.21              | $9122284.36                                |
| Month 3  | $2850101.88              | $-8544048.07                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### Schedule of Portfolio Investments

| Name                                                         | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Flexsys Cayman Holdings LP                                   | Flexsys Cayman Holdings LP, 1st Lien Term Loan                            | CUSIP: G3577PAD6<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    148531 | PA      | $59412.50     | 0.01%             | 2029-08-01      | Variable      | 9.72%                 | No            |                  3 | On Loan: No      |
| Amkor Technology, Inc.                                       | Amkor Technology, Inc.                                                    | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2241328.09   | 0.27%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                       | Stena International SA                                                    | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   1280000 | PA      | $1300704.00   | 0.16%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $11841.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Tonies SE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |    109736 | NS      | $6261.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.                               | Helios Software Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |      2000 | PA      | $2392.48      | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                     | Arini European CLO V DAC, Series 5X, Class D                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $547085.37    | 0.07%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38781.96     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBQD4E9<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $6250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6071.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain UK plc                                         | Iron Mountain UK plc                                                      | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |   1443000 | PA      | $1893799.78   | 0.23%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1657000 | PA      | $-38344.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-15274.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Paramount Global                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $17750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    200000 | PA      | $-6546.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                        | Nomura Securities International, Inc.                                     | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |    618750 | PA      | $618750.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                          | Nexstar Media, Inc.                                                       | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3992.24      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                                               | Wom New Holdco                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $11000.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jack Ohio Finance LLC                                        | Jack Ohio Finance LLC, 1st Lien Term Loan                                 | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102742 | PA      | $101843.50    | 0.01%             | 2032-01-28      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $1076.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                               | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |   1087000 | PA      | $1243984.46   | 0.15%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                          | Bausch + Lomb Corp.                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5734300.00   | 0.70%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                   | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1671125.00   | 0.20%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-72.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27055.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -124 | NC      | $-36650.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187077.81    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-87127.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $-24841.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158909.65    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11344000 | PA      | $11872324.11  | 1.45%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                 | Virgin Media O2 Vendor Financing Notes V DAC                              | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |   1566000 | PA      | $2141332.89   | 0.26%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       350 | NC      | $14700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                             | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $448303.31    | 0.05%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                   | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -2500000 | PA      | $-1671125.00  | -0.20%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Venture Global, Inc.                                         | Venture Global, Inc., Class A                                             | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       435 | NS      | $6668.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                      | Garfunkelux Holdco 4 SA                                                   | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    147721 | PA      | $33294.40     | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $36169.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                               | Bertrand Franchise Finance SAS                                            | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |   1570000 | PA      | $1744753.74   | 0.21%             | 2030-07-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                      | Talen Energy Supply LLC                                                   | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4250680.00   | 0.52%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    889500 | PA      | $8712.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                   | Alexander Funding Trust II                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10012000 | PA      | $10636775.83  | 1.30%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10070000 | PA      | $-66733.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                           | eircom Finance DAC                                                        | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |   1576000 | PA      | $1824151.68   | 0.22%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer, Inc. | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3728000 | PA      | $3841651.81   | 0.47%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $31366.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-62919.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Potters Borrower LP                                          | Potters Borrower LP, 1st Lien Term Loan                                   | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86903 | PA      | $87229.19     | 0.01%             | 2027-12-14      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                          | Solaris Energy Infrastructure, Inc.                                       | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    197000 | PA      | $293899.38    | 0.04%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                       | Mineral Resources Ltd.                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18812.74     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    728720 | PA      | $831615.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                              | Great Lakes Dredge & Dock Corp.                                           | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |   -261000 | PA      | $-247218.99   | -0.03%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                 | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |   1783000 | PA      | $2027220.26   | 0.25%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    250000 | PA      | $11645.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                               | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    194516 | NS      | $999812.24    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp.                                            | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    560000 | PA      | $593161.07    | 0.07%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1302000 | PA      | $-19839.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                          | Maverick Gaming LLC, 1st Lien Term Loan                                   | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202100 | PA      | $118228.46    | 0.01%             | 2028-06-05      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| Apleona Holding GmbH                                         | Apleona Holding GmbH, Facility 1st Lien Term Loan B3                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2240082 | PA      | $2561698.85   | 0.31%             | 2028-04-28      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1936823 | PA      | $-12743.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                             | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    482000 | PA      | $572302.96    | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                   | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    319000 | PA      | $363519.31    | 0.04%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                       | Mauser Packaging Solutions Holding Co.                                    | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29253.05     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                     | PCF GmbH                                                                  | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    915700 | PA      | $819596.36    | 0.10%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Advance Auto Parts, Inc.                                                  | CUSIP: 00CC1NKQ1<br>LEI: N/A                  | N/A              | DE               |  | US        |      -350 | NC      | $-22750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBR02Y4<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $3250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AssuredPartners, Inc.                                        | AssuredPartners, Inc., 1st Lien Term Loan                                 | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    151847 | PA      | $152136.76    | 0.02%             | 2031-02-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |     -7392 | NS      | $-7465.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                           | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1115319 | PA      | $1272407.47   | 0.16%             | 2029-07-16      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                      | Almaviva-The Italian Innovation Co. SpA                                   | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |   1594000 | PA      | $1844765.39   | 0.23%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                  | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B         | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    277462 | PA      | $191449.13    | 0.02%             | 2027-12-29      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| Starz Capital Holdings LLC                                   | Starz Capital Holdings LLC                                                | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    650000 | PA      | $538265.00    | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    332000 | PA      | $2406.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                         | Kleopatra Finco SARL                                                      | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    579740 | PA      | $503146.26    | 0.06%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $234826.64    | 0.03%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $18725.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                          | Sabena technics SAS                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |    297448 | PA      | $339447.98    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Mobius Merger Sub, Inc.                                      | Mobius Merger Sub, Inc.                                                   | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917654.56    | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Henley CLO I DAC                                             | Henley CLO I DAC, Series 1X, Class AR                                     | CUSIP: N/A<br>LEI: 6354005DLDMILXS72B21       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1709623.45   | 0.21%             | 2034-07-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                              | Whirlpool Corp.                                                           | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1297897.90   | 0.16%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    864000 | PA      | $-28913.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    127140 | PA      | $127140.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9520.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $246944.48    | 0.03%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | OIS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143110 | PA      | $1494.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage Note                                         | Project Montage Note, Revolving 1st Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144285 | PA      | $140865.35    | 0.02%             | 2029-02-16      | Variable      | 1.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $309.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $31458.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1004998 | PA      | $1146904.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $25912.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo BV                                                     | Ziggo BV, Facility 1st Lien Term Loan H                                   | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   1139000 | PA      | $1259454.18   | 0.15%             | 2029-01-31      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                      | Summer BC Holdco B SARL                                                   | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $561203.93    | 0.07%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       194 | NC      | $31327.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | U.S. Treasury 2-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        90 | NC      | $-21926.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                  | TalkTalk Telecom Group Ltd.                                               | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |    681599 | PA      | $631321.66    | 0.08%             | 2027-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                        | Sona Fios CLO III DAC, Series 3X, Class A                                 | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |   1420000 | PA      | $1624505.84   | 0.20%             | 2037-04-20      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2241000.00   | 0.27%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | S&P 500 E-Mini Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-45581.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10681 | NS      | $105635.09    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc.                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029655.00   | 0.37%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                        | Las Vegas Sands Corp.                                                     | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4946778.22   | 0.60%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                         | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    974000 | PA      | $1065982.66   | 0.13%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                     | Service Properties Trust                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    242000 | PA      | $250758.95    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Atlantic Union Bankshares Corp.                                           | CUSIP: 04911A107<br>LEI: N/A                  | N/A              | DE               |  | US        |      -350 | NS      | $567.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                         | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    445000 | PA      | $300278.21    | 0.04%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                                  | Avaya, Inc.                                                               | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $10510.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                   | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136290.89    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                           | AMC Networks, Inc.                                                        | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128278.10    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Aurora Innovation, Inc.                                                   | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |       529 | NS      | $481.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    909091 | PA      | $8403.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    538000 | PA      | $621517.38    | 0.08%             | 2030-04-22      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                          | Solaris Energy Infrastructure, Inc., Class A                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      8622 | NS      | $281680.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiology Partners, Inc.                                     | Radiology Partners, Inc.                                                  | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020820.00   | 0.25%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                         | WOM Chile Holdco SpA                                                      | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    234509 | PA      | $230415.17    | 0.03%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Paramount Global                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $25000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                      | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  19300000 | PA      | $4845535.20   | 0.59%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                   | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |    314000 | PA      | $365550.29    | 0.04%             | 2030-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    569000 | PA      | $660671.40    | 0.08%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    248184 | PA      | $44053.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                  | Xerox Corp.                                                               | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3176875.00   | 0.39%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                          | Ardonagh Finco Ltd.                                                       | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |   2054000 | PA      | $2440403.88   | 0.30%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    830000 | PA      | $147581.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Netflix, Inc.                                                             | CUSIP: 00PBHN6Q8<br>LEI: N/A                  | N/A              | DE               |  | US        |       125 | NC      | $4125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2817.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                         | Central Parent, Inc.                                                      | CUSIP: 15477CAA3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-493006.29   | -0.06%            | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                               | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                        | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157486 | PA      | $129138.37    | 0.02%             | 2028-10-25      | Variable      | 10.07%                | No            |                  3 | On Loan: No      |
| Mehilainen Yhtiot Oy                                         | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |   1867458 | PA      | $2134616.27   | 0.26%             | 2031-08-05      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Informatica, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       250 | NC      | $10000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                         | IHO Verwaltungs GmbH                                                      | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    712000 | PA      | $872080.85    | 0.11%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-106080.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                          | Banca Monte dei Paschi di Siena SpA                                       | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |   1098000 | PA      | $1268348.46   | 0.15%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                              | Permian Resources Operating LLC                                           | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133949.66    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                  | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17220.14     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    200000 | PA      | $-5338.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    526959 | PA      | $523665.42    | 0.06%             | 2029-01-24      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                        | Pilgrim's Pride Corp.                                                     | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    209000 | PA      | $219673.00    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IV DAC                                            | Aurium CLO IV DAC, Series 4X, Class AR                                    | CUSIP: N/A<br>LEI: 549300LCZQMYMASRK585       | Long             | ABS-CBDO         | CORP              | IE        |    720911 | PA      | $821880.68    | 0.10%             | 2031-01-16      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4328 | NS      | $42803.92     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| TUI Cruises GmbH                                             | TUI Cruises GmbH                                                          | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |   1015000 | PA      | $1183984.70   | 0.14%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                             | Tele Columbus AG                                                          | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |     75364 | PA      | $58526.67     | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 30 Year Bond                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       100 | NC      | $29687.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                      | X Corp., 1st Lien Term Loan B3                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778000 | PA      | $3660466.42   | 0.45%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $19041.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1695 | NS      | $10288.65     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |     16190 | NS      | $4154.35      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Howard Hughes Corp. (The)                                    | Howard Hughes Corp. (The)                                                 | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229582.79    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Look Builders, Inc.                                      | New Look Builders, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  11518792 | NS      | $115.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5184.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    167662 | PA      | $167662.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                           | Thames Water Utilities Finance plc                                        | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    810000 | PA      | $743705.93    | 0.09%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4924401.75   | 0.60%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18252.27     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $29792.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    449438 | PA      | $-37624.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                   | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     47000 | PA      | $10321.20     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        85 | NC      | $7968.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | U.S. Treasury 5-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       160 | NC      | $53387.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $301.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3650000 | PA      | $-87873.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                  | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $272220.83    | 0.03%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                        | European TopSoho SARL, Series SMCP                                        | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |   7100000 | PA      | $5710975.50   | 0.70%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $285.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                         | Flutter Treasury DAC                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1338000 | PA      | $1346824.11   | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                    | Park River Holdings, Inc.                                                 | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Short            | DBT              | CORP              | US        |   -156000 | PA      | $-134613.52   | -0.02%            | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                  | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $269003.20    | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | 186125712 | PA      | $4821.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                               | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    333000 | PA      | $384641.84    | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112475.86    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                     | Arini European CLO V DAC, Series 5X, Class A                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |   2780000 | PA      | $3168311.77   | 0.39%             | 2039-01-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                           | Toucan FinCo. Ltd.                                                        | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166896.52    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                          | Mattamy Group Corp.                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $131432.25    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                      | Albion Financing 1 SARL                                                   | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |    893000 | PA      | $1054935.29   | 0.13%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $567747.00    | 0.07%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                           | Pitney Bowes, Inc.                                                        | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1148155.17   | 0.14%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                     | IPD 3 BV, Series JUL                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    402000 | PA      | $467080.84    | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                     | Service Properties Trust                                                  | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3194814.00   | 0.39%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                        | DIRECTV Financing LLC, 1st Lien Term Loan                                 | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42091 | PA      | $42161.66     | 0.01%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                        | Nissan Motor Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |   1137000 | PA      | $1318231.72   | 0.16%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUN Country Marine, Inc.                                     | SUN Country Marine, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   8593540 | PA      | $8669163.64   | 1.06%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Bausch & Lomb, Inc.                                          | Bausch & Lomb, Inc.                                                       | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    459000 | PA      | $528175.58    | 0.06%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                 | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1024345.86   | 0.13%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       124 | NC      | $69339.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techem Verwaltungsgsesellschaft 675 mbH                      | Techem Verwaltungsgsesellschaft 675 mbH, Facility 1st Lien Term Loan B5   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1146472.34   | 0.14%             | 2029-07-16      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Opmobility                                                   | Opmobility                                                                | CUSIP: N/A<br>LEI: 9695001VLC2KYXX0DW73       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231035.94    | 0.03%             | 2031-02-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-79218.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                | CommScope LLC                                                             | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6213085.57   | 0.76%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-45043.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares MSCI EAFE ETF                                                     | CUSIP: 00PBJX4G8<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $28000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motion Finco SARL                                            | Motion Finco SARL                                                         | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |   1944000 | PA      | $2101647.51   | 0.26%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-68373.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW Look Retailers                                           | NEW Look Retailers                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   5436112 | NS      | $71.79        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| StubHub HoldCo Sub LLC                                       | StubHub Holdco Sub LLC, 1st Lien Term Loan B                              | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    598466 | PA      | $592110.07    | 0.07%             | 2030-03-15      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                     | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5811509.00   | 0.71%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8655.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                     | Sitio Royalties Operating Partnership LP                                  | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65729.03     | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Vanguard Intermediate-Term Corporate Bond ETF                             | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |     -8447 | NS      | $-6081.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                       | Amentum Holdings, Inc.                                                    | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      5504 | NS      | $137434.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1210625 | PA      | $1210625.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                              | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1425000 | PA      | $1456957.05   | 0.18%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                          | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    213416 | PA      | $2818.48      | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3345000 | PA      | $19296.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                         | Forestar Group, Inc.                                                      | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    557000 | PA      | $552777.72    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp.                                                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30560.40     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Xerox Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Midholding AB                                       | Verisure Midholding AB                                                    | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Short            | DBT              | CORP              | SE        |  -2160000 | PA      | $-2482497.36  | -0.30%            | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $43891.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       250 | NC      | $1250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | JetBlue Airways Corp.                                                     | CUSIP: 00PBS07U6<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $13500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $4994.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                     | Full House Resorts, Inc.                                                  | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29041.19     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                 | Fibercop SpA                                                              | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |    831000 | PA      | $965430.81    | 0.12%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                       | Stena International SA                                                    | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |   2786000 | PA      | $2831063.55   | 0.35%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                      | Fanatics Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |     15345 | NS      | $934510.50    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INEOS Finance plc                                            | INEOS Finance plc, 1st Lien Term Loan                                     | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2531000 | PA      | $2755309.66   | 0.34%             | 2031-06-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                         | Frontier Florida LLC, Series E                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8326031.20   | 1.02%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                   | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                            | CUSIP: 03167DAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4636231 | PA      | $4723159.90   | 0.58%             | 2028-05-04      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                 | Currenta Group Holdings SARL                                              | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    508000 | PA      | $584220.21    | 0.07%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                           | DISH Network Corp.                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49829.78     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Altera Corp.                                                 | Altera Corp., 1st Lien Term Loan B                                        | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2980000 | PA      | $2983725.00   | 0.36%             | 2032-06-18      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                                           | Intu Jersey 2 Ltd.                                                        | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |   3996810 | PA      | $818150.10    | 0.10%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                          | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    289000 | PA      | $332166.98    | 0.04%             | 2032-07-14      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                            | Contego CLO V DAC, Series 5X, Class DR                                    | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $548320.10    | 0.07%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                                 | Casino Guichard Perrachon SA                                              | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |     16223 | NS      | $8879.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    323629 | PA      | $13723.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                         | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029807.00   | 0.13%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                     | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $439339.45    | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $393.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                  | CommScope Holding Co., Inc.                                               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      5912 | NS      | $48478.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                          | Rakuten Group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |     14000 | NS      | $70836.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                         | Mehilainen Yhtiot Oy                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    187000 | PA      | $214323.37    | 0.03%             | 2032-06-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1001529.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4500000 | PA      | $-29821.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                  | Warner Bros Discovery, Inc.                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      9981 | NS      | $131449.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    800000 | PA      | $98311.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1665000 | PA      | $-2012.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                              | LGI Homes, Inc.                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80759.37     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                        | Matterhorn Telecom SA, Facility 1st Lien Term Loan B3                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1225532 | PA      | $1397849.86   | 0.17%             | 2032-01-26      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                               | Comerica, Inc.                                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       296 | NS      | $20000.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4802.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    751000 | PA      | $751000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    240000 | PA      | $269346.34    | 0.03%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    376586 | PA      | $67372.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                          | Pachelbel Bidco SpA                                                       | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    784000 | PA      | $902155.45    | 0.11%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $1719.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                   | CSMC Trust, Series 2022-LION, Class A                                     | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3963065.20   | 0.48%             | 2027-02-15      | Floating      | 7.78%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3884 | NS      | $8156.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | Euro-Bobl                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       100 | NC      | $-95046.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                          | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193583.62    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1250000 | PA      | $-32485.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $135042.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Volato Group, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11228 | NS      | $192.00       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Prysmian SpA                                                 | Prysmian SpA                                                              | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |    700000 | PA      | $831796.94    | 0.10%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                      | Greene King Finance plc, Series B1                                        | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |   1518000 | PA      | $1844366.96   | 0.23%             | 2034-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5029552.72   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $21945.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       183 | NC      | $353043.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                   | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |   1168000 | PA      | $1411574.15   | 0.17%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4143.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                   | LABL, Inc., 1st Lien Term Loan B                                          | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    248711 | PA      | $224573.91    | 0.03%             | 2028-10-30      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                             | UWM Holdings LLC                                                          | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64028.14     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $-39687.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Index HoldCo SARL                                            | Index HoldCo SARL, Facility 1st Lien Term Loan A                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1818689 | PA      | $897648.66    | 0.11%             | 2028-12-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $9966.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                             | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                      | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461000 | PA      | $174027.50    | 0.02%             | 2029-11-01      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                              | Fiber Midco SpA                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    778000 | PA      | $810387.79    | 0.10%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    598812 | PA      | $598812.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201041.20    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Tribune Resources LLC                                        | Tribune Resources LLC                                                     | CUSIP: N/A<br>LEI: 549300IFWJYQ79PVEU45       | Long             | EC               | CORP              | US        |     86655 | NS      | $109445.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ServisFirst Bancshares, Inc.                                              | CUSIP: 81768T108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -285 | NS      | $931.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |    -32029 | NS      | $-12491.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1661000 | PA      | $4781.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $12854.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10637.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $36988.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    942000 | PA      | $117130.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                      | X Corp., 1st Lien Term Loan B1                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989796 | PA      | $1937245.41   | 0.24%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                             | GoTo Group, Inc.                                                          | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    651200 | PA      | $221408.00    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                       | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2906000 | PA      | $3033154.94   | 0.37%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                 | ams-OSRAM AG, Series JUL                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    416000 | PA      | $504775.95    | 0.06%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    687000 | PA      | $811707.00    | 0.10%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $28053.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -400 | NC      | $-26600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77019.64     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-186955.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $37229.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EIS Group Ltd.                                               | EIS Group Ltd., Revolving Loan 1st Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |     58406 | PA      | $56361.79     | 0.01%             | 2028-07-10      | Variable      | 11.33%                | No            |                  3 | On Loan: No      |
| Grifols SA                                                   | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |   1630000 | PA      | $1962826.89   | 0.24%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                    | Dream Finders Homes, Inc. (Preference)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2261 | NS      | $2238390.00   | 0.27%             |  |  |  | No            |                  3 | On Loan: No      |
| Uniti Group LP                                               | Uniti Group LP                                                            | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7313000 | PA      | $7728956.13   | 0.94%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Northern Data AG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     27500 | NS      | $-57759.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                          | Contego CLO VII DAC, Series 7X, Class AR                                  | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |   1850000 | PA      | $2119674.59   | 0.26%             | 2038-01-23      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   8000000 | PA      | $35113.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16086.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO I DAC                                     | Arini European CLO I DAC, Series 1X, Class A                              | CUSIP: N/A<br>LEI: 635400HMSNVNUMMBE111       | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1144172.26   | 0.14%             | 2036-07-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $130866.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    339981 | PA      | $387986.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2468000 | PA      | $-26623.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8319.26      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1650000 | PA      | $41047.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                      | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1461626.39   | 0.18%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3157000 | PA      | $165287.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    712000 | PA      | $28758.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $37068.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       768 | NS      | $71961.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  13829000 | PA      | $351770.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                         | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    267000 | PA      | $176100.30    | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                  | Digital Room Holdings, Inc., 1st Lien Term Loan                           | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234135 | PA      | $230915.64    | 0.03%             | 2028-12-21      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                          | Aurium CLO VIII DAC, Series 8X, Class A                                   | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1711796.58   | 0.21%             | 2034-06-23      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                             | APCOA Group GmbH                                                          | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |   2227000 | PA      | $2584758.75   | 0.32%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5019045.75   | 0.61%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Brandywine Realty Trust                                                   | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5000 | NS      | $1400.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                    | MGM Resorts International                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-609436.61   | -0.07%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                    | Intrum AB                                                                 | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    438000 | PA      | $444862.58    | 0.05%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39932.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                             | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    403000 | PA      | $480898.13    | 0.06%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                       | TK Elevator Midco GmbH, 1st Lien Term Loan B1                             | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   2357378 | PA      | $2688168.29   | 0.33%             | 2030-04-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                          | Mattamy Group Corp.                                                       | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13899.39     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                   | CVR CHC LP, 1st Lien Term Loan                                            | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117047 | PA      | $117046.54    | 0.01%             | 2027-12-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                           | Lune Holdings SARL                                                        | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |   2036000 | PA      | $945834.43    | 0.12%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1269000 | PA      | $1340219.27   | 0.16%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                           | Credit Agricole SA                                                        | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $690803.74    | 0.08%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-76160.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    397000 | PA      | $469817.20    | 0.06%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                        | Lessen Holdings, Inc., Series B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     16373 | NS      | $17355.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    728163 | PA      | $-3621.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II LLC                     | CoreWeave Compute Acquisition Co. II LLC, Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1120650 | PA      | $1113701.99   | 0.14%             | 2028-07-31      | Variable      | 13.93%                | No            |                  3 | On Loan: No      |
| Aiven, Inc.                                                  | Aiven OY, Series D                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6597 | NS      | $351422.19    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| RingCentral, Inc.                                            | RingCentral, Inc.                                                         | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8234173.50   | 1.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                  | Latch, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     31344 | NS      | $3761.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                 | Ardagh Packaging Finance plc                                              | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    604000 | PA      | $596450.00    | 0.07%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                             | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    509000 | PA      | $473689.80    | 0.06%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2788000 | PA      | $-30278.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                              | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76037.50     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-46717.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |     -8080 | NS      | $-4282.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                | Rockford Tower Europe CLO DAC, Series 2025-1X, Class A                    | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |   2220000 | PA      | $2528621.03   | 0.31%             | 2037-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    228132 | PA      | $-7080.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $19749.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  11159000 | PA      | $393031.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Offerpad Solutions, Inc.                                                  | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |     13726 | NS      | $616.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | RA               | CORP              | GB        |   1100272 | PA      | $1255629.95   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                               | Edge Finco plc, Facility 1st Lien Term Loan B1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1307433 | PA      | $1494370.13   | 0.18%             | 2031-08-22      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Telecom Italia SpA                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1278912 | NS      | $2955.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Lavoro Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      5012 | NS      | $202.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $985100.27    | 0.12%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Sabre Corp.                                                               | CUSIP: 00CBTX5A3<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                               | Univision Communications, Inc.                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1658086.22   | 0.20%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -400 | NC      | $-32000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                  | Avaya, Inc., 1st Lien Term Loan                                           | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57012 | PA      | $44286.08     | 0.01%             | 2028-08-01      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                        | Las Vegas Sands Corp.                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4063657.64   | 0.50%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | 105403098 | PA      | $-37662.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerved Group SpA                                             | Cerved Group SpA                                                          | CUSIP: N/A<br>LEI: 8156005E0EF91772E207       | Short            | DBT              | CORP              | IT        |  -1000000 | PA      | $-1077235.74  | -0.13%            | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      1000 | NC      | $9985.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2123.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                | Aroundtown SA                                                             | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $214826.34    | 0.03%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    969000 | PA      | $31352.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5250000 | PA      | $-126319.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      9692 | NS      | $0.97         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1647000 | PA      | $2722.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                     | Eurobank Ergasias Services & Holdings SA                                  | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    725000 | PA      | $834598.45    | 0.10%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                  | Xerox Corp.                                                               | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   6616000 | PA      | $6802358.63   | 0.83%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    281250 | PA      | $281250.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                    | Darling Global Finance BV                                                 | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |   1057000 | PA      | $1224628.65   | 0.15%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                          | STL Holding Co. LLC                                                       | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53988.17     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                            | Vaco Holdings LLC, 1st Lien Term Loan                                     | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    282745 | PA      | $251784.42    | 0.03%             | 2029-01-22      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                      | Atos SE                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   1996029 | PA      | $946553.78    | 0.12%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2137000 | PA      | $308230.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                                | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1357400 | PA      | $1756797.75   | 0.21%             | 2029-10-31      | Variable      | 14.57%                | No            |                  3 | On Loan: No      |
| Concrete Investment II SCA                                   | Concrete Investment II SCA, Facility 1st Lien Term Loan A2                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     91126 | PA      | $10.40        | 0.00%             | 2025-08-11      | Variable      | 4.19%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    775330 | PA      | $-35114.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                              | Permian Resources Operating LLC                                           | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6988.24      | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    320000 | PA      | $9633.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                         | Allegiant Travel Co.                                                      | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89944.11     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                              | OEG Finance plc                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    682000 | PA      | $812717.39    | 0.10%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1363000 | PA      | $1450770.06   | 0.18%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | OIS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143110 | PA      | $-1507.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBE5NQ1<br>LEI: N/A                  | N/A              | DE               |  | US        |       350 | NC      | $36750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                               | Air France-KLM                                                            | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $698414.40    | 0.09%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                 | McAfee Corp.                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |  -1000000 | PA      | $-927189.10   | -0.11%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                      | Froneri Lux FinCo. SARL                                                   | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |    772000 | PA      | $887613.95    | 0.11%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lessen LLC                                                   | Lessen LLC                                                                | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305751 | PA      | $1214348.43   | 0.15%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| EURO Parfums Fze                                             | EURO Parfums Fze, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    211460 | PA      | $215689.20    | 0.03%             | 2030-01-01      | Variable      | 10.44%                | No            |                  3 | On Loan: No      |
| BofA Securities, Inc.                                        | BofA Securities, Inc.                                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |    876375 | PA      | $876375.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Berlin                                               | Project Berlin, 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3000000 | PA      | $3372246.00   | 0.41%             | 2033-01-22      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $55285.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       850 | NC      | $2425.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.                               | Helios Software Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1424723.92   | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                      | Eni SpA                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1350000 | PA      | $1567719.51   | 0.19%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $805911.67    | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                   | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    673000 | PA      | $774763.20    | 0.09%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                      | CPPIB OVM Member US LLC, 1st Lien Term Loan                               | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196515 | PA      | $197089.18    | 0.02%             | 2031-08-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP                                                         | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |   1104000 | PA      | $1273875.62   | 0.16%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1443252.82   | 0.18%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -10000000 | PA      | $-2996.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13605.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                      | Lionsgate Studios Corp.                                                   | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    200348 | NS      | $1186060.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrum AB                                                    | Intrum AB                                                                 | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |   2480000 | PA      | $2384423.28   | 0.29%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                      | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   6100000 | PA      | $1531490.40   | 0.19%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1711000 | PA      | $-240776.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                            | Gen Digital, Inc.                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4573934.42   | 0.56%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc.                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39324.72     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                               | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    569000 | PA      | $649373.98    | 0.08%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                     | Lumen Technologies, Inc.                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     20199 | NS      | $89885.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $412.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                             | Maxam Prill SARL                                                          | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |   1618000 | PA      | $1839952.31   | 0.22%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                           | British Airways Pass-Through Trust, Series 2013-1, Class A                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  17098378 | PA      | $17761794.97  | 2.17%             | 2032-12-15      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $20941.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Financiere Mendel SAS                                        | Financiere Mendel SAS, 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1707845.74   | 0.21%             | 2030-11-08      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                        | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $242219.70    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    476000 | PA      | $490770.28    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                      | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1016000 | PA      | $1209555.60   | 0.15%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                  | Beach Acquisition Bidco LLC                                               | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    657000 | PA      | $762869.42    | 0.09%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $29166.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                          | Rivian Holdings LLC                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -170000 | PA      | $-161779.89   | -0.02%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Project Montelena                                            | Envalior Deutschland Gmbh                                                 | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |    525038 | PA      | $558729.17    | 0.07%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Altice Financing SA                                          | Altice Financing SA, 1st Lien Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1181823 | PA      | $1159879.20   | 0.14%             | 2027-10-29      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                          | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    457849 | PA      | $181397.31    | 0.02%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    330000 | PA      | $361131.07    | 0.04%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    313000 | PA      | $317976.70    | 0.04%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                               | Figeac Aero SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    320000 | PA      | $365184.00    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  2 | On Loan: No      |
| SGL Group ApS                                                | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    613000 | PA      | $705652.48    | 0.09%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                      | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   1018859 | PA      | $1140072.07   | 0.14%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                        | Core Scientific, Inc.                                                     | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23147.90     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                               | Palmer Square European CLO DAC, Series 2024-2X, Class A                   | CUSIP: N/A<br>LEI: 2549001Y8MR5PODEEG55       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1946605.87   | 0.24%             | 2037-10-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                              | Cable One, Inc.                                                           | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2863500.00   | 0.35%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                           | Aston Martin Capital Holdings Ltd.                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $190751.51    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -5000000 | PA      | $-1498.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Median BV                                                    | Median BV, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1700000 | PA      | $2179345.87   | 0.27%             | 2027-10-14      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    200000 | PA      | $-2629.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                      | Greene King Finance plc, Series B2                                        | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |    310000 | PA      | $370946.26    | 0.05%             | 2036-03-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                        | JetBlue Airways Corp.                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -900000 | PA      | $-870165.09   | -0.11%            | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7150000 | PA      | $8052514.68   | 0.98%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EVgo, Inc.                                                                | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |      7796 | NS      | $1481.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                              | Open Text Corp.                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4130064.00   | 0.50%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                           | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       879 | NS      | $7188.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                       | XHR LP                                                                    | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15442.86     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wittur Holding GmbH                                          | Wittur Holding GmbH, Facility 1st Lien Term Loan B                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1477283 | PA      | $1536254.08   | 0.19%             | 2028-09-29      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       253 | NC      | $75212.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                       | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568190.00   | 0.31%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Broadcom, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $2950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RRE 19 Loan Management DAC                                   | RRE 19 Loan Management DAC, Series 19X, Class A1                          | CUSIP: N/A<br>LEI: 254900RQVMUR7JSWUL38       | Long             | ABS-CBDO         | CORP              | IE        |    936000 | PA      | $1080135.71   | 0.13%             | 2037-07-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                    | Champions Financing, Inc., 1st Lien Term Loan                             | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        18 | PA      | $16.86        | 0.00%             | 2029-02-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5599 | NS      | $1875.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15931.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                  | Cubic Corp., 1st Lien Term Loan C                                         | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    167272 | PA      | $121211.74    | 0.01%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    846000 | PA      | $846000.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                     | Algoma Steel Group, Inc.                                                  | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     15539 | NS      | $83133.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                                   | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1792520.83   | 0.22%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $23176.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $117068.74    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                      | Level 3 Financing, Inc.                                                   | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1788365 | PA      | $2027603.46   | 0.25%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                         | Flutter Treasury DAC                                                      | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1144307.72   | 0.14%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -253 | NC      | $-23819.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Compute Acquisition Co. IV LLC                     | CoreWeave Compute Acquisition Co. IV LLC, Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1560000 | PA      | $1542528.01   | 0.19%             | 2029-05-16      | Variable      | 6.77%                 | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC                                         | Ashton Woods USA LLC                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23620.67     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                           | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    544000 | PA      | $623792.70    | 0.08%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                             | Transocean, Inc.                                                          | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     78000 | PA      | $73664.05     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-72317.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-47643.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    636610 | PA      | $-5172.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                      | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2500000 | PA      | $3017047.50   | 0.37%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                            | Altar Bidco, Inc., 2nd Lien Term Loan                                     | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11511880 | PA      | $10965065.70  | 1.34%             | 2030-02-01      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                          | Flourishing Trade & Investment Ltd.                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |   7811145 | PA      | $7986895.76   | 0.98%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1657000 | PA      | $-14887.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                  | Crown PropTech Acquisitions, Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6461 | NS      | $73526.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                              | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      4840 | NS      | $552389.20    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                               | Var Energi ASA                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |   1673000 | PA      | $2106278.98   | 0.26%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1419.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                         | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1588803.62   | 0.19%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    450000 | PA      | $-61248.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                     | Flagstar Financial, Inc.                                                  | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     21040 | NS      | $237541.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                       | Cleveland-Cliffs, Inc.                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |   -800000 | PA      | $-780487.68   | -0.10%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                         | Redstone Holdco 2 LP, 1st Lien Term Loan                                  | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4690065 | PA      | $2432971.41   | 0.30%             | 2028-04-27      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $37829.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                       | SES SA                                                                    | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $470565.08    | 0.06%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                       | Mineral Resources Ltd.                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18425.48     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                     | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1045703.36   | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                         | ADLER Financing SARL                                                      | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |   3380649 | PA      | $4062343.40   | 0.50%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                   | Ball Corp.                                                                | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    875000 | PA      | $1019835.16   | 0.12%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                      | Brookfield Residential Properties, Inc.                                   | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     63000 | PA      | $58666.35     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     38747 | NS      | $53470.57     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Intrum AB                                                    | Intrum AB                                                                 | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |   4000000 | PA      | $330975.30    | 0.04%             | 2026-09-09      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     91888 | PA      | $88567.17     | 0.01%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                           | AMC Networks, Inc.                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $153699.84    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                      | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    320000 | PA      | $428820.34    | 0.05%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                       | Boots Group Bidco Ltd., 1st Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1159420 | PA      | $1538843.96   | 0.19%             | 2032-07-16      | Variable      | 8.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $12298.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21649.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                            | Weekley Homes LLC                                                         | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    149000 | PA      | $143374.85    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                | ION Trading Technologies SARL                                             | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $512554.04    | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CVB Financial Corp.                                                       | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -839 | NS      | $1879.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $-5953.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                             | Fantasia Holdings Group Co. Ltd.                                          | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5250.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                            | INEOS Finance plc                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109292.06    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2710.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                        | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    612000 | PA      | $741192.28    | 0.09%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                | Resort Communities LoanCo. LP                                             | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2481974 | PA      | $2523919.36   | 0.31%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| ADLER Group SA                                               | ADLER Group SA                                                            | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |    983215 | NS      | $11.22        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palomino Funding Trust I                                     | Palomino Funding Trust I                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10850000 | PA      | $11461480.50  | 1.40%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    712000 | PA      | $108014.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                               | SK Hynix, Inc.                                                            | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2012900.00   | 0.25%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                              | First Citizens BancShares, Inc., Class A                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        52 | NS      | $103727.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| gategroup Finance Luxembourg SA                              | gategroup Finance Luxembourg SA                                           | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |   1705000 | PA      | $2072363.18   | 0.25%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7500000 | PA      | $7994116.88   | 0.98%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                              | Fiber Midco SpA                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    161000 | PA      | $167702.35    | 0.02%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Natural Foods                                                | Natra SA                                                                  | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |    698400 | PA      | $796057.66    | 0.10%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Park Intermediate Holdings LLC                               | Park Intermediate Holdings LLC                                            | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101966.34    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                          | Aimbridge Topco LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6349 | NS      | $406325.12    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | iShares 20+ Year Treasury Bond ETF                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $2500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $32792.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                         | ZF Europe Finance BV                                                      | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1038667.11   | 0.13%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19743.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                | Veritas Newco, Series G-1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11940 | NS      | $268659.68    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Thames Water Utilities Ltd.                                  | Thames Water Utilities Ltd.                                               | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |     12825 | PA      | $14144.14     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                         | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                  | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3548000 | PA      | $767255.00    | 0.09%             | 2029-04-27      | Variable      | 12.29%                | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                           | Viper Energy, Inc., Class A                                               | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1212 | NS      | $45643.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau CLO XII DAC                                          | Tikehau CLO XII DAC, Series 12X, Class A                                  | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1940040.00   | 0.24%             | 2038-10-20      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                       | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    293000 | PA      | $293000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                             | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    962000 | PA      | $966740.35    | 0.12%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                          | Herc Holdings, Inc.                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1779748.34   | 0.22%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                            | NatWest Group plc                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $930810.63    | 0.11%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | New York Community Bancorp, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NS      | $89451.61     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     80000 | PA      | $1838.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                             | Paramount Global, Class B                                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     22500 | NS      | $282825.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX HoldCo Spain SL                                          | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1705638 | PA      | $1947583.56   | 0.24%             | 2029-12-31      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        85 | NC      | $5312.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                              | Ocado Group plc                                                           | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    703000 | PA      | $950548.06    | 0.12%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-29871.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                           | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35000 | NS      | $286302.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                         | Ashton Woods USA LLC                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103152.84    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3932.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                               | Texas Capital Bancshares, Inc.                                            | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175400.89    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                 | Danaos Corp.                                                              | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   1185000 | PA      | $1208280.51   | 0.15%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    878000 | PA      | $197116.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                           | Pinewood Finco plc                                                        | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    839000 | PA      | $1113536.55   | 0.14%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -366 | NC      | $-289869.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    545455 | PA      | $4971.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $2497.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC                                               | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1358537.48   | 0.17%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                            | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                     | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488000 | PA      | $488000.00    | 0.06%             | 2029-09-11      | Variable      | 10.30%                | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    798362 | PA      | $911090.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                                   | California Resources Corp.                                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       590 | NS      | $28426.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53885.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                            | Seashell Bidco SL, Delayed Draw Facility 1st Lien Term Loan B             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    296158 | PA      | $337569.85    | 0.04%             | 2029-10-10      | Variable      | 2.17%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    545454 | PA      | $5038.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rainbow Finco SARL                                           | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2400000 | PA      | $2737346.23   | 0.33%             | 2029-02-26      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-268824.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                       | Dotdash Meredith, Inc.                                                    | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4873750.00   | 0.60%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                           | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    470000 | PA      | $568285.02    | 0.07%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                             | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13212 | PA      | $13211.73     | 0.00%             | 2026-06-23      | Variable      | 16.28%                | No            |                  2 | On Loan: No      |
| HawkEye 360, Inc.                                            | HawkEye 360, Inc., Series D1                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     34579 | NS      | $496900.23    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| xAI Corp.                                                    | x.AI Corp., 1st Lien Term Loan                                            | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $3011790.00   | 0.37%             | 2030-06-28      | Variable      | 12.50%                | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                              | First Citizens BancShares, Inc.                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    353000 | PA      | $353112.44    | 0.04%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2340000 | PA      | $13814.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                 | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    858000 | PA      | $976486.90    | 0.12%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                               | EchoStar Corp.                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2370937.50   | 0.29%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Lightning eMotors, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17391 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33245.59     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3004000 | PA      | $-98586.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc                         | Thames Water Super Senior Issuer plc, Series 144*                         | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |      1105 | PA      | $1604.50      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                             | Unique Pub Finance Co. plc (The), Series N                                | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |   2009937 | PA      | $2747012.01   | 0.34%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                                        | Arcano Euro CLO I DAC, Series 1X, Class A                                 | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |   2220000 | PA      | $2540487.53   | 0.31%             | 2039-04-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                     | Advance Auto Parts, Inc.                                                  | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613104.31    | 0.07%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                | Tenneco, Inc.                                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127045.86    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                        | AAR Escrow Issuer LLC                                                     | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1784316.60   | 0.22%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    551219 | PA      | $254938.77    | 0.03%             | 2030-01-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC, 1st Lien Term Loan                                | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2571621 | PA      | $2822245.81   | 0.34%             | 2027-03-30      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    378000 | PA      | $13896.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIS Group Ltd.                                               | EIS Group Ltd., 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |    584060 | PA      | $563617.90    | 0.07%             | 2028-07-10      | Variable      | 11.33%                | No            |                  3 | On Loan: No      |
| Advance Auto Parts, Inc.                                     | Advance Auto Parts, Inc.                                                  | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4021440.00   | 0.49%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                    | BlackRock Liquidity Funds, T-Fund, Institutional Class                    | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  89124726 | NS      | $89124726.10  | 10.88%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -5000000 | PA      | $-1498.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                          | Maverick Gaming LLC, 1st Lien Term Loan                                   | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115080 | PA      | $103571.66    | 0.01%             | 2028-06-05      | Variable      | 15.00%                | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                              | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |    430000 | NS      | $1001900.00   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| Fibercop SpA                                                 | Fibercop SpA, Series 2034                                                 | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    206000 | PA      | $194576.83    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2212000 | PA      | $-195041.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                                           | Pitney Bowes, Inc., 1st Lien Term Loan B                                  | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5236875 | PA      | $5236875.00   | 0.64%             | 2032-03-19      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                             | Screaming Eagle Acquistion Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20000 | NS      | $117172.43    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -35 | NC      | $-149055.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RRE 18 Loan Management DAC                                   | RRE 18 Loan Management DAC, Series 18X, Class A1                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2299648.55   | 0.28%             | 2039-04-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       183 | NC      | $47197.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                                  | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4038 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $16580.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $735.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                               | Edge Finco plc                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |   1311000 | PA      | $1835608.15   | 0.22%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                           | Aston Martin Capital Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |   1293000 | PA      | $1599167.82   | 0.20%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                    | Starz Entertainment Corp.                                                 | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      3902 | NS      | $56774.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriFone Systems, Inc.                                       | VeriFone Systems, Inc., 1st Lien Term Loan                                | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6753566 | PA      | $6510437.14   | 0.79%             | 2028-08-18      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                              | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class A                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   2960000 | PA      | $3379694.68   | 0.41%             | 2039-04-16      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                 | Fibercop SpA                                                              | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |    470000 | PA      | $543782.94    | 0.07%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                             | Gray Media, Inc.                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2164398.84   | 0.26%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| California Resources Corp.                                   | California Resources Corp.                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50334.52     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBJ1P00<br>LEI: N/A                  | N/A              | DE               |  | US        |      1500 | NC      | $15000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kapla Holding SAS                                            | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    916000 | PA      | $1049219.05   | 0.13%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Eagle Bancorp, Inc.                                                       | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |       759 | NS      | $-3795.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $25518.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                           | Wildfire Intermediate Holdings LLC                                        | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45771.88     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    483750 | PA      | $483750.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                       | Boxer Parent Co., Inc., 1st Lien Term Loan                                | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2382030 | PA      | $2726636.49   | 0.33%             | 2031-07-30      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                   | CommScope Technologies LLC                                                | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Short            | DBT              | CORP              | US        |   -900000 | PA      | $-881315.10   | -0.11%            | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $11569.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                        | Belron Uk Finance plc, 1st Lien Term Loan                                 | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1687108 | PA      | $1928851.00   | 0.24%             | 2031-10-16      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $21385.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                           | Cervantes Bidco SL, 1st Lien Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1926998 | PA      | $2202212.83   | 0.27%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-96901.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                    | Arini European CLO II DAC, Series 2X, Class A                             | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1713907.57   | 0.21%             | 2038-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                  | SCIL IV LLC                                                               | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1471630.81   | 0.18%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                           | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1470696.39   | 0.18%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                                  | Webuild SpA                                                               | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |   -990000 | PA      | $-1143316.49  | -0.14%            | 2027-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                           | Chemours Co. (The), 1st Lien Term Loan B3                                 | CUSIP: 16384YAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2600000 | PA      | $2944866.60   | 0.36%             | 2028-08-18      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                       | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    248602 | PA      | $248602.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                  | Cubic Corp., 1st Lien Term Loan B                                         | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    822419 | PA      | $600571.51    | 0.07%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5309 | NS      | $637.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelport Finance                                           | Travelport Technology Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        70 | NS      | $212583.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Xerox Holdings Corp.                                         | Xerox Holdings Corp.                                                      | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |   -400000 | PA      | $-264560.00   | -0.03%            | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                  | Thames Water Utilities Ltd.                                               | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       750 | PA      | $827.14       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                              | Duomo Bidco SpA                                                           | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    926000 | PA      | $1063401.34   | 0.13%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3207 | NS      | $85562.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                             | GoTo Group, Inc.                                                          | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1263730 | PA      | $1063902.69   | 0.13%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23975 | NS      | $96859.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Titanium 2l Bondco SARL                                      | Titanium 2l Bondco SARL                                                   | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |   6435600 | PA      | $2084276.50   | 0.25%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                   | DEMIRE Deutsche Mittelstand Real Estate AG                                | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |   1761515 | PA      | $1891934.56   | 0.23%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                         | Mehilainen Yhtiot Oy                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    772000 | PA      | $887587.61    | 0.11%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                  | Midwest Gaming Borrower LLC                                               | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $74184.53     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                        | Telenet Finance Luxembourg Notes SARL                                     | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1184894.22   | 0.14%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                                            | Avoca CLO XIV DAC, Series 14X, Class SUB                                  | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $674620.38    | 0.08%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                     | Grand City Properties SA                                                  | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1213771.42   | 0.15%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                            | Motion Bondco DAC                                                         | CUSIP: N/A<br>LEI: 635400KFD3IETNQLA755       | Short            | DBT              | CORP              | IE        |   -970000 | PA      | $-1044069.06  | -0.13%            | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-14122.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       300 | NC      | $11250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| La Financiere Atalian                                        | La Financiere Atalian                                                     | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   2889970 | PA      | $1189839.59   | 0.15%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                        | DirecTV Financing LLC, 1st Lien Term Loan B                               | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169200 | PA      | $162919.30    | 0.02%             | 2031-02-17      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |     97947 | PA      | $111777.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1474000 | PA      | $60811.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Service King Midas International                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       580 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Horizon Corp.                                          | First Horizon Corp.                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1645 | NS      | $35877.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                          | Sirius XM Radio LLC                                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-592951.91   | -0.07%            | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Synthomer plc                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    225140 | NS      | $-61809.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4802.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1083000 | PA      | $1259769.54   | 0.15%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    124695 | PA      | $21789.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                      | Goldman Sachs & Co. LLC                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |    309260 | PA      | $309260.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $10162.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                   | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |   2902000 | PA      | $3392331.68   | 0.41%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                     | Nexi SpA                                                                  | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |    800000 | PA      | $832762.38    | 0.10%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                            | Nobian Finance BV, 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2019231 | PA      | $2286810.34   | 0.28%             | 2029-07-01      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                           | Palladyne AI Corp.                                                        | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $7002.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobian Finance BV                                            | Nobian Finance BV, 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2210526 | PA      | $2494272.43   | 0.30%             | 2030-07-31      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                     | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $673364.97    | 0.08%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                         | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Short            | DBT              | CORP              | US        |   -300000 | PA      | $-273306.36   | -0.03%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $9739.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                   | Vonovia SE, Series B                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $576760.25    | 0.07%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Sabre Corp.                                                               | CUSIP: 00CBV4P61<br>LEI: N/A                  | N/A              | DE               |  | US        |       650 | NC      | $4875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                 | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2059125.42   | 0.25%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                           | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    678000 | PA      | $777447.52    | 0.09%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                           | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1286 | NS      | $7703.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    700147 | PA      | $799008.21    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1082000 | PA      | $-28461.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $655.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    759000 | PA      | $903431.89    | 0.11%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    502000 | PA      | $30752.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                     | Service Properties Trust                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    263000 | PA      | $275002.27    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                            | Playstudios, Inc., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13275 | NS      | $15266.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                         | Flutter Treasury DAC                                                      | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3599473.50   | 0.44%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                             | GoTo Group, Inc., 1st Lien Term Loan                                      | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    695305 | PA      | $610129.72    | 0.07%             | 2028-04-30      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1661000 | PA      | $13106.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                      | J&J Ventures Gaming LLC, 1st Lien Term Loan                               | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    316547 | PA      | $313580.61    | 0.04%             | 2030-04-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile, Inc.                                        | AST SpaceMobile, Inc.                                                     | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $2032378.00   | 0.25%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                       | IMA Industria Macchine Automatiche SpA                                    | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |   1132000 | PA      | $1302650.10   | 0.16%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -400 | NC      | $-28600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    964000 | PA      | $-18783.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Afflelou SAS                                                 | Afflelou SAS                                                              | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |    276000 | PA      | $329890.51    | 0.04%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                              | RBC Europe Ltd.                                                           | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |   1100272 | PA      | $1255629.95   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                         | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                       | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3000000 | PA      | $3158271.00   | 0.39%             | 2026-02-12      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    308000 | PA      | $4103.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                   | Amneal Pharmaceuticals LLC, 1st Lien Term Loan B                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2763000 | PA      | $2761839.54   | 0.34%             | 2028-05-04      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                        | ECL Entertainment LLC, Facility 1st Lien Term Loan B                      | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    486912 | PA      | $488942.13    | 0.06%             | 2030-08-30      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    604884 | PA      | $604883.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    600000 | PA      | $-40597.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3855177.71   | 0.47%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Community Financial System, Inc.                                          | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -333 | NS      | $2251.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                            | FNZ NZ Finco Ltd., 1st Lien Term Loan                                     | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |   3000000 | PA      | $3169560.00   | 0.39%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2926.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                        | BCP V Modular Services Finance II plc                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |   1658000 | PA      | $1871596.63   | 0.23%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                                  | Webuild SpA                                                               | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |   -920000 | PA      | $-1150513.95  | -0.14%            | 2028-09-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                               | Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-524865.00   | -0.06%            | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                  | NN Group NV                                                               | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1055610.00   | 0.13%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $29714.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -1300000 | PA      | $-1179573.72  | -0.14%            | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $12414.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA, Series TMO                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1162604 | PA      | $1260425.50   | 0.15%             | 2173-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                         | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028689.00   | 0.37%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $21945.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Enterprises, Inc.                                     | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1559183 | PA      | $1356488.98   | 0.17%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | iShares J.P. Morgan USD Emerging Markets Bond ETF                         | CUSIP: 00PBZGBJ3<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $45000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                                     | Boost Newco Borrower LLC                                                  | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4229244.00   | 0.52%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $502.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                              | CoreWeave, Inc.                                                           | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |  10754000 | PA      | $10808317.59  | 1.32%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                              | ConnectWise LLC, 1st Lien Term Loan                                       | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177139 | PA      | $177614.08    | 0.02%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Ultra Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $4278.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | Provident Financial Services, Inc.                                        | CUSIP: 74386T105<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1159 | NS      | $591.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                              | Wolfspeed, Inc.                                                           | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    900000 | PA      | $272250.00    | 0.03%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc                         | Thames Water Super Senior Issuer plc                                      | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |     19226 | PA      | $27927.73     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $51192.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |      4526 | NS      | $-316.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                                     | Itelyum Regeneration Spa                                                  | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    409000 | PA      | $478680.95    | 0.06%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $27010.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Kemble Finance plc                              | Thames Water Kemble Finance plc                                           | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |    432000 | PA      | $4179.41      | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                      | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   3674073 | PA      | $3316546.02   | 0.40%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings, Inc.                                      | Ascensus Holdings, Inc., 1st Lien Term Loan B                             | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2351 | PA      | $2351.09      | 0.00%             | 2028-08-02      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CBOE Volatility Index                                                     | CUSIP: 00CBR5LY6<br>LEI: N/A                  | N/A              | DE               |  | US        |       850 | NC      | $24650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Topco Stapled                                            | New Topco                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59462 | NS      | $0.67         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $30914.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-17739.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Bidco Ltd.                                             | Eagle Bidco Ltd., Facility 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1217000 | PA      | $1391451.42   | 0.17%             | 2028-03-20      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                     | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   9012000 | PA      | $9911425.90   | 1.21%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                | Veritas Newco                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17298 | NS      | $389201.40    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Securities plc                                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    945670 | PA      | $1079198.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                    | IREN Ltd.                                                                 | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $91812.50     | 0.01%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freewire Equity                                              | FreeWire Technologies, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cap Hill Brands                                              | Cap Hill Brands, Class E                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    506652 | NS      | $15199.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MasOrange Holdco Ltd.                                        | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2389418 | PA      | $2713169.80   | 0.33%             | 2031-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                     | WESCO Distribution, Inc.                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266645.00   | 0.15%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7600.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HNG Hospitality offshore LP                                  | HNG Hospitality offshore LP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    723000 | NS      | $592860.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mobico Group plc                                             | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $113960.22    | 0.01%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        85 | NC      | $3984.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                      | Garfunkelux Holdco 3 SA                                                   | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    983629 | PA      | $1150580.36   | 0.14%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $107021.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -250 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -8000000 | PA      | $-2397.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | HomeToGo SE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |     71516 | NS      | $81.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp.                                         | Select Medical Corp.                                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116697.39    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                      | Metrocentre Finance plc                                                   | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |    667815 | PA      | $486772.06    | 0.06%             | 2025-12-05      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                      | Summer BC Holdco B SARL                                                   | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    430000 | PA      | $483348.08    | 0.06%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $46137.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                              | Transocean Titan Financing Ltd.                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     69667 | PA      | $71397.68     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $28000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD&R Firefly Bidco plc                                       | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2825000 | PA      | $3724493.83   | 0.45%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |      3085 | NS      | $-863.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Euro-OAT                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -13 | NC      | $5307.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-78107.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Informatica, Inc., Class A                                                | CUSIP: 45674M101<br>LEI: N/A                  | N/A              | DE               |  | US        |     20000 | NS      | $7200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Latch, Inc.                                                               | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      6894 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SM Energy Co.                                                | SM Energy Co.                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10007.90     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $30630.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                | WOM Mobile SA                                                             | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     66024 | PA      | $64103.36     | 0.01%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                          | Paramount Global                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $18000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       300 | NC      | $35850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                                             | NCR Atleos Corp.                                                          | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7312646.25   | 0.89%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | American Airlines Group, Inc.                                             | CUSIP: 00PBJ3FQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $4500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -10000000 | PA      | $-1927.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7676.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                     | Irca SpA                                                                  | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |   1031000 | PA      | $1181100.75   | 0.14%             | 2029-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    953750 | PA      | $953750.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-69026.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    498000 | PA      | $15453.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                        | California Buyer Ltd.                                                     | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |    467000 | PA      | $557333.16    | 0.07%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                               | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class A                       | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2288439.46   | 0.28%             | 2037-05-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                   | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    931000 | PA      | $1169585.80   | 0.14%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                           | DISH Network Corp.                                                        | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    226000 | PA      | $203399.70    | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74137 | PA      | $73333.85     | 0.01%             | 2030-03-11      | Variable      | 11.96%                | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                               | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class AR                  | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |   2590000 | PA      | $2966370.13   | 0.36%             | 2038-02-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                        | Deutsche Lufthansa AG                                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1043338.44   | 0.13%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-12657.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Palladyne AI Corp.                                                        | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |     20304 | NS      | $6801.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                           | Genius Sports Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     15585 | NS      | $175331.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Market Bidco Ltd.                                            | Market Bidco Ltd., Facility 1st Lien Term Loan B3                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1800000 | PA      | $2046210.40   | 0.25%             | 2030-11-04      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                               | INEOS Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B             | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1410105 | PA      | $1505707.33   | 0.18%             | 2029-04-03      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $465.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                  | First Quantum Minerals Ltd.                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3544000 | PA      | $3743350.00   | 0.46%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                     | William Carter Co. (The)                                                  | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6941.44      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Preem Holdings AB                                            | Preem Holdings AB                                                         | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |    810400 | PA      | $958999.55    | 0.12%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Project Montage                                              | Project Montage, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    341919 | PA      | $333815.60    | 0.04%             | 2029-02-16      | Variable      | 10.49%                | No            |                  3 | On Loan: No      |
| Fedrigoni SpA                                                | Fedrigoni SpA                                                             | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $679189.03    | 0.08%             | 2030-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                      | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  22800000 | PA      | $5724259.20   | 0.70%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                  | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    850000 | PA      | $1143263.59   | 0.14%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $404755.61    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                      | Civitas Resources, Inc.                                                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97910.44     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    529000 | PA      | $611452.28    | 0.07%             | 2030-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                                        | Flowco Holdings, Inc., Class A                                            | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6295 | NS      | $117716.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    887000 | PA      | $1018570.93   | 0.12%             | 2030-10-23      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81844 | PA      | $81434.59     | 0.01%             | 2030-03-11      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    510000 | PA      | $-64142.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $65764.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17270.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    181760 | PA      | $31756.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    970000 | PA      | $-100382.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBJWQZ4<br>LEI: N/A                  | N/A              | DE               |  | US        |      2000 | NC      | $11000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    543000 | PA      | $543000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                  | Euronext NV                                                               | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $468709.97    | 0.06%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                               | Starz Capital Holdings 1, Inc.                                            | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17535000 | PA      | $16351387.50  | 2.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                          | PBF Holding Co. LLC                                                       | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -329000 | PA      | $-316616.24   | -0.04%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-169897.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                        | Sonder Holdings, Inc., Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6302 | NS      | $13737.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $84101.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                           | BCP V Modular Services Finance plc                                        | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    684000 | PA      | $679127.77    | 0.08%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                           | Banco Santander SA                                                        | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |   -800000 | PA      | $-857598.11   | -0.10%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                            | Henley CLO Xi DAC, Series 11X, Class A                                    | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |   2040000 | PA      | $2335893.05   | 0.29%             | 2039-04-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                     | Neogen Food Safety Corp.                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3470537.76   | 0.42%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                             | Transocean, Inc.                                                          | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | KY        |   -650000 | PA      | $-597198.03   | -0.07%            | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SES SA                                                       | SES SA                                                                    | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $347554.93    | 0.04%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                  | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11148 | NS      | $14938.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC, 1st Lien Term Loan B5                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     46178 | PA      | $45427.95     | 0.01%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | New York Community Bancorp, Inc.                                          | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |      7124 | NS      | $213.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Paramount Global, Class B                                                 | CUSIP: 92556H206<br>LEI: N/A                  | N/A              | DE               |  | US        |     10000 | NS      | $-600.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings Sarl                           | Alexandrite Lake Lux Holdings Sarl                                        | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |   1352000 | PA      | $1571831.82   | 0.19%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                    | IREN Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |      1417 | NS      | $22827.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -194 | NC      | $-7748.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kapla Holding SAS                                            | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    891000 | PA      | $1032883.87   | 0.13%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                      | Civitas Resources, Inc.                                                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18364.23     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                       | Czechoslovak Group A/S                                                    | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |   1100000 | PA      | $1289841.30   | 0.16%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                             | Tele Columbus AG, Facility 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   3194166 | PA      | $2437715.95   | 0.30%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                      | Civitas Resources, Inc.                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79181.09     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Euro Parfums Fze Upsize                                      | Euro Parfums Fze Upsize, 1st Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    130971 | PA      | $147969.46    | 0.02%             | 2032-06-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | iShares Preferred & Income Securities ETF                                 | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |    -48500 | NS      | $-15035.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                          | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    801000 | PA      | $931130.02    | 0.11%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $41197.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11292.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $32923.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $62104.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer