# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0002071691-26-007329
**Filing Date:** 2026-3
**Character Count:** 347146
**Document Hash:** 0e233c8b61dff920558ad674adadb80c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007329.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007329

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260731

**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:** 26803339

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $887104740.64

**Total Liabilities:** $85543517.79

**Net Assets:** $801561222.85

**Cash Not Reported:** $3252439.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21989.00000000 | **1-Year:** 6723.71000000 | **5-Year:** -28860.24000000 | **10-Year:** 21831.19000000 | **30-Year:** 0.00000000

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

- **3-Month:** 3385.30000000 | **1-Year:** 15625.08000000 | **5-Year:** 98292.62000000 | **10-Year:** 78.91000000 | **30-Year:** 7294.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202325 | 0.00%                | 0.21%                | 0.22%                |
| Class ID C000202324 | -0.00%               | 0.37%                | 0.33%                |
| Class ID C000202326 | -0.00%               | 0.40%                | 0.33%                |
| Class ID C000202327 | -0.00%               | 0.37%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1047908.39              | $-1760724.78                               |
| Month 2  | $-1508622.55             | $3885683.39                                |
| Month 3  | $1386536.05              | $-131031.12                                |

**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      | $12068.16     | 0.00%             | 2029-08-01      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2500000 | PA      | $30379.31     | 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        |    470000 | PA      | $525782.94    | 0.07%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                          | Flash Compute LLC                                                         | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1359597.52   | 0.17%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                     | Stena International SA                                                    | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    343000 | PA      | $352405.85    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Tonies SE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |    109736 | NS      | $26015.11     | 0.00%             |  |  |  | No            |                  1 | 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      | $575838.12    | 0.07%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                      | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38027.22     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     86400 | PA      | $69984.00     | 0.01%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-7571.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    200000 | PA      | $-7010.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                        | Nexstar Media, Inc.                                                       | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4001.02      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59668 | PA      | $57372.72     | 0.01%             | 2030-03-11      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                                             | WOM New Holdco                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $10120.00     | 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        |    102228 | PA      | $101333.01    | 0.01%             | 2032-01-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $30954.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                             | Community Health Systems, Inc.                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    350000 | PA      | $376788.30    | 0.05%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $2290.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                             | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    685000 | PA      | $809774.20    | 0.10%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                        | Bausch + Lomb Corp.                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5733750.00   | 0.72%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                        | MTU Aero Engines AG                                                       | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1313209.91   | 0.16%             | 2033-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                            | Norwegian Krone                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       197 | OU      | $20.46        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145833.22    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                     | Hambridge Euro CLO DAC, Series 1X, Class A                                | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4414438.29   | 0.55%             | 2038-10-20      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                       | Xerox Holdings Corp.                                                      | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $110119.02    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | 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      | $156824.40    | 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      | $11697812.44  | 1.46%             | 2030-05-15      | Fixed         | 8.75%                 | 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      | $-7078.00     | -0.00%            |  |  |  | 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        |    369000 | PA      | $495324.73    | 0.06%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                            | Live Nation Entertainment, Inc.                                           | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1214322.60   | 0.15%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                      | Kioxia Holdings Corp.                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3615717.21   | 0.45%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                 | Warnermedia Holdings, Inc.                                                | CUSIP: 934423AB0<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |   -660000 | PA      | $-732179.02   | -0.09%            | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                      | ECL Entertainment LLC, 1st Lien Term Loan B                               | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485694 | PA      | $484723.04    | 0.06%             | 2030-08-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    350000 | PA      | $310242.85    | 0.04%             | 2026-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -24314000 | PA      | $-2966.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                        | Altice Financing SA                                                       | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |    468000 | PA      | $398012.18    | 0.05%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                 | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -1750000 | PA      | $-1229375.00  | -0.15%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    714000 | PA      | $714000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                    | Garfunkelux Holdco 4 SA                                                   | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |    153139 | PA      | $453.81       | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | BofA Securities, Inc.                                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   1222500 | PA      | $1222500.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                    | Talen Energy Supply LLC                                                   | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4220440.00   | 0.53%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                 | Atlas CC Acquisition Corp., 1st Lien Term Loan C                          | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118759 | PA      | $24292.07     | 0.00%             | 2029-05-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                | Avnet, Inc.                                                               | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1621999.50   | 0.20%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $9715.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-25011.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    889500 | PA      | $31151.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3243000 | PA      | $-22090.18    | -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      | $10659694.70  | 1.33%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906081.40   | 0.24%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    535000 | PA      | $6411.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-49110.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                        | Solaris Energy Infrastructure, Inc.                                       | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    125000 | PA      | $289012.50    | 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      | $18907.37     | 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      | $863788.25    | 0.11%             |  |  |  | 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      | $-256721.82   | -0.03%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                           | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    614626 | PA      | $709011.63    | 0.09%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    250000 | PA      | $9085.78      | 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      | $1124302.48   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-9111.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                              | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |   2061000 | PA      | $2455395.57   | 0.31%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    990000 | PA      | $-34557.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                              | ION Platform Finance US, Inc.                                             | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Short            | DBT              | CORP              | US        |   -350000 | PA      | $-306954.94   | -0.04%            | 2032-09-30      | Fixed         | 7.88%                 | 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      | $111154.97    | 0.01%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | On Loan: No      |
| Kingdom of Spain                                           | Bonos y Obligaciones del Estado                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   3090000 | PA      | $3658043.21   | 0.46%             | 2035-10-31      | Fixed         | 3.20%                 | 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      | $-8039.00     | -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      | $594780.72    | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | 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      | $-26217.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    322000 | PA      | $2407.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    163200 | PA      | $163200.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden AB                                              | Heimstaden AB                                                             | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    217000 | PA      | $275287.36    | 0.03%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                    | Telefonica Emisiones SA                                                   | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $945207.49    | 0.12%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-14553.76    | -0.00%            |  |  |  | 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      | $-2439.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                      | Betclic Everest Group, 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1527117 | PA      | $1809407.87   | 0.23%             | 2031-12-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings LLC                                 | Starz Capital Holdings LLC                                                | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    650000 | PA      | $529803.94    | 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      | $13494.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                       | Kleopatra Finco SARL                                                      | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    584893 | PA      | $29466.83     | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $23453.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                            | Breakwater Energy Holdings Sarl                                           | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    425000 | PA      | $446159.48    | 0.06%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $246142.53    | 0.03%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Atos SE                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5174 | NS      | $10979.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                        | Sabena Technics SAS                                                       | CUSIP: N/A<br>LEI: 969500IBFY3VCVJ46X47       | Long             | DBT              | CORP              | FR        |    297448 | PA      | $352580.32    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc., 1st Lien Term Loan                                      | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248734 | PA      | $80838.60     | 0.01%             | 2028-04-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $-25851.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                    | Mobius Merger Sub, Inc.                                                   | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $796736.70    | 0.10%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                    | VZ Secured Financing BV                                                   | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |   1283000 | PA      | $1475917.90   | 0.18%             | 2033-01-15      | Fixed         | 5.25%                 | 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      | $1779396.75   | 0.22%             | 2034-07-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | State Street SPDR S&P 500 ETF Trust                                       | CUSIP: 00PC5ATV1<br>LEI: N/A                  | N/A              | DE               |  | US        |      -100 | NC      | $-4347.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -13893000 | PA      | $-10556.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                      | Schneider Electric SE, Series SUFP                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2194982.64   | 0.27%             | 2033-09-23      | Fixed         | 1.25%                 | 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      | $-49137.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                     | Morgan Stanley & Co. International plc                                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | GB        |   1016744 | PA      | $1016744.30   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10070000 | PA      | $-111584.05   | -0.01%            |  |  |  | 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        |    145422 | PA      | $139430.91    | 0.02%             | 2029-02-16      | Variable      | 10.16%                | No            |                  3 | On Loan: No      |
| Ziggo BV                                                   | Ziggo BV, Facility 1st Lien Term Loan H                                   | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   1139000 | PA      | $1332994.21   | 0.17%             | 2029-01-31      | Variable      | 4.94%                 | 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        |    749000 | PA      | $825374.66    | 0.10%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  10610000 | PA      | $-120183.44   | -0.01%            |  |  |  | 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      | $1687670.77   | 0.21%             | 2037-04-20      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10681 | NS      | $186169.83    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                 | Cloud Software Group, Inc.                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4968837.75   | 0.62%             | 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      | $5017935.63   | 0.63%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1985500 | PA      | $1985500.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                            | Breakwater Energy Holdings Sarl                                           | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |    813000 | PA      | $852633.75    | 0.11%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                       | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    974000 | PA      | $1139001.08   | 0.14%             | 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      | $244900.37    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                    | Froneri Lux FinCo. SARL, Series JAN                                       | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |   1049000 | PA      | $1254304.23   | 0.16%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $711677.98    | 0.09%             | 2031-01-06      | Variable      | 4.38%                 | 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      | $318397.33    | 0.04%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya LLC                                                  | Avaya LLC                                                                 | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $22513.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                 | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137972.79    | 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      | $130336.63    | 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      | $154.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | VanEck Semiconductor ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $30369.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                           | WULF Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1564530.00   | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                              | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    538000 | PA      | $608527.29    | 0.08%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                        | Solaris Energy Infrastructure, Inc., Class A                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1214 | NS      | $67000.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiology Partners, Inc.                                   | Radiology Partners, Inc.                                                  | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2099940.24   | 0.26%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                       | IHO Verwaltungs GmbH                                                      | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1385436.00   | 0.17%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        | -13890000 | PA      | $-16964.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $-6695.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       315 | NC      | $76364.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                       | WOM Chile Holdco SpA                                                      | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    145225 | PA      | $132880.88    | 0.02%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                    | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  19300000 | PA      | $5032996.10   | 0.63%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Otranto Park CLO DAC                                       | Otranto Park CLO DAC, Series 1X, Class AR                                 | CUSIP: N/A<br>LEI: 254900C89WZ4XL2PN587       | Long             | ABS-CBDO         | CORP              | IE        |   2141000 | PA      | $2550427.84   | 0.32%             | 2039-10-15      | Floating      | 3.32%                 | 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      | $372548.70    | 0.05%             | 2030-02-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    569000 | PA      | $687074.01    | 0.09%             | 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      | $32867.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp.                                                               | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1042507.50   | 0.13%             | 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        |   1000000 | PA      | $1217877.13   | 0.15%             | 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      | $274956.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 00PCBU702<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1000 | NC      | $-355.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                       | Central Parent, Inc.                                                      | CUSIP: 15477CAA3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -850000 | PA      | $-651349.30   | -0.08%            | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Invesco QQQ Trust 1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       125 | NC      | $0.00         | 0.00%             |  |  |  | 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        |    157406 | PA      | $129072.71    | 0.02%             | 2028-10-25      | Variable      | 9.17%                 | No            |                  3 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                             | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class AR                      | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2376627.23   | 0.30%             | 2037-05-15      | Floating      | 3.30%                 | No            |                  2 | 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      | $2223374.83   | 0.28%             | 2031-08-05      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                        | Iron Mountain, Inc.                                                       | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    977000 | PA      | $1129961.65   | 0.14%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-101504.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                  | Axalta Coating Systems Dutch Holding B BV                                 | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4209820.00   | 0.53%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                            | Permian Resources Operating LLC                                           | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132191.18    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                    | Asurion LLC and Asurion Co-Issuer, Inc.                                   | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1740644.28   | 0.22%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   2158960 | PA      | $2158960.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17419.99     | 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      | $-5386.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                            | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526959 | PA      | $523312.35    | 0.07%             | 2029-01-24      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-28110.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    360000 | PA      | $1155.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp., 1st Lien Term Loan                                           | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2502997 | PA      | $1929084.68   | 0.24%             | 2029-11-19      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| United Group BV                                            | United Group BV                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    309000 | PA      | $367985.19    | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1316593.58   | 0.16%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                    | Italmatch Chemicals SpA                                                   | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |    322000 | PA      | $382171.25    | 0.05%             | 2031-02-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    705000 | PA      | $10209.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $10499.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |    315042 | PA      | $315042.00    | 0.04%             |  |  |  | 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        |    556394 | PA      | $660825.57    | 0.08%             | 2031-01-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552437.00   | 0.19%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4328 | NS      | $75437.04     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| X Corp.                                                    | X Corp., 1st Lien Term Loan B3                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778000 | PA      | $3905507.50   | 0.49%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                               | Danish Krone                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       267 | OU      | $42.35        | 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      | $5527.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1658000 | PA      | $14009.88     | 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      | $20679.00     | 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      | $2001.08      | 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      | $230950.52    | 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                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $2791.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                              | BioMarin Pharmaceutical, Inc.                                             | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    542000 | PA      | $543501.34    | 0.07%             | 2034-02-15      | Fixed         | 5.50%                 | 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        |    100000 | PA      | $98690.18     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                         | Uniti Services LLC                                                        | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032453.24   | 0.13%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                          | Iliad Holding SAS                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $884649.70    | 0.11%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                            | OEG Finance plc                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |   1437000 | PA      | $1779264.07   | 0.22%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                   | Enel SpA                                                                  | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    500000 | PA      | $587903.97    | 0.07%             | 2034-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                 | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     47000 | PA      | $18795.18     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3650000 | PA      | $-79440.25    | -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      | $-617715.11   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                            | Ardagh Group SA                                                           | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    604000 | PA      | $570780.00    | 0.07%             | 2030-12-01      | Variable      | 12.00%                | 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      | $6736415.54   | 0.84%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1949666 | PA      | $2311036.59   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |   1112500 | PA      | $1112500.00   | 0.14%             |  |  |  | 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      | $-28385.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | NASDAQ 100 E-Mini Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-54868.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |   1279688 | PA      | $1279687.50   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $287982.39    | 0.04%             | 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      | $2264.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-11736.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                              | Swedish Krona                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |   2321466 | OU      | $260619.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Amkor Technology, Inc.                                                    | CUSIP: 00CCD8N47<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $23125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Janus Detroit Street Trust                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $1445.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118439.73    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: 00PC1G6Q8<br>LEI: N/A                  | N/A              | DE               |  | US        |      -200 | NC      | $-3382.44     | -0.00%            |  |  |  | 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      | $3316098.46   | 0.41%             | 2039-01-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                      | BNP Paribas Cardif SA                                                     | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1802618.64   | 0.22%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                         | Toucan FinCo. Ltd.                                                        | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $157305.04    | 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      | $133772.70    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                         | Pitney Bowes, Inc.                                                        | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1148405.07   | 0.14%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                                  | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2100560.00   | 0.26%             | 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        |     14766 | PA      | $14771.11     | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| SUN Country Marine, Inc.                                   | SUN Country Marine, Inc., Series 2022-1B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   7772894 | PA      | $7870055.04   | 0.98%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |   2492025 | PA      | $2492025.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                          | Motion Finco SARL                                                         | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    401000 | PA      | $414794.69    | 0.05%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energean plc                                               | Energean plc                                                              | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |    475000 | PA      | $565508.96    | 0.07%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | U.S. Treasury 30-Year Bond                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        75 | NC      | $31640.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    298980 | PA      | $-5332.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW Look Retailers                                         | NEW Look Retailers                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   5436112 | NS      | $74.38        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $360907.02    | 0.05%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | 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        |    315605 | PA      | $314620.67    | 0.04%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |   -500000 | PA      | $-511407.50   | -0.06%            | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                             | Uniti Group LP, Series Feb                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1223105.00   | 0.15%             | 2032-06-15      | Fixed         | 8.62%                 | 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      | $-1435.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-17189.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                 | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    309000 | PA      | $383371.69    | 0.05%             | 2030-05-01      | Fixed         | 7.50%                 | 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      | $1460.14      | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                       | Forestar Group, Inc.                                                      | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    557000 | PA      | $556594.96    | 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      | $30978.43     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    964000 | PA      | $-39391.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2468000 | PA      | $-77399.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    228132 | PA      | $-4322.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1612000 | PA      | $1888906.48   | 0.24%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    539000 | PA      | $539000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                   | Full House Resorts, Inc.                                                  | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27337.50     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                     | Stena International SA                                                    | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |   1275000 | PA      | $1309963.42   | 0.16%             | 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      | $1227600.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                        | Lionsgate Studios Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       443 | NC      | $33225.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Florida LLC                                       | Frontier Florida LLC, Series E                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8280000.00   | 1.03%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgsesellschaft 675 mbH                    | Techem Verwaltungsgesellschaft 675 mbH, Facility 1st Lien Term Loan B6    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1190707.78   | 0.15%             | 2032-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57750.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                                         | Intu Jersey 2 Ltd.                                                        | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |   3816899 | PA      | $685760.71    | 0.09%             | 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        |    171000 | PA      | $204727.51    | 0.03%             | 2032-07-14      | Floating      | 5.73%                 | 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      | $568876.74    | 0.07%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    323629 | PA      | $23484.05     | 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      | $1052867.00   | 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      | $458896.40    | 0.06%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Exail Technologies SA                                      | Exail Technologies SA                                                     | CUSIP: N/A<br>LEI: 549300EWC06TYV07XE53       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1388224.59   | 0.17%             | 2030-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                          | TAG Immobilien AG                                                         | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $865742.76    | 0.11%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $955.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                       | Mehilainen Yhtiot Oy                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    187000 | PA      | $222606.95    | 0.03%             | 2032-06-30      | Floating      | 5.39%                 | 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        |   1202000 | PA      | $1405973.09   | 0.18%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                          | Seashell Bidco SL, 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1189795.06   | 0.15%             | 2032-12-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                          | BRANICKS Group AG                                                         | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $427014.87    | 0.05%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    800000 | PA      | $84307.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                               | Barclays plc                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1144662.86   | 0.14%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                            | LGI Homes, Inc.                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80244.09     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                         | NJJ Continental SA, Facility 1st Lien Term Loan B3                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1225532 | PA      | $1457289.37   | 0.18%             | 2032-01-26      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                             | Comerica, Inc.                                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       296 | NS      | $26246.32     | 0.00%             |  |  |  | No            |                  1 | 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        |    163000 | PA      | $197861.21    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1951740 | PA      | $1951740.00   | 0.24%             |  |  |  | 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      | $402695.07    | 0.05%             | 2036-03-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    376586 | PA      | $50946.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                            | Deuce Finco plc                                                           | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |   1076000 | PA      | $1494135.30   | 0.19%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                           | Multiversity SpA                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |    784000 | PA      | $932001.36    | 0.12%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $47587.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $-797.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  13893000 | PA      | $28692.00     | 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      | $3979068.80   | 0.50%             | 2027-02-15      | Floating      | 7.12%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3884 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176528.70    | 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              |  | US        |    650000 | PA      | $-13683.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                   | Celanese US Holdings LLC                                                  | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1223357.30   | 0.15%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Volato Group, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11228 | NS      | $123.51       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                               | Oracle Corp.                                                              | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |  -2150000 | PA      | $-2048940.78  | -0.26%            | 2035-09-26      | Fixed         | 5.20%                 | 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      | $1920325.69   | 0.24%             | 2034-12-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                             | Deepocean Ltd.                                                            | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |    379000 | PA      | $465809.68    | 0.06%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAPIENCIA BIDCO SLU                                        | SAPIENCIA BIDCO SLU Term Loan First Lien                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1187898.50   | 0.15%             | 2033-01-21      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4652 | NS      | $72850.32     | 0.01%             |  |  |  | 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      | $1447826.37   | 0.18%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        52 | NC      | $158317.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                                 | LABL, Inc., 1st Lien Term Loan B                                          | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    247423 | PA      | $112483.30    | 0.01%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Short            | DBT              | CORP              | US        |   -400000 | PA      | $-367256.00   | -0.05%            | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Eurobank SA                                                | Eurobank SA                                                               | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   1425000 | PA      | $1696228.21   | 0.21%             | 2033-11-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $-30993.48    | -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        |   1873533 | PA      | $1238091.65   | 0.15%             | 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        |    840000 | PA      | $2754.94      | 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      | $95274.87     | 0.01%             | 2029-11-01      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                         | Speed Midco 3 SARL, Facility 1st Lien Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1800000 | PA      | $2130962.96   | 0.27%             | 2032-10-07      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160297.10    | 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      | $224263.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                      | Albertsons Cos., Inc.                                                     | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    416000 | PA      | $415578.49    | 0.05%             | 2032-03-31      | Fixed         | 5.62%                 | 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      | $-5765.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1630000 | PA      | $-69329.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $1761.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $987396.55    | 0.12%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    942000 | PA      | $100256.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |   1193000 | PA      | $1375487.90   | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                    | X Corp., 1st Lien Term Loan B1                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487284 | PA      | $486168.26    | 0.06%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                        | Shift4 Payments LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1467692.56   | 0.18%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc.                                                          | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1151200 | PA      | $391408.00    | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1257000 | PA      | $-4992.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                    | Telefonica Emisiones SA                                                   | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $474841.04    | 0.06%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $3463.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    829000 | PA      | $1011514.63   | 0.13%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                 | LANXESS AG                                                                | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Short            | DBT              | CORP              | DE        |  -1000000 | PA      | $-1066946.43  | -0.13%            | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67738.69     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       122 | NC      | $44287.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Euro-Bobl                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       100 | NC      | $-49628.91    | -0.01%            |  |  |  | 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      | $56069.76     | 0.01%             | 2028-07-10      | Variable      | 10.72%                | No            |                  3 | On Loan: No      |
| N/A                                                        | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       125 | NC      | $35156.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                 | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    615000 | PA      | $762128.17    | 0.10%             | 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      | $2246868.75   | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments Sarl                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $223171.49    | 0.03%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                            | Duomo Bidco SpA                                                           | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    671000 | PA      | $797460.11    | 0.10%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Northern Data AG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      2000 | NS      | $125.05       | 0.00%             |  |  |  | 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      | $2208699.31   | 0.28%             | 2038-01-23      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $121009.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Lionsgate Studios Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $40000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8220.47      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      -315 | NC      | $-30498.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3157000 | PA      | $258829.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    712000 | PA      | $14541.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1621000 | PA      | $-23767.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                            | Citigroup, Inc.                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       322 | NS      | $37258.62     | 0.00%             |  |  |  | No            |                  1 | 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      | $188026.41    | 0.02%             | 2026-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                | Digital Room Holdings, Inc., 1st Lien Term Loan                           | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |    232925 | PA      | $228508.74    | 0.03%             | 2028-12-21      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                | Swiss Franc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      1830 | OU      | $2367.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Brandywine Realty Trust                                                   | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5000 | NS      | $1200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                  | MGM Resorts International                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |   -950000 | PA      | $-972524.50   | -0.12%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Euro Parfums Fze                                           | Euro Parfums Fze Upsize, 1st Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130971 | PA      | $130971.00    | 0.02%             | 2032-07-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| Cirsa Finance International SARL                           | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    403000 | PA      | $496083.06    | 0.06%             | 2029-03-15      | Fixed         | 6.50%                 | 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        |     78616 | PA      | $78419.61     | 0.01%             | 2027-12-30      | Variable      | 7.67%                 | No            |                  3 | On Loan: No      |
| Lune Holdings SARL                                         | Lune Holdings SARL                                                        | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |   2036000 | PA      | $235317.27    | 0.03%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zegona HoldcoLtd.                                          | Zegona HoldcoLtd. Term Loan First Lien                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1115319 | PA      | $1322730.84   | 0.17%             | 2029-07-17      | Variable      | 4.39%                 | 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      | $1342844.38   | 0.17%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    696000 | PA      | $849990.04    | 0.11%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                   | Azule Energy Finance plc                                                  | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $770847.00    | 0.10%             | 2031-01-22      | Fixed         | 8.25%                 | 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      | $0.16         | 0.00%             |  |  |  | No            |                  3 | 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        |    976050 | PA      | $969998.48    | 0.12%             | 2028-07-31      | Variable      | 13.32%                | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3243000 | PA      | $-24743.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                  | Signal Harmonic CLO I DAC, Series 1X, Class AR                            | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4422332.06   | 0.55%             | 2038-07-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments Sarl                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $892685.96    | 0.11%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Aiven OY                                                   | Aiven OY, Series D                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6597 | NS      | $349575.03    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| RingCentral, Inc.                                          | RingCentral, Inc.                                                         | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8136784.44   | 1.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                        | FIS Fabbrica Italiana Sintetici SpA                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    180000 | PA      | $213324.59    | 0.03%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                | Latch, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     31344 | NS      | $5641.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                                        | Yen                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |  16869134 | OU      | $109001.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Point Euro CLO DAC                                  | Silver Point Euro CLO DAC, Series 1X, Class A                             | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |   3020000 | PA      | $3593185.03   | 0.45%             | 2039-01-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Lionsgate Studios Corp.                                                   | CUSIP: 53626N102<br>LEI: N/A                  | N/A              | DE               |  | US        |     55000 | NS      | $24200.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1056733.92   | 0.13%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                            | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77050.09     | 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      | $-41916.70    | -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      | $-646.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  24314000 | PA      | $13045.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                        | Encore Issuances SA                                                       | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |    959930 | PA      | $1142249.29   | 0.14%             | 2026-08-14      | Floating      | 4.99%                 | 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      | $2639175.13   | 0.33%             | 2037-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Aegis Lux 1a Sarl                                          | Aegis Lux 1a Sarl                                                         | CUSIP: N/A<br>LEI: 529900WB6L9XYCR8YT98       | Short            | DBT              | CORP              | LU        |  -1900000 | PA      | $-2280364.54  | -0.28%            | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  11159000 | PA      | $757769.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Offerpad Solutions, Inc.                                                  | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |     13726 | NS      | $274.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    617500 | PA      | $617500.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Lavoro Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      5012 | NS      | $149.36       | 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      | $1044250.68   | 0.13%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                             | Univision Communications, Inc.                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1720496.29   | 0.21%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                  | BlackRock Liquidity Funds, T-Fund, Institutional Class                    | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  70038638 | NS      | $70038637.82  | 8.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                | Avaya, Inc., 1st Lien Term Loan                                           | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49770 | PA      | $45554.70     | 0.01%             | 2028-08-01      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| Canadian Dollar                                            | Canadian Dollar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     69341 | OU      | $50924.57     | 0.01%             |  |  |  | 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        |   1033986 | PA      | $1033986.00   | 0.13%             | 2029-05-16      | Variable      | 9.75%                 | No            |                  3 | On Loan: No      |
| Las Vegas Sands Corp.                                      | Las Vegas Sands Corp.                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4095252.56   | 0.51%             | 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      | $-25125.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $8456.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coreweave Acq Co. Iv LLC (Amnd)                            | Coreweave Acq Co. IV LLC, Delayed Draw 1st Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    615789 | PA      | $595037.36    | 0.07%             | 2030-09-29      | Variable      | 8.16%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        49 | NC      | $-55051.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                                       | Xerox Holdings Corp.                                                      | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-220238.04   | -0.03%            | 2029-11-30      | Fixed         | 8.88%                 | 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      | $-2964.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                              | Aroundtown SA                                                             | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $233868.68    | 0.03%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                    | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2000000 | PA      | $2292466.90   | 0.29%             | 2032-06-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | DBT              | CORP              | JP        |  -2000000 | PA      | $-1951870.60  | -0.24%            | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5250000 | PA      | $-114204.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      9692 | NS      | $605.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp.                                                               | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   4584000 | PA      | $3779266.74   | 0.47%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                        | STL Holding Co. LLC                                                       | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54682.11     | 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        |    281280 | PA      | $226548.54    | 0.03%             | 2029-01-22      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $61404.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                    | Atos SE                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   1196855 | PA      | $1051218.89   | 0.13%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                      | Gruppo San Donato SpA                                                     | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |    500000 | PA      | $600868.73    | 0.07%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $10596.68     | 0.00%             |  |  |  | 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        |   1550539 | PA      | $1973162.16   | 0.25%             | 2029-10-31      | Variable      | 9.38%                 | 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        |     93036 | PA      | $11.02        | 0.00%             | 2026-04-30      | Variable      | 4.03%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    775330 | PA      | $-29987.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                       | Allegiant Travel Co.                                                      | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68770.24     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    286000 | PA      | $317711.76    | 0.04%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                        | Aurium CLO VIII DAC, Series 8X, Class AR                                  | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4416120.38   | 0.55%             | 2038-10-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                  | EQT Corp.                                                                 | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069654.60   | 0.26%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Euro-BTP                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        25 | NC      | $22094.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | State Street SPDR S&P 500 ETF Trust                                       | CUSIP: 00PC5AU56<br>LEI: N/A                  | N/A              | DE               |  | US        |       100 | NC      | $16676.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Oracle Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       350 | NC      | $13125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McAfee Corp.                                               | McAfee Corp.                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |  -4230000 | PA      | $-3365384.40  | -0.42%            | 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      | $923091.38    | 0.12%             | 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        |   1061623 | PA      | $823607.12    | 0.10%             | 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        |    198474 | PA      | $198474.50    | 0.02%             | 2030-01-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -13893000 | PA      | $-16967.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70742 | PA      | $70741.64     | 0.01%             | 2026-05-06      | Variable      | 16.17%                | No            |                  3 | On Loan: No      |
| ZF North America Capital, Inc.                             | ZF North America Capital, Inc.                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368420.04    | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    119118 | PA      | $117188.07    | 0.01%             | 2026-05-06      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Eni SpA                                                    | Eni SpA                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $427373.45    | 0.05%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $845533.65    | 0.11%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                | Ageas SA/NV                                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |    400000 | PA      | $482762.71    | 0.06%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                        | Hilton Domestic Operating Co., Inc.                                       | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018750.00   | 0.13%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                 | Macy's Retail Holdings LLC                                                | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2273190.75   | 0.28%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                          | Clarios Global LP                                                         | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1329555.69   | 0.17%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1650000 | PA      | $40894.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1551149.01   | 0.19%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $32580.00     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | 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      | $-32374.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                            | Ardagh Group SA                                                           | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |   2859000 | PA      | $3199160.98   | 0.40%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |    514375 | PA      | $514375.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                    | Lionsgate Studios Corp.                                                   | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    275348 | NS      | $2599285.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                    | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   6100000 | PA      | $1590739.70   | 0.20%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                          | Gen Digital, Inc.                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4537600.97   | 0.57%             | 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      | $38371.31     | 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      | $670312.64    | 0.08%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                   | Lumen Technologies, Inc.                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      8166 | NS      | $72024.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $973.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                           | Maxam Prill SARL                                                          | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |   1764000 | PA      | $2170664.01   | 0.27%             | 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        |  15958486 | PA      | $16596825.76  | 2.07%             | 2032-12-15      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Ardagh Packaging Finance plc                               | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |   2025986 | PA      | $2189229.82   | 0.27%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                      | Nissan Motor Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    500000 | PA      | $613467.79    | 0.08%             | 2033-07-17      | Fixed         | 6.38%                 | 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        |    118800 | PA      | $147332.49    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -33 | NC      | $-84782.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1647000 | PA      | $22839.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2650000 | PA      | $17194.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $429.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                           | Hong Kong Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |       588 | OU      | $75.31        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson AAA CLO ETF                                | Janus Henderson AAA CLO ETF                                               | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |     20000 | NS      | $1013400.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Holdings LLC                                        | Rivian Holdings LLC                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -170000 | PA      | $-160477.76   | -0.02%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2788000 | PA      | $13686.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Envalior Deutschland Gmbh                                  | Envalior Deutschland Gmbh                                                 | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |    558744 | PA      | $598593.37    | 0.07%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    901320 | PA      | $1068379.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $26043.14     | 0.00%             |  |  |  | No            |                  2 | 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        |   1175764 | PA      | $1058216.64   | 0.13%             | 2027-10-29      | Variable      | 7.02%                 | 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        |    495518 | PA      | $203412.45    | 0.03%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| Level 3 Financing, Inc.                                    | Level 3 Financing, Inc.                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1386942.90   | 0.17%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  27160000 | PA      | $-34014.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    330000 | PA      | $379418.93    | 0.05%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                              | Granite Ridge Resources, Inc.                                             | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |    552000 | PA      | $544907.37    | 0.07%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $16913.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                             | Figeac Aero SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    320000 | PA      | $377415.44    | 0.05%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        52 | NC      | $35904.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1658000 | PA      | $-35020.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                | Virgin Media Vendor Financing Notes III DAC                               | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    921000 | PA      | $1257976.01   | 0.16%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO IX DAC                                     | Bridgepoint CLO IX DAC, Series 9X, Class A                                | CUSIP: N/A<br>LEI: 635400KHJOULRBQMED20       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4421654.83   | 0.55%             | 2039-10-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                              | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    445000 | PA      | $494289.94    | 0.06%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                          | INEOS Finance plc                                                         | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |  -1200000 | PA      | $-1005064.82  | -0.13%            | 2029-04-15      | 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      | $-1484994.33  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   2073500 | PA      | $2466179.75   | 0.31%             | 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      | $26823.75     | 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      | $2024529.07   | 0.25%             | 2037-10-15      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                            | Cable One, Inc.                                                           | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2947500.00   | 0.37%             | 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      | $178507.88    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | 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      | $2253501.40   | 0.28%             | 2027-10-14      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Paramount Skydance Corp., Class B                                         | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |     23908 | NS      | $-25342.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    200000 | PA      | $-2921.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                      | JetBlue Airways Corp.                                                     | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Short            | DBT              | CORP              | US        |  -1200000 | PA      | $-1205240.40  | -0.15%            | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    359500 | PA      | $359500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3905820.00   | 0.49%             | 2030-03-09      | Variable      | 9.25%                 | 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      | $8082467.25   | 1.01%             | 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      | $506.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                            | Open Text Corp.                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4130105.88   | 0.52%             | 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      | $5729.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                     | XHR LP                                                                    | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15772.67     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                    | Howden UK Refinance plc, Series FEB.                                      | CUSIP: 44287DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4075748.00   | 0.51%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                        | Iron Mountain, Inc.                                                       | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568835.00   | 0.32%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 00PCBZN45<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $18312.49     | 0.00%             |  |  |  | No            |                  2 | 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      | $1115287.22   | 0.14%             | 2037-07-15      | Floating      | 3.43%                 | 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      | $16.84        | 0.00%             | 2029-02-06      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5599 | NS      | $627.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                               | Zoetis, Inc.                                                              | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2556250.00   | 0.32%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                   | Algoma Steel Group, Inc.                                                  | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     15539 | NS      | $64953.02     | 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      | $1579923.88   | 0.20%             | 2029-03-15      | Fixed         | 9.50%                 | 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      | $-475.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    456000 | PA      | $555151.86    | 0.07%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                       | Ashton Woods USA LLC                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23944.69     | 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      | $649663.70    | 0.08%             | 2029-07-01      | Floating      | 5.77%                 | 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      | $-4182.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                              | Transocean International Ltd.                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     78000 | PA      | $79471.86     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                 | Cloud Software Group, Inc.                                                | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Short            | DBT              | CORP              | US        |  -1550000 | PA      | $-1485809.08  | -0.19%            | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-45552.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   2101460 | PA      | $2490965.61   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       142 | NC      | $84328.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |   2072062 | PA      | $2072062.50   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                          | Rain Carbon, Inc., 1st Lien Term Loan                                     | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1180312.26   | 0.15%             | 2028-10-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                 | GENMAB A/S                                                                | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $2050075.78   | 0.26%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                    | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2601389 | PA      | $3179917.45   | 0.40%             | 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      | $10792387.50  | 1.35%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                        | Flourishing Trade & Investment Ltd.                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |   8251710 | PA      | $8581778.40   | 1.07%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | 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      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | DBT              | CORP              | JP        |  -2000000 | PA      | $-1862821.58  | -0.23%            | 2065-10-29      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                             | Var Energi ASA                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    673000 | PA      | $877442.69    | 0.11%             | 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      | $-9283.52     | -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      | $1659099.57   | 0.21%             | 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      | $-47844.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                           | Flagstar Bank NA                                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     21679 | NS      | $286596.38    | 0.04%             |  |  |  | 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      | $-30567.92    | -0.00%            |  |  |  | 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        |   5400257 | PA      | $1890090.08   | 0.24%             | 2028-04-27      | Variable      | 8.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $34716.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1936823 | PA      | $-9190.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                     | Mineral Resources Ltd.                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18659.46     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                   | Azule Energy Finance plc                                                  | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $909763.40    | 0.11%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                   | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1063191.62   | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    560000 | PA      | $3922.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                       | ADLER Financing SARL                                                      | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |   3196001 | PA      | $4195280.57   | 0.52%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                           | Virgin Media Secured Finance plc                                          | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $372658.09    | 0.05%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                 | Ball Corp.                                                                | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    875000 | PA      | $1059685.83   | 0.13%             | 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      | $61004.96     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-13390.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     38747 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMC Networks, Inc.                                         | AMC Networks, Inc.                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $167772.17    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                     | Boots Group Bidco Ltd. (The), 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1159420 | PA      | $1594646.93   | 0.20%             | 2032-08-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                   | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    599000 | PA      | $707613.09    | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                 | Janus Detroit Street Trust                                                | CUSIP: 47103U753<br>LEI: 5493003MM7OCK5UJW595 | Short            |  | RF                | US        |    -20000 | NS      | $-956800.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC                                          | Weekley Homes LLC                                                         | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146785.31    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  13890000 | PA      | $28685.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CVB Financial Corp.                                                       | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -839 | NS      | $-125.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $-5263.21     | -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      | $2250.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                        | Rakuten Group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |   1274000 | PA      | $1483873.52   | 0.19%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-13554.57    | -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      | $758985.53    | 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      | $2525408.55   | 0.32%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $-39005.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                                             | ADLER Group SA                                                            | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |    983215 | NS      | $11.65        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atlas CC Acquisition Corp.                                 | Atlas CC Acquisition Corp., 1st Lien Term Loan B                          | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    818307 | PA      | $167384.69    | 0.02%             | 2029-05-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                   | Palomino Funding Trust I                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10850000 | PA      | $11473174.20  | 1.43%             | 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      | $98170.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                 | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    209000 | PA      | $234454.25    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                          | Australian Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      8529 | OU      | $5939.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                            | First Citizens BancShares, Inc., Class A                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        80 | NS      | $165565.60    | 0.02%             |  |  |  | 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      | $2205873.37   | 0.28%             | 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      | $7922063.33   | 0.99%             | 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        |    660000 | PA      | $606119.00    | 0.08%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                             | Park Intermediate Holdings LLC                                            | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103695.32    | 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      | $384104.22    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Veritas Newco                                              | Veritas Newco, Series G-1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11940 | NS      | $280600.11    | 0.04%             |  |  |  | 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      | $354800.00    | 0.04%             | 2029-04-27      | Variable      | 11.85%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  24314000 | PA      | $6285.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                              | Fnac Darty SA                                                             | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Short            | DBT              | CORP              | FR        |  -2000000 | PA      | $-2451302.12  | -0.31%            | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | 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      | $2020048.31   | 0.25%             | 2038-10-20      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                        | Herc Holdings, Inc.                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1807347.49   | 0.23%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                                  | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |   1306000 | PA      | $1792893.91   | 0.22%             | 2174-03-29      | Variable      | 6.50%                 | 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      | $22949.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $10449.76     | 0.00%             |  |  |  | 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      | $115712.14    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kleopatra Finco Sarl                                       | Kleopatra Finco Sarl                                                      | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |   1443799 | PA      | $1712148.19   | 0.21%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     80000 | PA      | $-52.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                 | Coty, Inc.                                                                | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3036549.75   | 0.38%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       750 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                            | Ocado Group plc                                                           | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    103000 | PA      | $144103.05    | 0.02%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | U.S. Treasury 5-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       250 | NC      | $-105965.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-39010.13    | -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      | $228202.17    | 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      | $104086.31    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        | -13890000 | PA      | $-10553.79    | -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      | $177725.54    | 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        |    900000 | PA      | $901186.20    | 0.11%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1082000 | PA      | $-3052.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    637771 | PA      | $755982.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1300000 | PA      | $-9843.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                               | Sabre Financial Borrower LLC                                              | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5056800.00   | 0.63%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                       | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    550000 | PA      | $651654.71    | 0.08%             | 2031-01-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    695000 | PA      | $1102.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                   | William Carter Co. (The)                                                  | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3101431.71   | 0.39%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CBOE Volatility Index                                                     | CUSIP: 00CC0K7R1<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $32416.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                         | Pinewood Finco plc                                                        | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    839000 | PA      | $1162059.25   | 0.14%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                           | Gray Media, Inc.                                                          | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1074961.65   | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-17126.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     36000 | PA      | $48870.00     | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    612000 | PA      | $612000.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                | Allied Universal Holdco LLC                                               | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1378097.04   | 0.17%             | 2030-06-15      | Fixed         | 6.88%                 | 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        |    981000 | PA      | $1152823.55   | 0.14%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                 | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -2940000 | PA      | $-2587200.00  | -0.32%            | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                 | California Resources Corp.                                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       590 | NS      | $31565.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1060000 | PA      | $35368.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                          | Seashell Bidco SL, Facility 1st Lien Term Loan B                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    221175 | PA      | $262169.79    | 0.03%             | 2029-10-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1000000 | PA      | $-9376.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                               | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     93200 | PA      | $110198.18    | 0.01%             | 2026-07-30      | None          | 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        |   1000000 | PA      | $1190873.73   | 0.15%             | 2029-02-26      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $27964.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-210483.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                         | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    423000 | PA      | $526161.42    | 0.07%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                               | Oracle Corp.                                                              | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |  -3000000 | PA      | $-2904366.21  | -0.36%            | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                     | Neptune Bidco US, Inc.                                                    | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2310313.50   | 0.29%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                   | Paramount Skydance Corp., Class B                                         | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      8792 | NS      | $98558.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Berlin                                             | Traviata III SARL, 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3240425 | PA      | $3677793.58   | 0.46%             | 2033-01-22      | Variable      | 9.97%                 | No            |                  3 | On Loan: No      |
| HawkEye 360, Inc.                                          | HawkEye 360, Inc., Series D1                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     34579 | NS      | $734457.96    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| xAI Corp.                                                  | xAI Corp., 1st Lien Term Loan                                             | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2985000 | PA      | $3228784.95   | 0.40%             | 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        |    271000 | PA      | $275658.49    | 0.03%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    482000 | PA      | $515069.89    | 0.06%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                             | Univision Communications, Inc.                                            | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547995.50   | 0.19%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2340000 | PA      | $97706.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp.                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5481100.00   | 0.68%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC             | Virgin Media O2 Vendor Financing Notes VII DAC                            | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |    614000 | PA      | $724794.68    | 0.09%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                           | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    733232 | PA      | $842367.32    | 0.11%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                           | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    424000 | PA      | $507234.55    | 0.06%             | 2032-10-15      | Floating      | 5.10%                 | 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        |   1866526 | PA      | $2673525.56   | 0.33%             | 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      | $2642945.50   | 0.33%             | 2039-04-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                           | Singapore Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |         0 | OU      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    119250 | PA      | $119250.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   1524812 | PA      | $1524812.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                              | Tenneco, Inc.                                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502975.50    | 0.06%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    258064 | PA      | $258063.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-28673.12    | -0.00%            |  |  |  | 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      | $1799850.48   | 0.22%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1019076 | PA      | $1019076.00   | 0.13%             |  |  |  | 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        |    565396 | PA      | $117704.07    | 0.01%             | 2030-01-24      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                               | McAfee Corp., 1st Lien Term Loan B1                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7450000 | PA      | $6574625.00   | 0.82%             | 2029-03-01      | Variable      | 6.67%                 | 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      | $560697.60    | 0.07%             | 2028-07-10      | Variable      | 10.72%                | No            |                  3 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                       | Fomento Economico Mexicano SAB de CV                                      | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |   2200000 | PA      | $2606970.80   | 0.33%             | 2026-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       142 | NC      | $20535.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                 | Amneal Pharmaceuticals LLC                                                | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2105938.00   | 0.26%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |    430000 | NS      | $554700.00    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Fibercop SpA                                               | Fibercop SpA, Series 2034                                                 | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    206000 | PA      | $200044.99    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    626000 | PA      | $682254.58    | 0.09%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                          | Intrum Investments & Financing AB                                         | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    247004 | PA      | $257609.90    | 0.03%             | 2029-09-11      | Fixed         | 8.50%                 | 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      | $186842.52    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                 | RRE 18 Loan Management DAC, Series 18X, Class A1                          | CUSIP: N/A<br>LEI: 2549006A5T132SLF8U37       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2373155.81   | 0.30%             | 2039-04-15      | Floating      | 3.49%                 | No            |                  2 | 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        |   1300000 | PA      | $-21569.19    | -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      | $1912809.49   | 0.24%             | 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        |    993000 | PA      | $1222483.86   | 0.15%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $257544.50    | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                           | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    257000 | PA      | $206242.50    | 0.03%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                  | Starz Entertainment Corp.                                                 | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      3902 | NS      | $38980.98     | 0.00%             |  |  |  | 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        |   5719713 | PA      | $5253956.81   | 0.66%             | 2028-08-18      | Variable      | 9.18%                 | 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      | $3517842.31   | 0.44%             | 2039-04-16      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                           | Gray Media, Inc.                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1933407.00   | 0.24%             | 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      | $51537.23     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                           | PRA Group Europe Holding II SARL                                          | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |   1164000 | PA      | $1338523.31   | 0.17%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    916000 | PA      | $1093553.31   | 0.14%             | 2030-07-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Eagle Bancorp, Inc.                                                       | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |       759 | NS      | $3650.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                | Block, Inc.                                                               | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053529.00   | 0.38%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PC5YGH4<br>LEI: N/A                  | N/A              | DE               |  | US        |     -3000 | NC      | $-11572.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp.                                                            | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3307648.50   | 0.41%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                          | Ziggo Bond Co. BV                                                         | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |    261000 | PA      | $289376.60    | 0.04%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -104 | NC      | $-161245.53   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                      | Walt Disney Co. (The)                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       356 | NS      | $40156.80     | 0.01%             |  |  |  | No            |                  1 | 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      | $2001273.33   | 0.25%             | 2031-10-16      | Variable      | 4.74%                 | 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      | $-14499.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc., Class A                                                  | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |      2794 | NS      | $260372.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                    | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   1442000 | PA      | $1442000.00   | 0.18%             |  |  |  | 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      | $-21002.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-75655.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       211 | NC      | $67395.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                           | CIFC European Funding CLO II DAC, Series 2X, Class AR                     | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |   8340000 | PA      | $9927446.21   | 1.24%             | 2039-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    500000 | PA      | $-992.71      | -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        |     -5309 | NS      | $318.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                        | American Axle & Manufacturing, Inc.                                       | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510147.50    | 0.06%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Travelport Technology Ltd.                                 | Travelport Technology Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        70 | NS      | $167405.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3207 | NS      | $66384.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc.                                                          | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1263730 | PA      | $1055214.55   | 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      | $106688.75    | 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      | $1339318.08   | 0.17%             | 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      | $1953779.52   | 0.24%             | 2027-12-31      | Variable      | 5.00%                 | 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      | $75640.37     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | 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      | $698763.83    | 0.09%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $4505.40      | 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      | $1296490.56   | 0.16%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                  | La Financiere Atalian SAS                                                 | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   2889970 | PA      | $575522.05    | 0.07%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                | Ithaca Energy North Sea plc                                               | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $833846.40    | 0.10%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-19734.30    | -0.00%            |  |  |  | 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        |    158400 | PA      | $158301.79    | 0.02%             | 2031-02-17      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                          | Alstria Office AG                                                         | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $731280.35    | 0.09%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                            | Fedex Freight Holding Co., Inc.                                           | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4997277.45   | 0.62%             | 2031-03-15      | Fixed         | 4.65%                 | 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      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    327600 | PA      | $-2996.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                        | First Horizon Corp.                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1645 | NS      | $40286.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                        | Sirius XM Radio LLC                                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-612962.42   | -0.08%            | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1300000 | PA      | $-29624.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |   2940000 | PA      | $2940000.00   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Synthomer plc                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    225140 | NS      | $-30545.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $26159.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 E-Mini Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-3853.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1083000 | PA      | $1302514.83   | 0.16%             | 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      | $16274.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                    | Albion Financing 3 SARL, 1st Lien Term Loan                               | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2000000 | PA      | $2378120.29   | 0.30%             | 2031-05-21      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arini European CLO VII DAC                                 | Arini European CLO VII DAC, Series 7X, Class A                            | CUSIP: N/A<br>LEI: 635400HLOZDFMPWGCW53       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4410694.13   | 0.55%             | 2039-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                         | Palladyne AI Corp.                                                        | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $5581.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $716859.94    | 0.09%             | 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        |   -550000 | PA      | $-544236.22   | -0.07%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                 | Vonovia SE, Series B                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1035247.03   | 0.13%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                          | Ziggo Bond Co. BV                                                         | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |    293000 | PA      | $307434.38    | 0.04%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                          | Alstria Office AG                                                         | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $709931.24    | 0.09%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC             | Virgin Media O2 Vendor Financing Notes VII DAC                            | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |    351000 | PA      | $475462.52    | 0.06%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                         | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    678000 | PA      | $809691.15    | 0.10%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                         | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1286 | NS      | $9915.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Securities International, Inc.                      | Nomura Securities International, Inc.                                     | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |    991562 | PA      | $991562.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PC5YGL5<br>LEI: N/A                  | N/A              | DE               |  | US        |      3000 | NC      | $42695.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                              | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |   1328000 | PA      | $1550325.12   | 0.19%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    810000 | PA      | $-33098.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: 00PC1G6W5<br>LEI: N/A                  | N/A              | DE               |  | US        |       200 | NC      | $40288.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208440.59    | 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      | $8422.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                       | Flutter Treasury DAC                                                      | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3608307.50   | 0.45%             | 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        |    940518 | PA      | $794737.85    | 0.10%             | 2028-04-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                       | Beignet Investor LLC                                                      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16818000 | PA      | $17511183.64  | 2.18%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1661000 | PA      | $117413.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    624000 | PA      | $25.79        | 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        |    314960 | PA      | $311022.95    | 0.04%             | 2030-04-26      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                     | Mauser Packaging Solutions Holding Co.                                    | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29543.75     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | 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      | $1346181.45   | 0.17%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                    | Molina Healthcare, Inc.                                                   | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3177028.80   | 0.40%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                              | RCI Banque SA                                                             | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $243092.05    | 0.03%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6807586.05   | 0.85%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    680000 | PA      | $-5212.75     | -0.00%            |  |  |  | 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        |   1556201 | PA      | $313589.24    | 0.04%             | 2026-02-09      | Variable      | 6.81%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    878000 | PA      | $82508.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       175 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                          | Intrum Investments & Financing AB                                         | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    985668 | PA      | $1182711.70   | 0.15%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                      | Albertsons Cos., Inc.                                                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1396466.01   | 0.17%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $6966.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    600000 | PA      | $-35096.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                           | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    186000 | PA      | $151809.48    | 0.02%             | 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      | $-319.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $2289.84      | 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      | $3287447.19   | 0.41%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1661000 | PA      | $-19663.00    | -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        |    300000 | PA      | $397605.78    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CSG NV                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     52497 | NS      | $352346.25    | 0.04%             |  |  |  | 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      | $1854783.23   | 0.23%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                | NN Group NV                                                               | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1124180.13   | 0.14%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                    | Level 3 Financing, Inc.                                                   | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    871000 | PA      | $891672.10    | 0.11%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -1500000 | PA      | $-1346081.04  | -0.17%            | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4500000 | PA      | $-49863.77    | -0.01%            |  |  |  | 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      | $1302297.56   | 0.16%             | 2174-10-07      | 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      | $3010533.00   | 0.38%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                      | Sonder Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1623770 | PA      | $0.16         | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1342500 | PA      | $1342500.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                            | ConnectWise LLC, 1st Lien Term Loan                                       | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176222 | PA      | $169466.96    | 0.02%             | 2028-09-29      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                | Cedacri SpA                                                               | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    401000 | PA      | $475449.08    | 0.06%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |      4526 | NS      | $-4842.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1657000 | PA      | $-63811.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                        | Sunrise FinCo. I BV                                                       | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |    810000 | PA      | $971328.17    | 0.12%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                   | Itelyum Regeneration Spa                                                  | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    409000 | PA      | $491911.81    | 0.06%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                | Clariane SE                                                               | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    910000 | PA      | $623419.92    | 0.08%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                            | Ardagh Group SA                                                           | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    312654 | PA      | $337846.10    | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | 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      | $2955.64      | 0.00%             | 2026-05-19      | 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      | $-7890.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                        | Citycon Treasury BV                                                       | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    700000 | PA      | $790914.52    | 0.10%             | 2031-07-08      | Fixed         | 5.38%                 | 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      | $-68488.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    491400 | PA      | $-3479.45     | -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        |   1708019 | PA      | $1936024.61   | 0.24%             | 2030-12-17      | Variable      | 4.66%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-61401.74    | -0.01%            |  |  |  | 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      | $-2203.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Topco Stapled                                          | New Topco Stapled                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59462 | NS      | $0.70         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Invesco QQQ Trust 1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -125 | NC      | $0.00         | 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      | $-26665.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-37185.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $6792.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                            | 1261229 BC Ltd.                                                           | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1282821.24   | 0.16%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1650000 | PA      | $9594.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |    664150 | PA      | $664150.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                              | Veritas Newco                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17298 | NS      | $371903.56    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| FreeWire Technologies, Inc.                                | 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      | $5.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -175 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | 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      | $2831645.19   | 0.35%             | 2031-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                             | EC Finance plc                                                            | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    279000 | PA      | $328125.65    | 0.04%             | 2026-10-15      | Fixed         | 3.25%                 | 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      | $1250.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                            | Rand Parent LLC                                                           | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2612526.45   | 0.33%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                   | WESCO Distribution, Inc.                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1265036.25   | 0.16%             | 2028-06-15      | Fixed         | 7.25%                 | 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      | $513330.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126701.14    | 0.02%             | 2028-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                    | Garfunkelux Holdco 3 SA                                                   | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |   1712629 | PA      | $1976683.09   | 0.25%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  14114000 | PA      | $261535.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $2218.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                   | Accell Group Holdings BV, 1st Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1250000 | PA      | $992730.63    | 0.12%             | 2032-06-01      | Variable      | 9.02%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | HomeToGo SE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |     71516 | NS      | $84.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp.                                       | Select Medical Corp.                                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35907.89     | 0.00%             | 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        |    691018 | PA      | $520790.06    | 0.06%             | 2028-01-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                               | MPT Operating Partnership LP                                              | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    402000 | PA      | $460672.12    | 0.06%             | 2026-10-15      | Fixed         | 0.99%                 | 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      | $478793.17    | 0.06%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                         | eircom Finance DAC                                                        | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |   1576000 | PA      | $1900664.49   | 0.24%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                          | INEOS Finance plc                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    992000 | PA      | $983067.33    | 0.12%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                             | ZF North America Capital, Inc.                                            | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154874.25    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                            | Transocean Titan Financing Ltd.                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     62333 | PA      | $63586.74     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Newell Brands, Inc.                                                       | CUSIP: 00CC330A0<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $11250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France Lux 3                                        | Altice France Lux 3                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     32758 | NS      | $616537.90    | 0.08%             |  |  |  | No            |                  2 | 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        |   1825000 | PA      | $2502457.98   | 0.31%             | 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      | $-709.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                  | MKS, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1491126.92   | 0.19%             | 2034-02-15      | Fixed         | 4.25%                 | 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      | $12059.53     | 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      |
| WOM Mobile SA                                              | WOM Mobile SA                                                             | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      9922 | PA      | $9931.92      | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3500000 | PA      | $14976.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -284 | NC      | $-76248.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                                           | NCR Atleos Corp.                                                          | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7234083.00   | 0.90%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-28102.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                   | AthenaHealth Group, Inc.                                                  | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1212305.00   | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | 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      | $-12319.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Euro-OAT                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -25 | NC      | $-27857.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Irca SpA                                                   | Irca SpA                                                                  | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    531000 | PA      | $630732.23    | 0.08%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                    | Aroundtown Finance Sarl                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1325000 | PA      | $1532124.34   | 0.19%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                         | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    630000 | PA      | $783644.66    | 0.10%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    498000 | PA      | $31052.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                             | Olympus Water US Holding Corp.                                            | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-597665.06   | -0.07%            | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                           | Gruenenthal GmbH                                                          | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    766000 | PA      | $918693.27    | 0.11%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | EURO                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |   5008510 | OU      | $5936837.34   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                             | Pound Sterling                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    114893 | OU      | $157214.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Acquisition Co. plc                                 | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    595000 | PA      | $744069.88    | 0.09%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      -211 | NC      | $-33382.12    | -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        |     76516 | PA      | $75654.80     | 0.01%             | 2030-03-11      | Variable      | 11.29%                | 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      | $3074995.61   | 0.38%             | 2038-02-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Palladyne AI Corp.                                                        | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |     20304 | NS      | $2274.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                         | Genius Sports Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     11708 | NS      | $101859.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $31172.39     | 0.00%             |  |  |  | No            |                  2 | 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      | $2096782.21   | 0.26%             | 2030-11-04      | Variable      | 6.55%                 | 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      | $1195484.03   | 0.15%             | 2029-04-03      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                | First Quantum Minerals Ltd.                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2647000 | PA      | $2776041.25   | 0.35%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                           | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    289000 | PA      | $349894.92    | 0.04%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Project Montage                                            | Project Montage, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    349014 | PA      | $334634.84    | 0.04%             | 2029-02-16      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| N/A                                                        | Sabre Corp.                                                               | CUSIP: 00CC4UCJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |      1250 | NC      | $18750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fedrigoni SpA                                              | Fedrigoni SpA                                                             | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $693332.05    | 0.09%             | 2030-01-15      | Floating      | 6.02%                 | 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      | $5945715.60   | 0.74%             | 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      | $1223925.17   | 0.15%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                   | EquipmentShare.com, Inc.                                                  | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4180180.00   | 0.52%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                       | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026305.32   | 0.38%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                              | SM Energy Co.                                                             | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98901.05     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | Goldman Sachs & Co. LLC                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |    335991 | PA      | $335991.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                              | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    383000 | PA      | $442369.76    | 0.06%             | 2030-02-01      | Floating      | 6.05%                 | 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      | $80923.07     | 0.01%             | 2030-03-11      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    510000 | PA      | $-50064.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                    | Italmatch Chemicals SpA                                                   | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |    165000 | PA      | $196149.94    | 0.02%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    181760 | PA      | $23717.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                | Euronext NV                                                               | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $459518.57    | 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      | $16395225.00  | 2.05%             | 2030-04-15      | Fixed         | 6.00%                 | 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      | $-328514.53   | -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      | $-132971.88   | -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      | $0.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments Sarl                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   1458000 | PA      | $1702517.17   | 0.21%             | 2030-06-08      | Fixed         | 5.62%                 | 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      | $663061.76    | 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      | $-917867.71   | -0.11%            | 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      | $2415211.78   | 0.30%             | 2039-04-25      | Floating      | 3.23%                 | 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      | $3660860.31   | 0.46%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Praxair, Inc.                                                             | CUSIP: 00PBSDLP3<br>LEI: N/A                  | N/A              | DE               |  | US        |        13 | NC      | $55360.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                      | OneMain Finance Corp.                                                     | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |  -1400000 | PA      | $-1407173.60  | -0.18%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                             | Community Health Systems, Inc.                                            | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1720261.95   | 0.21%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-4641.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11148 | NS      | $6911.76      | 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        |     45934 | PA      | $40927.21     | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $7433.54      | 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        |   1152000 | PA      | $1380031.88   | 0.17%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    650000 | PA      | $-8197.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    728163 | PA      | $-2845.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -24314000 | PA      | $-8045.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Praxair, Inc.                                                             | CUSIP: 00PBSDKZ2<br>LEI: N/A                  | N/A              | DE               |  | US        |       -13 | NC      | $-25117.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                         | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Short            | DBT              | CORP              | ES        |  -2000000 | PA      | $-2151556.00  | -0.27%            | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    448000 | PA      | $538435.67    | 0.07%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                              | SM Energy Co.                                                             | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19037.27     | 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        |   1444000 | PA      | $1786529.89   | 0.22%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5873 | PA      | $5777.80      | 0.00%             | 2026-04-16      | Variable      | 4.67%                 | No            |                  3 | On Loan: No      |
| SM Energy Co.                                              | SM Energy Co.                                                             | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79255.95     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | NASDAQ 100 E-Mini Index                                                   | CUSIP: 00CC43R44<br>LEI: N/A                  | N/A              | DE               |  | US        |         3 | NC      | $122459.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Preferred & Income Securities ETF                                 | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |    -48500 | NS      | $6305.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                        | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    919000 | PA      | $1108120.25   | 0.14%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer