# EDGAR Filing Document

**Accession Number:** 0001989582
**File Stem:** 0000940400-26-008879
**Filing Date:** 2026-2
**Character Count:** 166561
**Document Hash:** a2d0c7e5f60066941a2c40a975d9960e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008879.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008879

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23894
- **FILM NUMBER:** 26698244

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEWARK

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $147319335.49

**Total Liabilities:** $36096057.94

**Net Assets:** $111223277.55

**Delayed Delivery Securities:** $853629.22

**Cash Not Reported:** $1764124.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 115.57452000 | **1-Year:** 2162.25547000 | **5-Year:** 9452.62544000 | **10-Year:** 4522.90253000 | **30-Year:** 69.07335000

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

- **3-Month:** 213.02182000 | **1-Year:** 8308.92064000 | **5-Year:** 8818.37114000 | **10-Year:** 1029.30624000 | **30-Year:** 42.37471000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.34%                | 0.47%                | 0.71%                |
| Class ID C000000001 | 0.32%                | 0.45%                | 0.72%                |
| Class ID C000000002 | 0.40%                | 0.57%                | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $218005.57               | $-924361.44                                |
| Month 2  | $119289.74               | $-221935.02                                |
| Month 3  | $173289.38               | $246449.88                                 |

**Designated Index Information**

- **Index Name:** PGIM Credit Income Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                           | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                        | CDS SOFTBANK GROUP CORP                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-286.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       177 | NC      | $22994.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    550000 | PA      | $594035.09    | 0.53%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | LD CELULOSE INTL                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -184250 | PA      | $-184250.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $267750.00    | 0.24%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $323971.99    | 0.29%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                       | RHP Hotel Properties LP / RHP Finance Corp                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $197119.26    | 0.18%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    260000 | PA      | $280397.00    | 0.25%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INDY US HOLDCO LLC                             | INDY US HOLDCO LLC                                                    | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205785 | PA      | $205828.29    | 0.19%             | 2030-10-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                       | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251234.13    | 0.23%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2022-LBA6                                                    | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749073.38    | 0.67%             | 2039-01-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | CAESARS ENTERTAIN INC                                                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    195508 | PA      | $193552.50    | 0.17%             | 2031-02-06      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -12 | NC      | $-2868.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | MEXICO CITY                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -222000 | PA      | $-222000.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -214375 | PA      | $-214375.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                             | Hayfin Emerald CLO V DAC                                              | CUSIP: 000000000<br>LEI: 549300FO5F55WI5RCR50 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176881.71   | 1.06%             | 2037-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                            | RECESS HOLDINGS INC                                                   | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247257 | PA      | $248609.67    | 0.22%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                            | NOURISH BUYER I INC                                                   | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    275000 | PA      | $276204.50    | 0.25%             | 2032-12-13      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2025-800D                           | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $205274.04    | 0.18%             | 2041-11-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                             | Expand Energy Corp                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839653.79    | 0.75%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | HILCORP ENERGY I HILCORP FIN C                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |  -1012781 | PA      | $-1012781.25  | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199722.25    | 0.18%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                 | WHARF Commercial Mortgage Trust 2025-DC                               | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021857.20   | 0.92%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | CDS REPUBLIC OF ARGENTINA                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-83.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC               | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68918 | PA      | $67884.23     | 0.06%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AMG NV                                         | AMG Advanced Metallurgical Group NV                                   | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | LON              | CORP              | NL        |    246164 | PA      | $246060.27    | 0.22%             | 2028-11-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                               | BMC SOFTWARE INC                                                      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    369087 | PA      | $367835.67    | 0.33%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2025-DIME                                                    | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995628.70    | 0.90%             | 2035-02-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| APTIVE ENVIRONMENTAL LLC                       | APTIVE ENVIRONMENTAL LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583214 | PA      | $579306.17    | 0.52%             | 2032-10-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ferrellgas Partners LP                         | Ferrellgas Partners LP                                                | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |      1029 | NS      | $175166.16    | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                         | SAVAGE ENTERPRISES LLC                                                | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    374062 | PA      | $375465.23    | 0.34%             | 2032-08-05      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE OPERATING INC              | ENVISION HEALTHCARE OPERATING INC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319492 | PA      | $320210.39    | 0.29%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                 | PMT Credit Risk Transfer Trust 2024-2R                                | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1712900 | PA      | $1729462.96   | 1.55%             | 2027-03-29      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                              | CLARIOS GLOBAL LP                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    423938 | PA      | $425527.27    | 0.38%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CDS CDX.NA.HY.43.V1                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2038.43      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                    | VIRGIN MEDIA SEC FIN PLC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -668281 | PA      | $-900809.71   | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| MIP V WASTE LLC                                | MIP V WASTE LLC                                                       | CUSIP: 55316XAE0<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |     74812 | PA      | $75186.56     | 0.07%             | 2032-08-20      | Floating      | 6.48%                 | No            |                  3 | On Loan: No      |
| BX Trust                                       | BX Trust 2025-TAIL                                                    | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $939367.66    | 0.84%             | 2035-06-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                 | QUALITYTECH LP                                                        | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    397000 | PA      | $397250.11    | 0.36%             | 2031-11-04      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                            | TREASURE HOLDCO INC                                                   | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    270516 | PA      | $268262.17    | 0.24%             | 2031-11-04      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    104000 | PA      | $118563.95    | 0.11%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                     | Affirm Asset Securitization Trust 2024-A                              | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $852378.22    | 0.77%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | LEVEL 3 FINANCING INC                                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    275000 | PA      | $275618.75    | 0.25%             | 2032-03-29      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                        | CPPIB OVM MEMBER US LLC                                               | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148126 | PA      | $148959.63    | 0.13%             | 2031-08-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                       | GRAFTECH GLOBAL ENTERPRI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254545 | PA      | $258256.72    | 0.23%             | 2029-12-21      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT, INC                    | FERTITTA ENTERTAINMENT                                                | CUSIP: 000000000<br>LEI: 549300CIPGX0JQBKSF94 | Short            | RA               | CORP              | US        |   -227219 | PA      | $-227218.75   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -266906 | PA      | $-266906.25   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                        | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $424158.50    | 0.38%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2021-FCMT                       | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1297820.94   | 1.17%             | 2031-05-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                       | Bellis Acquisition Co PLC                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    296000 | PA      | $337858.25    | 0.30%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055879.95   | 0.95%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22215.56     | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                          | CLUBCORP HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587303 | PA      | $578493.33    | 0.52%             | 2032-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CROSBY US ACQUISITION CORP                     | CROSBY US ACQUISITION CORP                                            | CUSIP: 22739PAP1<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |    294022 | PA      | $295125.08    | 0.27%             | 2029-08-16      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -261594 | PA      | $-261593.75   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | CDS PETROLEOS MEXICANOS                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6648.60      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BROWN GROUP HOLDING LLC                        | BROWN GROUP HOLDING LLC                                               | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     98728 | PA      | $99177.06     | 0.09%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $163617.64    | 0.15%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                             | UPSTREAM NEWCO INC                                                    | CUSIP: 91678HAJ1<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    496114 | PA      | $440579.01    | 0.40%             | 2029-11-20      | Floating      | 8.25%                 | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                       | FOCUS FINANCIAL PARTNERS LLC                                          | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    346502 | PA      | $346994.23    | 0.31%             | 2031-09-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-TY                                                     | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998784.70    | 0.90%             | 2038-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                       | HUDSON RIVER TRADING LLC                                              | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    640537 | PA      | $642894.65    | 0.58%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                         | LUMEN TECHNOLOGIES INC                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    272903 | PA      | $271197.12    | 0.24%             | 2029-04-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2025-SPOT                                | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453321 | PA      | $455586.48    | 0.41%             | 2040-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | MGM RESORTS INTL                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -907031 | PA      | $-907031.25   | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                       | GRAFTECH GLOBAL ENTERPRI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145455 | PA      | $147575.28    | 0.13%             | 2029-12-21      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $824.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEON MAPLE US DEBT MERGE                       | NEON MAPLE US DEBT MERGE                                              | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    187905 | PA      | $187963.15    | 0.17%             | 2031-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -183750 | PA      | $-183750.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                      | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $915000.00    | 0.82%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                       | TK ELEVATOR US NEWCO INC                                              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    315598 | PA      | $317387.02    | 0.29%             | 2030-04-30      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | ACRISURE LLC                                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    270162 | PA      | $269657.06    | 0.24%             | 2030-11-06      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| AEGION CORP                                    | AEGION CORP                                                           | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    245031 | PA      | $245950.08    | 0.22%             | 2028-05-17      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                         | BRADYPLUS HOLDINGS LLC                                                | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     75000 | PA      | $74124.75     | 0.07%             | 2032-12-29      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP.                                   | VISTRA CORP                                                           | CUSIP: 000000000<br>LEI: 549300KP43CPCUJOOG15 | Short            | RA               | CORP              | US        |  -2072875 | PA      | $-2072875.00  | -1.86%            |  |  |  | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners BSL                  | Z Capital Credit Partners BSL CLO 2024-1 Ltd                          | CUSIP: 98877JAG7<br>LEI: 254900DSGRS62ZX4HI79 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509978.15   | 1.36%             | 2036-04-16      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                  | EchoStar Corp                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276126.17    | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | ULTRA U.S. TREASURY BOND                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-98.34       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP                              | EMRLD BORROWER LP                                                     | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    221510 | PA      | $221836.09    | 0.20%             | 2031-08-04      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                        | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $77375.00     | 0.07%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199886.55    | 0.18%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52078.11     | 0.05%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                       | MAVIS TIRE EXPRESS SERVICES TOPCO CORP                                | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    198003 | PA      | $198636.73    | 0.18%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -173250 | PA      | $-173250.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO NORTH AMERICA HOLD                       | INNIO NORTH AMERICA HOLDING INC                                       | CUSIP: 000000000<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |    122812 | PA      | $123293.93    | 0.11%             | 2028-11-06      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | TENNECO INC                                                           | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    250000 | PA      | $245402.50    | 0.22%             | 2028-11-17      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                       | WIN WASTE INNOVATIONS HO                                              | CUSIP: 000000000<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    233826 | PA      | $234605.10    | 0.21%             | 2028-03-27      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp                     | PING IDENTITY H 10/29/32                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250312.50    | 0.23%             | 2032-11-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-160876.27   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                        | Monitchem HoldCo 3 SA                                                 | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |   1445000 | PA      | $1656830.69   | 1.49%             | 2028-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    600000 | PA      | $710408.40    | 0.64%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2025-SPOT                                | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453321 | PA      | $454453.72    | 0.41%             | 2040-04-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                             | COVIA HOLDINGS LLC                                                    | CUSIP: 22305CAF6<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    223875 | PA      | $221916.09    | 0.20%             | 2032-02-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | PENN ENTERTAINMENT INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -180750 | PA      | $-180750.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                             | BMO 2024-5C5 Mortgage Trust                                           | CUSIP: 05593RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $297586.79    | 0.27%             | 2057-02-15      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                            | Silver Rock CLO III                                                   | CUSIP: 82811AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001034.10   | 0.90%             | 2036-01-20      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| FR BR HOLDINGS LLC                             | FR BR HOLDINGS LLC                                                    | CUSIP: 30260XAD1<br>LEI: 549300FJFG2CK1VX3Y85 | Long             | LON              | CORP              | US        |    174562 | PA      | $174998.91    | 0.16%             | 2030-10-07      | Floating      | 7.98%                 | No            |                  3 | On Loan: No      |
| HURRICANE CLEANCO LIMITED                      | HURRICANE CLEANCO LIMITED                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1341956 | PA      | $1901142.41   | 1.71%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $1080771.15   | 0.97%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | BBG HY CREDIT                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |       100 | NC      | $49342.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DS PARENT INC                                  | DS PARENT INC                                                         | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    147750 | PA      | $134895.75    | 0.12%             | 2031-01-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PA                       | ROCKPOINT GAS STORAGE PARTNERS LP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    303436 | PA      | $304573.47    | 0.27%             | 2031-09-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24125.08     | 0.02%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2024-V5 Mortgage Trust                                      | CUSIP: 08163XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $629636.80    | 0.57%             | 2057-01-10      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                       | SGH2 LLC                                                              | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $225562.50    | 0.20%             | 2032-08-18      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT                        | HERSCHEND ENTERTAINMENT CO LLC                                        | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    124375 | PA      | $125152.34    | 0.11%             | 2032-05-27      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                   | Huntington Bank Auto Credit-Linked Notes Series 2024-1                | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175873 | PA      | $180527.08    | 0.16%             | 2032-05-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                         | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    225000 | PA      | $230978.25    | 0.21%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                         | ARSENAL AIC PARENT LLC                                                | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154505 | PA      | $154697.73    | 0.14%             | 2030-08-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                    | RED SPV LLC                                                           | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348250 | PA      | $348103.74    | 0.31%             | 2032-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -12 | NC      | $-7142.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | CDS CDX.NA.HY.42.V1                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2853.93      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BELFOR HOLDINGS INC                            | BELFOR HOLDINGS INC                                                   | CUSIP: 07768YAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238285 | PA      | $239178.52    | 0.22%             | 2030-11-04      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| GATEGROUP US FINANCE INC                       | GATEGROUP US FINANCE INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373375 | PA      | $375241.88    | 0.34%             | 2032-06-10      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                   | COTIVITI INC                                                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    145154 | PA      | $139227.16    | 0.13%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                       | AMNEAL PHARMACEUTICALS LLC                                            | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    399000 | PA      | $401992.50    | 0.36%             | 2032-08-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     25000 | NS      | $25000.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Clavel Residential                             | Clavel Residential 4 DAC                                              | CUSIP: 000000000<br>LEI: 9845007E874EA66E5D44 | Long             | ABS-MBS          | CORP              | IE        |    400000 | PA      | $452468.45    | 0.41%             | 2066-10-28      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                 | SCOTTS MIRACLE GRO CO                                                 | CUSIP: 000000000<br>LEI: 2TH9E0JTOUXOEGI2R879 | Short            | RA               | CORP              | US        |   -199062 | PA      | $-199062.50   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                   | VS BUYER LLC                                                          | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    174562 | PA      | $174998.91    | 0.16%             | 2031-04-14      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                            | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288252.41    | 0.26%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HLDGS INC                             | CLUBCORP HLDGS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63997 | PA      | $63037.30     | 0.06%             | 2032-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, National Association          | GBP/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5455.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | NRG ENERGY INC                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1685250 | PA      | $-1685250.00  | -1.52%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $678832.42    | 0.61%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                          | ECL ENTERTAINMENT LLC                                                 | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    249375 | PA      | $248439.84    | 0.22%             | 2030-08-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                             | GRINDING MEDIA INC                                                    | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    296250 | PA      | $296250.00    | 0.27%             | 2028-10-12      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                    | CAESARS ENTERTAINMENT INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -915750 | PA      | $-915750.00   | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | CITIGROUP INC                                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | RA               | CORP              | US        |   -415362 | PA      | $-415362.50   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                            | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $425634.75    | 0.38%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | EG Global Finance PLC                                                 | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1376755.09   | 1.24%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                        | J&J VENTURES GAMING LLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $495625.00    | 0.45%             | 2030-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCR ATLEOS LLC                                 | NCR ATLEOS CORP                                                       | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    134400 | PA      | $134624.45    | 0.12%             | 2029-04-16      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CDS REPUBLIC OF ECUADOR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4999.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WEDGWOOD SPECIALTY PHARMA III                  | WEDGWOOD SPECIALTY PHARMA III                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142857 | PA      | $142142.85    | 0.13%             | 2032-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STAR LEASING CO LLC                            | Star Leasing Co LLC                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302718.20    | 0.27%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201554.24    | 0.18%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP INC                             | PRO MACH GROUP INC                                                    | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    300000 | PA      | $301806.00    | 0.27%             | 2032-10-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ACTION ENVIRONMENTAL GRO                       | ACTION ENVIRONMENTAL GRO                                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    238448 | PA      | $238598.70    | 0.21%             | 2030-10-24      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                        | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $209750.00    | 0.19%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                        | SUMMER BC HOLDCO B SARL                                               | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    174118 | PA      | $161712.45    | 0.15%             | 2029-02-21      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| PARFUMS DE MARLY                               | PARFUMS DE MARLY                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $932662.50    | 0.84%             | 2028-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $352375.00    | 0.32%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOODOO SAS                                     | VOODOO SAS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1160510.00   | 1.04%             | 2030-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                       | CDS REPUBLIC OF ARGENTINA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1199.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                        | GRANT THORNTON ADVISORS                                               | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    148132 | PA      | $148251.01    | 0.13%             | 2031-05-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | WYNN MACAU LTD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -363906 | PA      | $-363906.25   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                    | TruGreen LP                                                           | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    275060 | PA      | $268940.15    | 0.24%             | 2027-11-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CORONADO FIN PTY LTD                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -488125 | PA      | $-488125.00   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                 | Eskom Holdings                                                        | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    404000 | PA      | $433544.52    | 0.39%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                       | ENGINEERED MACHINERY HOL                                              | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     38318 | PA      | $38529.01     | 0.03%             | 2032-11-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP                         | TalkTalk Telecom Group Ltd                                            | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    425378 | PA      | $0.57         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                       | Jacobs Entertainment Inc                                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73442.91     | 0.07%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     60913 | PA      | $82107.68     | 0.07%             | 2028-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                    | VENTURE GLOBAL LNG INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -354500 | PA      | $-354500.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | FWD TREASURY BOND                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  14900000 | NC      | $37514.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | ASHLAND LLC                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -235500 | PA      | $-235500.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26714.04     | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CHART INDUSTRIES INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -215719 | PA      | $-215718.75   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1586928.21   | 1.43%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATI                       | CROWN SUBSEA COMMUNICATI                                              | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     99748 | PA      | $100396.47    | 0.09%             | 2031-01-30      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOSURE SYSTEMS INTERNAT                       | CLOSURE SYSTEMS INTERNAT                                              | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |     73875 | PA      | $73985.81     | 0.07%             | 2029-03-22      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     25178 | PA      | $33938.69     | 0.03%             | 2028-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALLTECH INC                                    | ALLTECH INC                                                           | CUSIP: 02003DBB9<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |    520361 | PA      | $523181.23    | 0.47%             | 2030-08-13      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III                         | PAINT INTERMEDIATE III                                                | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    449500 | PA      | $451185.63    | 0.41%             | 2031-10-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                             | Bausch & Lomb TE 12/18/30                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    223875 | PA      | $225889.88    | 0.20%             | 2031-01-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2860.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                | PGIM Core Ultra Short Bond Fund                                       | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |   1432720 | NS      | $1432719.84   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | OCP SA                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -256750 | PA      | $-256750.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                        | ALLIED UNIVERSAL HOLDCO                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    548625 | PA      | $551121.24    | 0.50%             | 2032-08-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                               | Iris Holding Inc                                                      | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    210114 | PA      | $203417.31    | 0.18%             | 2028-06-28      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                   | VT TOPCO INC                                                          | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    173681 | PA      | $171044.42    | 0.15%             | 2030-08-09      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FIN LLC                          | DONCASTERS US FIN LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $423675.00    | 0.38%             | 2030-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                             | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    300000 | PA      | $264281.25    | 0.24%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                        | ONE 2021-PARK Mortgage Trust                                          | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996765.00    | 0.90%             | 2036-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVIC                       | GFL ENVIRONMENTAL SERVIC                                              | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    349125 | PA      | $350172.38    | 0.31%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| VOYAGERPARENTLLC                               | VOYAGERPARENTLLC                                                      | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    573562 | PA      | $573264.25    | 0.52%             | 2032-07-01      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2225.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                          | Mineral Resources Ltd                                                 | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $525040.00    | 0.47%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                       | Camelot Return Merger Sub Inc                                         | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $136507.57    | 0.12%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc    | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $315750.78    | 0.28%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                        | MONTICHEM HOLDCO 3 SA                                                 | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Short            | RA               | CORP              | US        |  -1155000 | PA      | $-1357356.00  | -1.22%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HLDG INC                   | DENALI INTERMEDIATE HLDG INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848345 | PA      | $856828.26    | 0.77%             | 2032-05-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER INC                             | CP ATLAS BUYER INC                                                    | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    224438 | PA      | $216582.19    | 0.19%             | 2030-07-08      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | PENNYMAC FIN SVCS INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -220312 | PA      | $-220312.50   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | BLACKSTONE MORTGAGE TR                                                | CUSIP: 09259GAJ2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |    179972 | PA      | $180084.96    | 0.16%             | 2029-05-09      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $289236.00    | 0.26%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                           | Beignet Investor LLC                                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1692807.62   | 1.52%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $499.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                               | Lugo Funding DAC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    600000 | PA      | $683131.54    | 0.61%             | 2066-05-26      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | HudBay Minerals Inc.                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -836250 | PA      | $-836250.00   | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | PREEM HLDG AB                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -781050 | PA      | $-917889.96   | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| SUPPLYONE INC                                  | SUPPLYONE INC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74789 | PA      | $74893.33     | 0.07%             | 2031-04-21      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| GEON PERFORMANCE SOLUTIO                       | GEON PERFORMANCE SOLUTIO                                              | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343427 | PA      | $270019.27    | 0.24%             | 2028-08-18      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    260000 | PA      | $257400.00    | 0.23%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | BEIGNET INVESTOR LLC                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |  -1565625 | PA      | $-1565625.00  | -1.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Monument CLO                                   | Monument Clo 1 DAC                                                    | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1769712.47   | 1.59%             | 2037-05-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                        | BROWN GROUP HOLD 07/01/31                                             | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    148869 | PA      | $149536.29    | 0.13%             | 2031-07-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                            | PEER HOLDING III BV                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    173237 | PA      | $173886.40    | 0.16%             | 2030-10-28      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $224.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | ATHENAHEALTH GROUP INC                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    275073 | PA      | $275359.50    | 0.25%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                         | Orbia Advance Corp SAB de CV                                          | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197200.00    | 0.18%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | HOWARD HUGHES CORP                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -470062 | PA      | $-470062.50   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                  | CLUE OPCO LLC                                                         | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182444 | PA      | $180802.44    | 0.16%             | 2030-12-19      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BINGO HOLDINGS I LLC                           | BINGO HOLDINGS I LLC                                                  | CUSIP: 09081AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $488775.00    | 0.44%             | 2032-06-30      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                       | Windstream Services LLC / Windstream Escrow Finance Corp              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73470.39     | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                            | Hudbay Minerals Inc                                                   | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1062978.00   | 0.96%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                   | MH SUB I LLC                                                          | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    104668 | PA      | $89278.71     | 0.08%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | OWENS-BROCKWAY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $151078.50    | 0.14%             | 2032-09-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SHARP SERVICES LLC                             | SHARP SERVICES LLC                                                    | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    191592 | PA      | $192071.27    | 0.17%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4290.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APTIVE ENVIRONMENTAL LLC                       | APTIVE ENVIRONMENTAL LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25580 | PA      | $25408.17     | 0.02%             | 2032-10-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                    | INTERNATIONAL PARK HLDGS BV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $580255.00    | 0.52%             | 2031-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MCAFEE CORP                                    | MCAFEE CORP                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    233499 | PA      | $214746.90    | 0.19%             | 2029-03-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                          | PHOENIX GUARANTOR INC                                                 | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    245641 | PA      | $246660.02    | 0.22%             | 2031-02-21      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                    | McAfee Corp                                                           | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $501837.93    | 0.45%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                             | NOURYON FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    186826 | PA      | $186670.82    | 0.17%             | 2028-04-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2331466.67   | 2.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                       | Coronado Finance Pty Ltd                                              | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $499999.50    | 0.45%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LLC                                | MADISON IAQ LLC                                                       | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    262583 | PA      | $264013.96    | 0.24%             | 2032-05-06      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                       | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                             | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |    149250 | PA      | $150182.81    | 0.14%             | 2030-06-13      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC         | CDS REPUBLIC OF COTE D'IVOIRE                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1275.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4539.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | DAVITA INC                                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -805594 | PA      | $-805593.75   | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | TENNECO INC                                                           | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    196962 | PA      | $192924.30    | 0.17%             | 2028-11-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY RET HLD                        | BROOKFIELD PROPERTIES RETAIL HOLDING LLC                              | CUSIP: 11283HAG2<br>LEI: 549300K1JD1LDRNBET48 | Long             | LON              | CORP              | US        |    995000 | PA      | $999149.15    | 0.90%             | 2030-05-28      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1072076.14   | 0.96%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                          | Scotts Miracle-Gro Co/The                                             | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234608.66    | 0.21%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                          | Autopistas del Sol SA/Costa Rica                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |    230908 | PA      | $230386.15    | 0.21%             | 2030-12-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                          | Maxim Crane Works Holdings Capital LLC                                | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $425557.53    | 0.38%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                     | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89036.61     | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc            | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $444260.83    | 0.40%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                            | Nassau Euro CLO IV DAC                                                | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175970.93   | 1.06%             | 2038-07-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CLUBCORP HLDGS INC                             | CLUBCORP HLDGS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38398 | PA      | $37822.38     | 0.03%             | 2032-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                       | Kronos Acquisition Holdings Inc                                       | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $133500.00    | 0.12%             | 2032-06-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | MCAFEE CORP                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -418750 | PA      | $-418750.00   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                               | PEGASUS BIDCO BV                                                      | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    190644 | PA      | $190882.41    | 0.17%             | 2029-07-12      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                       | LIQUID TECH SOLUTIONS HO                                              | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |     68034 | PA      | $68204.15     | 0.06%             | 2032-10-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                 | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    297000 | PA      | $294772.50    | 0.27%             | 2031-10-21      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LINDSTROM LLC                                  | LINDSTROM LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128617 | PA      | $126688.10    | 0.11%             | 2032-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CROWN FINANCE US INC                           | CROWN FINANCE US INC                                                  | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    348624 | PA      | $343220.39    | 0.31%             | 2031-12-02      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                   | MH SUB I LLC                                                          | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    155032 | PA      | $143792.24    | 0.13%             | 2028-05-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                     | ROCK Trust 2024-CNTR                                                  | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1064078.90   | 0.96%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| DONCASTERS FINANCE US LLC                      | DONCASTERS US FINANCE LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265275 | PA      | $267596.16    | 0.24%             | 2030-04-23      | Floating      | 10.23%                | No            |                  3 | On Loan: No      |
| COMMERCIAL METALS CO                           | Commercial Metals Co                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15379.08     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INMAR INC                                      | INMAR INC                                                             | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    345698 | PA      | $340799.56    | 0.31%             | 2031-10-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC                                                           | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    195477 | PA      | $195721.76    | 0.18%             | 2028-08-21      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7402 | PA      | $9977.35      | 0.01%             | 2028-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                           | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    246876 | PA      | $247905.85    | 0.22%             | 2029-10-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                      | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     42666 | PA      | $41492.14     | 0.04%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | IVORY COAST                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -552750 | PA      | $-649591.80   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | CCO HLDGS LLC CCO HLDGS CAP CO                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -383400 | PA      | $-383400.00   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP                                   | SANDISK CORP                                                          | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146250 | PA      | $146981.25    | 0.13%             | 2032-02-23      | Floating      | 6.87%                 | No            |                  3 | On Loan: No      |
| ALTA EQUIPMENT GROUP                           | Alta Equipment Group Inc                                              | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36174.92     | 0.03%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PLASTIPAK PACKAGING INC                        | PLASTIPAK PACKAGING INC                                               | CUSIP: 000000000<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |    175000 | PA      | $175364.00    | 0.16%             | 2032-09-24      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                          | MADISON SAFETY & FLOW                                                 | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    123999 | PA      | $124747.71    | 0.11%             | 2031-09-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                             | Total Play Telecomunicaciones SA de CV                                | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $382720.00    | 0.34%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484626.31    | 0.44%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                           | Commercial Metals Co                                                  | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15340.95     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES                         | GENESYS CLOUD SERVICES                                                | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    421690 | PA      | $420374.33    | 0.38%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     67561 | PA      | $91068.85     | 0.08%             | 2028-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DAVE & BUSTER'S INC                            | DAVE & BUSTER'S INC                                                   | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    271628 | PA      | $241493.71    | 0.22%             | 2031-10-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $321633.00    | 0.29%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    975000 | PA      | $900173.63    | 0.81%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $558242.49    | 0.50%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    548000 | PA      | $503589.26    | 0.45%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                       | ENGINEERED MACHINERY HOL                                              | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    261682 | PA      | $263120.99    | 0.24%             | 2032-11-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2025-JDI                                 | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002481.40   | 0.90%             | 2042-11-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | MAXIM CRANE WORKS HLDGS CAP                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -378500 | PA      | $-378500.00   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                     | Atlas Senior Loan Fund XVI Ltd                                        | CUSIP: 04940AAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1085502.00   | 0.98%             | 2034-01-20      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2021-12 Ltd                                             | CUSIP: 28623MBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001917.20   | 0.90%             | 2037-04-20      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | EG GLOBAL FIN PLC                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1106700 | PA      | $-1300593.84  | -1.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TRULITE GLASS ALUMINUM S                       | TRULITE GLASS & ALUMINUM SOLUTIONS LLC                                | CUSIP: 89789MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    313866 | PA      | $301311.29    | 0.27%             | 2030-03-01      | Floating      | 9.66%                 | No            |                  3 | On Loan: No      |
| JFL-TIGER ACQUISITION CO                       | JFL-TIGER ACQUISITION CO                                              | CUSIP: 000000000<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |     74055 | PA      | $74116.87     | 0.07%             | 2030-10-17      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Taurus CMBS                                    | Taurus 2025-3 UK Designated Activity Co                               | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |    750000 | PA      | $1013423.18   | 0.91%             | 2035-07-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| WELD NORTH EDUCATION LLC                       | WELD NORTH EDUCATION LLC                                              | CUSIP: 94935RAF0<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |    245625 | PA      | $236357.57    | 0.21%             | 2029-12-21      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 43 Ltd                                                        | CUSIP: 48255UAS3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001846.60   | 0.90%             | 2036-01-15      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                 | A-AP BUYER INC                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    173250 | PA      | $173792.27    | 0.16%             | 2031-09-09      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    300000 | PA      | $301330.38    | 0.27%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985311.94    | 0.89%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    104736 | PA      | $89235.07     | 0.08%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                       | Champion Iron Canada Inc                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     85000 | PA      | $90120.40     | 0.08%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                          | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574545.63    | 0.52%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                        | FIRST STUDENT BIDCO INC                                               | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    295864 | PA      | $296677.85    | 0.27%             | 2030-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    201000 | PA      | $237041.95    | 0.21%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234767.18    | 0.21%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC               | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229730 | PA      | $226283.78    | 0.20%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| APTIVE ENVIRONMENTAL LLC                       | APTIVE ENVIRONMENTAL LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53458 | PA      | $53100.23     | 0.05%             | 2032-10-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155352.11    | 0.14%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                   | SOUTHWESTERN ENERGY CO                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | RA               | CORP              | US        |   -743750 | PA      | $-743750.00   | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Barings Euro CLO DAC                           | Barings Euro CLO 2024-1 DAC                                           | CUSIP: 000000000<br>LEI: 635400L89NSY7YSS1C46 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1177355.32   | 1.06%             | 2037-07-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                       | LIQUID TECH SOLUTIONS HO                                              | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |      6966 | PA      | $6983.35      | 0.01%             | 2032-10-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RYAN LLC                                       | RYAN LLC                                                              | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    275000 | PA      | $271103.25    | 0.24%             | 2032-11-08      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | MINERAL RESOURCES LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -467500 | PA      | $-467500.00   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BRANFORD                                       | BRANFORD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.90%             | 2031-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRPM Fundido                                   | PRPM Fundido 2025-2 DAC                                               | CUSIP: 000000000<br>LEI: 894500XHX48NOYVH5669 | Long             | ABS-MBS          | CORP              | IE        |    600000 | PA      | $672827.62    | 0.60%             | 2075-01-29      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    330000 | PA      | $384325.66    | 0.35%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    240000 | PA      | $270766.08    | 0.24%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | EG GLOBAL FIN PLC                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -638281 | PA      | $-750108.12   | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                       | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96540.99     | 0.09%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAC AVIATION INTERNATION                       | PAC AVIATION INTERNATION                                              | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $197876.00    | 0.18%             | 2030-10-28      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE GRP LTD               | CONSTELLATION AUTOMOTIVE GRP LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1181076.00   | 1.06%             | 2031-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SYNECHRON INC                                  | SYNECHRON INC                                                         | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    199497 | PA      | $198001.26    | 0.18%             | 2031-10-03      | Floating      | 7.41%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1960621.63   | 1.76%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | Tenneco Inc                                                           | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    875000 | PA      | $878813.04    | 0.79%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                             | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $824250.00    | 0.74%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TENNECO INC.                                   | TENNECO INC.                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -681000 | PA      | $-681000.00   | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GRP LTD                        | DUKES EDUCATION GRP LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140922 | PA      | $165611.99    | 0.15%             | 2028-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                       | ALLWYN ENTERTAINMENT FIN                                              | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $318500.00    | 0.29%             | 2032-11-10      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| MINERVA BIDCO LIMITED                          | MINERVA BIDCO LIMITED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $673975.00    | 0.61%             | 2032-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LC AHAB US BIDCO LLC                           | LC AHAB US BIDCO LLC                                                  | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    147750 | PA      | $148027.80    | 0.13%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | EG Global Finance PLC                                                 | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $793348.14    | 0.71%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                         | FIRST BRANDS GROUP LLC                                                | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    628971 | PA      | $761.05       | 0.00%             | 2028-03-30      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                 | Dcli Bidco LLC                                                        | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87308.37     | 0.08%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEI HOLDINGS INC                               | TEI HOLDINGS INC                                                      | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272623 | PA      | $270237.67    | 0.24%             | 2031-04-09      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                              | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $994313.33    | 0.89%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master T                 | Genesis Sales Finance Master Trust                                    | CUSIP: 37186XAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013356.70   | 0.91%             | 2032-12-20      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| HYSTER-YALE GROUP INC                          | Hyster-Yale Group Inc                                                 | CUSIP: 44932EAD2<br>LEI: 549300YQQLNL8QCBYH04 | Long             | LON              | CORP              | US        |     88137 | PA      | $85933.47     | 0.08%             | 2028-05-30      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                           | VERITIV OPERATING CO                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    148496 | PA      | $148326.95    | 0.13%             | 2030-11-29      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                  | OFSI BSL CLO XIII Ltd                                                 | CUSIP: 67118VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006260.00   | 0.90%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $222201.97    | 0.20%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD 2024-VICT Mortgage Trust                                         | CUSIP: 05555VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $698251.89    | 0.63%             | 2041-07-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                  | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $745175.93    | 0.67%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AREP VA DATA CENTER                            | AREP VA DATA CENTER                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96093 | PA      | $95102.84     | 0.09%             | 2028-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                        | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $154750.00    | 0.14%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                          | Barrow Hanley CLO III Ltd                                             | CUSIP: 06875VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004995.80   | 0.90%             | 2037-04-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                          | FORTRESS INTERMEDIATE                                                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    226461 | PA      | $226249.96    | 0.20%             | 2031-06-27      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PREEM PETROLEUM AB                             | Preem AB                                                              | CUSIP: 000000000<br>LEI: 549300MIHCMD8DCSBY41 | Long             | DBT              | CORP              | SE        |    656000 | PA      | $795022.80    | 0.71%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                 | CQS US CLO 2023-3 Ltd                                                 | CUSIP: 223929AJ9<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1519659.15   | 1.37%             | 2037-01-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99888.00     | 0.09%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SUB MSR PARTICIPATION                   | NOMURA SUB MSR PARTICIPATION                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143000 | PA      | $1143942.98   | 1.03%             | 2027-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2025-BCAT                                | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958285 | PA      | $956375.27    | 0.86%             | 2042-08-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       160 | NC      | $43049.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                     | Grifols SA                                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    580000 | PA      | $715529.80    | 0.64%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $95313.17     | 0.09%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                  | NYC Commercial Mortgage Trust 2025-3BP                                | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003757.00   | 0.90%             | 2042-02-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| LINDSTROM LLC                                  | LINDSTROM LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    871383 | PA      | $858311.90    | 0.77%             | 2032-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                    | GRIFOLS SA                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -563325 | PA      | $-662019.54   | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | LAMB WESTON HLDGS INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -168750 | PA      | $-168750.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193372.15    | 0.17%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GRP LTD                        | DUKES EDUCATION GRP LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     34427 | PA      | $40458.20     | 0.04%             | 2028-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MetroNet Infrastructure Issuer                 | MetroNet Infrastructure Issuer LLC                                    | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $513847.65    | 0.46%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                             | BMO 2024-5C3 Mortgage Trust                                           | CUSIP: 09660QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $561571.95    | 0.50%             | 2057-02-15      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING                       | VISTA MANAGEMENT HOLDING INC                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    346500 | PA      | $349386.35    | 0.31%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                              | Herens Midco Sarl                                                     | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $458131.27    | 0.41%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                  | B&G Foods Inc                                                         | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220003.30    | 0.20%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BROOKFIELD RESIDENTIAL PROPERT                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -252375 | PA      | $-252375.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | EUR/USD FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-879.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                       | Colombia Telecomunicaciones SA ESP                                    | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $227447.50    | 0.20%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FINANCE LLC                      | DONCASTERS US FINANCE LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278600 | PA      | $281037.75    | 0.25%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GAINWELL ACQUISITION COR                       | Gainwell Acquisition Corp                                             | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249100 | PA      | $244305.05    | 0.22%             | 2027-10-01      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | ORBIA ADVANCE CORP SAB DE C                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -189500 | PA      | $-189500.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| LOIRE FINCO LUXEMBOURG                         | LOIRE FINCO LUXEMBOURG                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    248130 | PA      | $247757.48    | 0.22%             | 2030-01-28      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2024-V6 Mortgage Trust                                      | CUSIP: 081927AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $545580.60    | 0.49%             | 2057-03-15      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                    | Ashland Inc                                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273743.60    | 0.25%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                       | GREAT OUTDOORS GROUP LLC                                              | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    175551 | PA      | $176428.90    | 0.16%             | 2032-01-23      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| WEDGWOOD SPECIALTY PHARMA III                  | WEDGWOOD SPECIALTY PHARMA III                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107143 | PA      | $1101607.15   | 0.99%             | 2032-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AREP VA DATA CENTER                            | AREP VA DATA CENTER                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256886 | PA      | $254239.98    | 0.23%             | 2028-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR NOTE (CBT)                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -29 | NC      | $-6836.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    216864 | PA      | $193334.26    | 0.17%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                          | TIGER ACQUISITION LLC                                                 | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    149625 | PA      | $149999.06    | 0.13%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                   | NEWGENERATIONGASGATHERINGLLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229729 | PA      | $226283.07    | 0.20%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                             | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $874046.38    | 0.79%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                           | TGP Holdings III LLC                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    249729 | PA      | $232163.18    | 0.21%             | 2028-06-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust 2025-ROIC                                                    | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747086 | PA      | $743362.70    | 0.67%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                    | CFE Fibra E                                                           | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198334 | PA      | $197397.66    | 0.18%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROOT BIDCO SARL                                | ROOT BIDCO SARL                                                       | CUSIP: 000000000<br>LEI: 2221001M2GYTW1IIKD18 | Long             | LON              | CORP              | LU        |    525000 | PA      | $610038.97    | 0.55%             | 2030-09-30      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                               | GLOVES BUYER INC                                                      | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    350000 | PA      | $347749.50    | 0.31%             | 2032-05-24      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC               | NEW GENERATION GAS GATHERING LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275675 | PA      | $271539.88    | 0.24%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CDS REPUBLIC OF ECUADOR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $7358.36      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Northwoods Capital Ltd                         | Northwoods Capital 22 Ltd                                             | CUSIP: 66858HBG0<br>LEI: 254900SOJIZYDV6U1V46 | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $952304.51    | 0.86%             | 2031-09-16      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SCIENTIFIC GAMES HLDGS                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -446875 | PA      | $-446875.00   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY ENERGY HOLDING                       | DISCOVERY ENERGY HOLDING                                              | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    251886 | PA      | $253019.36    | 0.23%             | 2031-05-02      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HLDG INC                   | DENALI INTERMEDIATE HLDG INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84834 | PA      | $84728.44     | 0.08%             | 2032-05-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ARES Commercial Mortgage Trust                 | ARES Trust 2025-IND3                                                  | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $450840.02    | 0.41%             | 2042-04-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BRINKER INTL INC                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -679000 | PA      | $-679000.00   | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                  | TPC GROUP INC                                                         | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    347375 | PA      | $309743.87    | 0.28%             | 2031-11-24      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                  | GOLDMAN SACHS GRP INC                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | RA               | CORP              | US        |   -861250 | PA      | $-861250.00   | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2024-AIRC                                | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936195 | PA      | $938522.97    | 0.84%             | 2041-08-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPERATING I LL                       | DEEP BLUE OPERATING I LLC                                             | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200458.00    | 0.18%             | 2032-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                        | USD/GBP FORWARD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1515.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKO CORP                                      | Arko Corp                                                             | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $64291.80     | 0.06%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RING CONTAINER TECHNOLOG                       | RING CONTAINER TECHNOLOGIES GROUP LLC                                 | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |    199500 | PA      | $199952.87    | 0.18%             | 2032-09-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                  | Clue Opco LLC                                                         | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1333662.83   | 1.20%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                        | FIRST STUDENT BIDCO INC                                               | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     54136 | PA      | $54248.38     | 0.05%             | 2030-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                              | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    975000 | PA      | $901118.86    | 0.81%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CALPINE CORP                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -475062 | PA      | $-475062.50   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                       | TRIDENT TPI HOLDINGS INC                                              | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    196510 | PA      | $188403.96    | 0.17%             | 2028-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| DUKES EDUCATION GROUP LTD                      | DUKES EDUCATION GROUP LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    437555 | PA      | $589802.63    | 0.53%             | 2028-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OFSI Fund LTD                                  | OFSI BSL XI Ltd                                                       | CUSIP: 67115PBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000216.40   | 0.90%             | 2038-03-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP              | INTERNATIONAL SCHOOLS PARTNERSHIP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    857919 | PA      | $853629.22    | 0.77%             | 2031-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, National Association          | USD/EUR FORWARD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-220367.75   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                           | Lorca Telecom Bondco SA                                               | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $121966.96    | 0.11%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | WYNN RESORTS FIN LLC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -608344 | PA      | $-608343.75   | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                 | PMT Credit Risk Transfer Trust 2024-1R                                | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1703197 | PA      | $1721547.49   | 1.55%             | 2033-05-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -207281 | PA      | $-207281.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | WOLVERINE WORLD WIDE INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -753188 | PA      | $-753187.50   | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| AREP VA DATA CENTER                            | AREP VA DATA CENTER                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647022 | PA      | $640357.66    | 0.58%             | 2028-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                       | Digicel International Finance Ltd / Difl US LLC                       | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $207626.00    | 0.19%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                    | MPT OPERATING PARTNERSHIP LP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -112750 | PA      | $-112750.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave Inc                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186022.83    | 0.17%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD 2024-WRHS Mortgage Trust                                         | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926997 | PA      | $928730.25    | 0.84%             | 2039-07-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer