# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0001752724-25-157742
**Filing Date:** 2025-6
**Character Count:** 317657
**Document Hash:** 6b10e039a81ea562f4178ab289c46dd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157742.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157742

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23341
- **FILM NUMBER:** 251076765

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Global Long/Short Credit Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $867388674.53

**Total Liabilities:** $83965712.51

**Net Assets:** $783422962.02

**Cash Not Reported:** $7739174.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 12499.59000000 | **1-Year:** -736.35000000 | **5-Year:** 27392.68000000 | **10-Year:** 1087.20000000 | **30-Year:** 2586.40000000

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

- **3-Month:** 27930.76000000 | **1-Year:** 13999.53000000 | **5-Year:** 105379.92000000 | **10-Year:** 5953.70000000 | **30-Year:** 7446.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202325 | 0.88%                | -0.87%               | 0.11%                |
| Class ID C000202324 | 0.88%                | -0.87%               | 0.33%                |
| Class ID C000202326 | 0.88%                | -0.87%               | 0.33%                |
| Class ID C000202327 | 0.88%                | -0.76%               | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1460551.64              | $3490731.70                                |
| Month 2  | $-160664.76              | $3487572.44                                |
| Month 3  | $3108246.76              | $6013822.48                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                         | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Amkor Technology, Inc.                       | Amkor Technology, Inc.                                                    | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997129.60   | 0.38%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2200000 | PA      | $16443.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   1681056 | PA      | $1904384.29   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Stena International SA                       | Stena International SA                                                    | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   2675000 | PA      | $2640442.48   | 0.34%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-11551.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                   | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -3000000 | PA      | $-2568841.41  | -0.33%            | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Tonies SE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |    109736 | NS      | $6215.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Software Holdings, Inc.               | Helios Software Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |    859000 | PA      | $970490.73    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                     | Arini European CLO V DAC, Series 5X, Class D                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $527917.98    | 0.07%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.        | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58728.41     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain UK plc                         | Iron Mountain UK plc                                                      | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |   1443000 | PA      | $1903880.63   | 0.24%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp.               | Lions Gate Entertainment Corp., Class B                                   | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     47500 | NS      | $379050.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                      | Garfunkelux Holdco 3 SA                                                   | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |   1173000 | PA      | $924151.64    | 0.12%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    200000 | PA      | $-6441.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                  | Allied Universal Holdco LLC                                               | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38134.94     | 0.00%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                          | Nexstar Media, Inc.                                                       | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3962.60      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                               | Wom New Holdco                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $12320.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jack Ohio Finance LLC                        | Jack Ohio Finance LLC, 1st Lien Term Loan                                 | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103000 | PA      | $102098.75    | 0.01%             | 2032-01-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $-933.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                               | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |   1087000 | PA      | $1227664.47   | 0.16%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                          | Bausch + Lomb Corp.                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5713400.00   | 0.73%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189083.66    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159076.63    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | IFSC NIFTY 50 Index                                                       | CUSIP: 00PBVS9A3<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $15000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11344000 | PA      | $11875296.24  | 1.52%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                              | United Group BV                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |   1549000 | PA      | $1746010.73   | 0.22%             | 2031-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Cidron Aida Finco Sarl                       | Cidron Aida Finco Sarl                                                    | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    550000 | PA      | $615279.16    | 0.08%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC | Virgin Media O2 Vendor Financing Notes V DAC                              | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |   5113000 | PA      | $6644546.78   | 0.85%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    767250 | PA      | $767250.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                  | HSBC Securities (USA), Inc.                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   2568750 | PA      | $2568750.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                             | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $643927.32    | 0.08%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Venture Global, Inc.                         | Venture Global, Inc., Class A                                             | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       435 | NS      | $3649.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems, Inc.                        | Applied Systems, Inc., 1st Lien Term Loan B                               | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    844621 | PA      | $842272.69    | 0.11%             | 2031-02-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-4138.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS               | Bertrand Franchise Finance SAS                                            | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |   1570000 | PA      | $1772127.17   | 0.23%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                      | Talen Energy Supply LLC                                                   | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4271861.04   | 0.55%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                   | Alexander Funding Trust II                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10012000 | PA      | $10630144.78  | 1.36%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -500 | NC      | $-8496.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10070000 | PA      | $212007.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Ford Motor Co.                                                            | CUSIP: 00PBTMBE8<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $4750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $10022.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-58025.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Potters Borrower LP                          | Potters Borrower LP, 1st Lien Term Loan                                   | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87122 | PA      | $86659.03     | 0.01%             | 2027-12-14      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                       | Mineral Resources Ltd.                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $17022.84     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                        | Lottomatica Group Spa                                                     | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    733000 | PA      | $837215.27    | 0.11%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.              | Great Lakes Dredge & Dock Corp.                                           | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |   -261000 | PA      | $-238161.27   | -0.03%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                 | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |   1783000 | PA      | $1791222.09   | 0.23%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    250000 | PA      | $-266.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E               | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    194516 | NS      | $955073.56    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Olympus Water US Holding Corp.               | Olympus Water US Holding Corp.                                            | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    560000 | PA      | $580472.34    | 0.07%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1302000 | PA      | $-4095.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                             | Proofpoint, Inc., 1st Lien Term Loan                                      | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    631984 | PA      | $627875.79    | 0.08%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     50000 | PA      | $-1971.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                          | Maverick Gaming LLC, 1st Lien Term Loan                                   | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202100 | PA      | $121765.21    | 0.02%             | 2028-06-05      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| Apleona Holding GmbH                         | Apleona Holding GmbH, Facility 1st Lien Term Loan B3                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2240082 | PA      | $2531687.98   | 0.32%             | 2028-04-28      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                           | Cellnex Telecom SA                                                        | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |   2700000 | PA      | $2723108.57   | 0.35%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1936823 | PA      | $5401.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL             | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    482000 | PA      | $572577.49    | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                   | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    319000 | PA      | $358092.41    | 0.05%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $502.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.       | Mauser Packaging Solutions Holding Co.                                    | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29076.56     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                     | PCF GmbH                                                                  | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |   1923700 | PA      | $1680855.07   | 0.21%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                        | AssuredPartners, Inc., 1st Lien Term Loan                                 | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    152231 | PA      | $152191.58    | 0.02%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                   | Cloud Software Group, Inc., 1st Lien Term Loan B                          | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1777545 | PA      | $1755610.10   | 0.22%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $93481.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                           | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1115319 | PA      | $1256830.54   | 0.16%             | 2029-07-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.  | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B         | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279350 | PA      | $192751.50    | 0.02%             | 2027-12-29      | Variable      | 10.57%                | No            |                  3 | On Loan: No      |
| Lions Gate Capital Holdings LLC              | Lions Gate Capital Holdings LLC                                           | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306828.20    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                         | Kleopatra Finco Sarl                                                      | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    574000 | PA      | $508462.75    | 0.06%             | 2029-09-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-239190.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                          | Sabena technics SAS                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |    297448 | PA      | $336964.28    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG                                                              | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $483149.57    | 0.06%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | United States Steel Corp.                                                 | CUSIP: 00CBE9VL9<br>LEI: N/A                  | N/A              | DE               |  | US        |       -50 | NC      | $-9975.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBBA377<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1250 | NC      | $-51250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Henley CLO I DAC                             | Henley CLO I DAC, Series 1X, Class AR                                     | CUSIP: N/A<br>LEI: 6354005DLDMILXS72B21       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1689765.86   | 0.22%             | 2034-07-25      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    864000 | PA      | $-42733.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG                                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $243110.70    | 0.03%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143110 | PA      | $2792.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage Note                         | Project Montage Note, Revolving 1st Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143944 | PA      | $141611.68    | 0.02%             | 2029-02-16      | Variable      | 10.49%                | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $14651.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo BV                                     | Ziggo BV, Facility 1st Lien Term Loan H                                   | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   2139000 | PA      | $2344170.93   | 0.30%             | 2029-01-31      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                      | Summer BC Holdco B SARL                                                   | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    476000 | PA      | $526223.46    | 0.07%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                        | Sona Fios CLO III DAC, Series 3X, Class A                                 | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |   1420000 | PA      | $1600265.63   | 0.20%             | 2037-04-20      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                          | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10681 | NS      | $82884.56     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                   | Cloud Software Group, Inc.                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001076.61   | 0.38%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                        | Las Vegas Sands Corp.                                                     | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4837066.01   | 0.62%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                         | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    974000 | PA      | $1014638.73   | 0.13%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                     | Service Properties Trust                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236654.24    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-50054.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | FedEx Corp.                                                               | CUSIP: 00PBVS1L7<br>LEI: N/A                  | N/A              | DE               |  | US        |       200 | NC      | $11200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leased & Tenented Pubs                       | Leased & Tenented Pubs 1 Ltd., 1st Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1357400 | PA      | $1772827.29   | 0.23%             | 2031-10-01      | Variable      | 4.31%                 | No            |                  3 | On Loan: No      |
| Oceana Australian Fixed Income Trust         | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    445000 | PA      | $298242.32    | 0.04%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                  | Avaya, Inc.                                                               | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $8525.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                           | AMC Networks, Inc.                                                        | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128428.15    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                          | Aurora Innovation, Inc.                                                   | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |       529 | NS      | $846.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    909091 | PA      | $9835.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    538000 | PA      | $596918.15    | 0.08%             | 2030-04-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.          | Solaris Energy Infrastructure, Inc., Class A                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     11125 | NS      | $235182.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.               | Univision Communications, Inc.                                            | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2418961.00   | 0.31%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | STOXX Europe 600 Auto & Parts                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        64 | NC      | $10875.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $106119.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                         | WOM Chile Holdco SpA                                                      | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    234509 | PA      | $234509.00    | 0.03%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                      | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  19300000 | PA      | $4591441.05   | 0.59%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA   | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |    314000 | PA      | $354824.55    | 0.05%             | 2030-02-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |    100000 | PA      | $-27931.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    248184 | PA      | $43105.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                          | Ardonagh Finco Ltd.                                                       | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    851000 | PA      | $975491.49    | 0.12%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    830000 | PA      | $145897.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                       | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B8                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1628392.81   | 0.21%             | 2029-04-30      | Variable      | 5.25%                 | No            |                  3 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.               | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                        | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163738 | PA      | $130990.18    | 0.02%             | 2028-10-25      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                      | Goldman Sachs & Co. LLC                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |    332701 | PA      | $332701.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Informatica, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       250 | NC      | $10000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |      9987 | NS      | $-5156.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-107561.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC              | Permian Resources Operating LLC                                           | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133301.15    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                  | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15930.31     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    200000 | PA      | $-3900.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    880000 | PA      | $-8095.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landsea Homes Corp.                          | Landsea Homes Corp.                                                       | CUSIP: N/A<br>LEI: 549300RP8AZAKHNILS36       | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1823547.50   | 0.23%             | 2028-07-17      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Naked Juice LLC                              | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    526959 | PA      | $502455.32    | 0.06%             | 2029-01-24      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1562000 | PA      | $1562000.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5058.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 10-Year Ultra Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $4309.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                        | Pilgrim's Pride Corp.                                                     | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    209000 | PA      | $217675.59    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                            | Clarios Global LP, 1st Lien Term Loan                                     | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1850000 | PA      | $2065656.25   | 0.26%             | 2032-01-28      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO DAC                    | Aqueduct European CLO DAC, Series 2022-7X, Class AR                       | CUSIP: N/A<br>LEI: 54930004RGI0BI0FRK80       | Long             | ABS-CBDO         | CORP              | IE        |   2002000 | PA      | $2257759.63   | 0.29%             | 2037-08-15      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IV DAC                            | Aurium CLO IV DAC, Series 4X, Class AR                                    | CUSIP: N/A<br>LEI: 549300LCZQMYMASRK585       | Long             | ABS-CBDO         | CORP              | IE        |    861867 | PA      | $973436.80    | 0.12%             | 2031-01-16      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1154000 | PA      | $43625.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4328 | NS      | $33585.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TUI Cruises GmbH                             | TUI Cruises GmbH                                                          | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |   1015000 | PA      | $1149846.77   | 0.15%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                             | Tele Columbus AG                                                          | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |     75364 | PA      | $68194.17     | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                 | Wintershall Dea Finance 2 BV                                              | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |   1758000 | PA      | $1991530.39   | 0.25%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| X Corp.                                      | X Corp., 1st Lien Term Loan B3                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778000 | PA      | $3682756.62   | 0.47%             | 2030-02-14      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $11625.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  14524000 | PA      | $-34284.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1695 | NS      | $7593.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |     16190 | NS      | $4191.59      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Howard Hughes Corp. (The)                    | Howard Hughes Corp. (The)                                                 | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    231000 | PA      | $222565.50    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Look Builders, Inc.                      | New Look Builders, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  11518792 | NS      | $115.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thames Water Utilities Finance plc           | Thames Water Utilities Finance plc                                        | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    810000 | PA      | $835261.48    | 0.11%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                     | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16956.00     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $19851.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                              | OEG Finance plc                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $572800.75    | 0.07%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    449438 | PA      | $-40006.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                   | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     47000 | PA      | $11397.50     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3650000 | PA      | $-84943.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Sabre Corp.                                                               | CUSIP: 00CBMN1A6<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $3500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | American Airlines Group, Inc.                                             | CUSIP: 00PBJQSV4<br>LEI: N/A                  | N/A              | DE               |  | US        |      -500 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| European TopSoho SARL                        | European TopSoho SARL, Series SMCP                                        | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |   7100000 | PA      | $3186894.44   | 0.41%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3952.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                       | CD&R Firefly Bidco plc                                                    | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |   1430000 | PA      | $1943897.13   | 0.25%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $53171.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 00PBY8971<br>LEI: N/A                  | N/A              | DE               |  | US        |       650 | NC      | $165750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park River Holdings, Inc.                    | Park River Holdings, Inc.                                                 | CUSIP: 70082LAA5<br>LEI: 254900PGY077KWCROT75 | Short            | DBT              | CORP              | US        |   -156000 | PA      | $-122047.97   | -0.02%            | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                  | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $261057.81    | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | 186125712 | PA      | $4777.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELO SACA                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108762.66    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                     | Arini European CLO V DAC, Series 5X, Class A                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |   2780000 | PA      | $3137946.07   | 0.40%             | 2039-01-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                          | Mattamy Group Corp.                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $125326.85    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $556512.56    | 0.07%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                           | Pitney Bowes, Inc.                                                        | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1146162.80   | 0.15%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                     | Service Properties Trust                                                  | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3183222.00   | 0.41%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                        | DIRECTV Financing LLC, 1st Lien Term Loan                                 | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42091 | PA      | $42034.13     | 0.01%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| SUN Country Marine, Inc.                     | SUN Country Marine, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   8593540 | PA      | $8626195.93   | 1.10%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $870.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1300000 | PA      | $9900.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Euro-Bobl                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        70 | NC      | $81541.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                  | Beacon Roofing Supply, Inc.                                               | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    804000 | PA      | $806079.51    | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $39474.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    399000 | PA      | $517592.19    | 0.07%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                | CommScope LLC                                                             | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4756819.80   | 0.61%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-7680.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motion Finco SARL                            | Motion Finco SARL                                                         | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |   1614000 | PA      | $1774977.01   | 0.23%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW Look Retailers                           | NEW Look Retailers                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   5436112 | NS      | $72.45        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Securities plc                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    334977 | PA      | $379478.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       171 | NC      | $42230.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |   1431375 | PA      | $1431375.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                     | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5852995.50   | 0.75%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $655.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP     | Sitio Royalties Operating Partnership LP                                  | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64744.09     | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                       | Amentum Holdings, Inc.                                                    | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      6913 | NS      | $150841.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chrysaor Bidco SARL                          | Chrysaor Bidco SARL, Delayed Draw 1st Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    137911 | PA      | $156085.57    | 0.02%             | 2031-10-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc         | Thames Water Super Senior Issuer plc                                      | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |      2604 | PA      | $3848.85      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG                                                              | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1425000 | PA      | $1398510.11   | 0.18%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                          | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    213416 | PA      | $2844.20      | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                         | Forestar Group, Inc.                                                      | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    557000 | PA      | $540636.23    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                        | Reworld Holding Corp.                                                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29900.10     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9790.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $25434.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                       | Verisure Midholding AB                                                    | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Short            | DBT              | CORP              | SE        |  -2160000 | PA      | $-2458121.46  | -0.31%            | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                        | Sonder Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1382730 | PA      | $1133838.76   | 0.14%             | 2027-01-19      | Floating      | 14.35%                | No            |                  3 | On Loan: No      |
| N/A                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBKL761<br>LEI: N/A                  | N/A              | DE               |  | US        |      -200 | NC      | $-2600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                     | Full House Resorts, Inc.                                                  | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28076.39     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9930.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                      | Fanatics Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |     15345 | NS      | $889856.55    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INEOS Finance plc                            | INEOS Finance plc, 1st Lien Term Loan                                     | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3931000 | PA      | $4174104.69   | 0.53%             | 2031-06-23      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NGP XI Midstream Holdings LLC                | NGP XI Midstream Holdings LLC, 1st Lien Term Loan                         | CUSIP: 62927UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94762 | PA      | $93341.06     | 0.01%             | 2031-07-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                         | Frontier Florida LLC, Series E                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8189840.00   | 1.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Woof Holdings, Inc.                          | Woof Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 98082EAB0<br>LEI: 254900RX9Z723FXJSU14 | Long             | LON              | CORP              | US        |    145920 | PA      | $67998.72     | 0.01%             | 2027-12-21      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1200000 | PA      | $-5483.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                   | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                            | CUSIP: 03167DAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4666336 | PA      | $4668389.16   | 0.60%             | 2028-05-04      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $875126.63    | 0.11%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                           | DISH Network Corp.                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49800.02     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                   | Microchip Technology, Inc.                                                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     25600 | NS      | $1214976.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intu Jersey 2 Ltd.                           | Intu Jersey 2 Ltd.                                                        | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |   3996810 | PA      | $825615.14    | 0.11%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                            | Contego CLO V DAC, Series 5X, Class DR                                    | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $527340.38    | 0.07%             | 2037-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                 | Casino Guichard Perrachon SA                                              | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |     16223 | NS      | $10241.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Netflix, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp.                          | Landsea Homes Corp.                                                       | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |     10455 | NS      | $63775.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                     | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $422430.70    | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-525.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                  | CommScope Holding Co., Inc.                                               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     15370 | NS      | $57483.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                          | Rakuten Group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |     14000 | NS      | $82548.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4500000 | PA      | $94740.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                         | Banco de Sabadell SA                                                      | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $448608.60    | 0.06%             | 2027-05-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                  | Warner Bros Discovery, Inc.                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      6123 | NS      | $53086.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P 500 E-Mini Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $-39467.03    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350175.35    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp.               | Lions Gate Entertainment Corp., Class A                                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      9865 | NS      | $87601.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    964000 | PA      | $16165.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    800000 | PA      | $92253.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBBA3B8<br>LEI: N/A                  | N/A              | DE               |  | US        |      1250 | NC      | $37500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Issuer Corp.                           | Xerox Issuer Corp.                                                        | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2850132.30   | 0.36%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                             | HT Troplast GmbH                                                          | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    776000 | PA      | $886915.52    | 0.11%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77754.99     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                   | PG&E Corp.                                                                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1926962.76   | 0.25%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                        | Matterhorn Telecom SA, Facility 1st Lien Term Loan B3                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1225532 | PA      | $1378111.83   | 0.18%             | 2032-01-26      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-31078.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                               | Comerica, Inc.                                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       296 | NS      | $15910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $61440.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    240000 | PA      | $260636.76    | 0.03%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Dow, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -500 | NC      | $-28500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    376586 | PA      | $65665.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                          | Pachelbel Bidco SpA                                                       | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    784000 | PA      | $887378.15    | 0.11%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $884.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                   | CSMC Trust, Series 2022-LION, Class A                                     | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3950256.00   | 0.50%             | 2027-02-15      | Floating      | 7.76%                 | No            |                  3 | On Loan: No      |
| N/A                                          | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3884 | NS      | $8894.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -34 | NC      | $-79457.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                          | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185835.99    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1250000 | PA      | $7155.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Volato Group, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11228 | NS      | $235.79       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC           | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3728000 | PA      | $3824583.46   | 0.49%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                         | Affinity Interactive                                                      | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $89621.25     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                    | MGM Resorts International                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3941.64      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                      | Greene King Finance plc, Series B1                                        | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |   1518000 | PA      | $1805528.21   | 0.23%             | 2034-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       183 | NC      | $337814.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA   | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |   1168000 | PA      | $1396670.83   | 0.18%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                   | LABL, Inc., 1st Lien Term Loan B                                          | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    249356 | PA      | $214301.26    | 0.03%             | 2028-10-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                             | UWM Holdings LLC                                                          | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $63287.50     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $-36956.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Index HoldCo SARL                            | Index HoldCo SARL, Facility 1st Lien Term Loan A                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1766013 | PA      | $563516.86    | 0.07%             | 2028-12-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-3115.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.             | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                      | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461000 | PA      | $230500.00    | 0.03%             | 2029-11-01      | Variable      | 11.38%                | No            |                  3 | On Loan: No      |
| Fiber Midco SpA                              | Fiber Midco SpA                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    778000 | PA      | $809169.39    | 0.10%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195503.00    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Tribune Resources LLC                        | Tribune Resources LLC                                                     | CUSIP: N/A<br>LEI: 549300IFWJYQ79PVEU45       | Long             | EC               | CORP              | US        |     86655 | NS      | $114817.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                 | Intelsat Jackson Holdings SA                                              | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    622000 | PA      | $611810.27    | 0.08%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                      | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    283750 | PA      | $283750.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $12091.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       500 | NC      | $10620.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $73532.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    942000 | PA      | $110186.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                | Twitter, Inc., 1st Lien Term Loan B1                                      | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1994898 | PA      | $1930562.50   | 0.25%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                             | GoTo Group, Inc.                                                          | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    501200 | PA      | $187950.00    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    717856 | PA      | $813223.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                          | Societe Generale SA                                                       | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2906000 | PA      | $2868579.32   | 0.37%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                               | Commerzbank AG                                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $856607.32    | 0.11%             | 2033-02-28      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                     | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $66184.19     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    873000 | PA      | $31537.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIS Group Ltd.                               | EIS Group Ltd., Revolving Loan 1st Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |     58406 | PA      | $55485.70     | 0.01%             | 2028-07-10      | Variable      | 11.32%                | No            |                  3 | On Loan: No      |
| Grifols SA                                   | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |   3116000 | PA      | $3639196.22   | 0.46%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                    | Dream Finders Homes, Inc. (Preference)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2261 | NS      | $2201648.75   | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-5275.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  15000000 | PA      | $24749.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                               | Uniti Group LP                                                            | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8921000 | PA      | $9472183.99   | 1.21%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -5000000 | PA      | $-5639.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                   | Mahle GmbH                                                                | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |   1207000 | PA      | $1340686.63   | 0.17%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                          | Contego CLO VII DAC, Series 7X, Class AR                                  | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |   1850000 | PA      | $2082828.17   | 0.27%             | 2038-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -10000000 | PA      | $-11279.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Netflix, Inc.                                                             | CUSIP: 00PBRP823<br>LEI: N/A                  | N/A              | DE               |  | US        |        50 | NC      | $3000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO I DAC                     | Arini European CLO I DAC, Series 1X, Class A                              | CUSIP: N/A<br>LEI: 635400HMSNVNUMMBE111       | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1133983.76   | 0.14%             | 2036-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $57201.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2468000 | PA      | $-926.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                             | CCO Holdings LLC                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8144.64      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                               | Cotiviti, Inc., 1st Lien Term Loan                                        | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    481431 | PA      | $475114.63    | 0.06%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                        | Ahlstrom Holding 3 Oy                                                     | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    640000 | PA      | $596817.40    | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1650000 | PA      | $-1063.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                      | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1383697.14   | 0.18%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3157000 | PA      | $-3094.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    712000 | PA      | $27141.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                              | Citigroup, Inc.                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1537 | NS      | $105100.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  13829000 | PA      | $124676.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust         | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    267000 | PA      | $175524.86    | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                  | Digital Room Holdings, Inc., 1st Lien Term Loan                           | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234740 | PA      | $231660.21    | 0.03%             | 2028-12-21      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                          | Aurium CLO VIII DAC, Series 8X, Class A                                   | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1684831.16   | 0.22%             | 2034-06-23      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                    | Intrum AB                                                                 | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    438000 | PA      | $398935.39    | 0.05%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL             | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    403000 | PA      | $475028.36    | 0.06%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                       | TK Elevator Midco GmbH, 1st Lien Term Loan B1                             | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   2357378 | PA      | $2645185.39   | 0.34%             | 2030-04-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                     | Lloyds Banking Group plc                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    475000 | PA      | $611879.73    | 0.08%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                          | Mattamy Group Corp.                                                       | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13599.26     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                   | CVR CHC LP, 1st Lien Term Loan                                            | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162592 | PA      | $161373.06    | 0.02%             | 2027-12-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                           | Lune Holdings SARL                                                        | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |   2036000 | PA      | $1594794.33   | 0.20%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $243983.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                           | Credit Agricole SA                                                        | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $651637.98    | 0.08%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                         | Mehilainen Yhtiot Oy, 1st Lien Term Loan B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |   1867458 | PA      | $2113222.70   | 0.27%             | 2031-08-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                        | Lessen Holdings, Inc., Series B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     16373 | NS      | $52721.06     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    728163 | PA      | $2249.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II LLC     | CoreWeave Compute Acquisition Co. II LLC, Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1120650 | PA      | $1109443.50   | 0.14%             | 2028-07-31      | Variable      | 13.91%                | No            |                  3 | On Loan: No      |
| Eutelsat SA                                  | Eutelsat SA                                                               | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $841427.07    | 0.11%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aiven, Inc.                                  | Aiven, Inc., Series D                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6597 | NS      | $307816.02    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| RingCentral, Inc.                            | RingCentral, Inc.                                                         | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8147412.25   | 1.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2163.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                  | Latch, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     31344 | NS      | $4388.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBJZCQ2<br>LEI: N/A                  | N/A              | DE               |  | US        |       200 | NC      | $31500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                 | UBS Group AG                                                              | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    350000 | PA      | $334733.82    | 0.04%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                 | Ardagh Packaging Finance plc                                              | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    604000 | PA      | $532872.96    | 0.07%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2788000 | PA      | $2094.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     79000 | PA      | $72877.50     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-40666.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                | Rockford Tower Europe CLO DAC, Series 2025-1X, Class A                    | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |   2220000 | PA      | $2492986.78   | 0.32%             | 2027-10-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    228132 | PA      | $2856.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $23722.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  11159000 | PA      | $-218928.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Offerpad Solutions, Inc.                                                  | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |     13726 | NS      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edge Finco plc                               | Edge Finco plc, Facility 1st Lien Term Loan B1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1307433 | PA      | $1468432.23   | 0.19%             | 2031-08-22      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Lavoro Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      5012 | NS      | $360.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $937573.85    | 0.12%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                              | RBC Europe Ltd.                                                           | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |   1111622 | PA      | $1259301.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                  | Avaya, Inc., 1st Lien Term Loan                                           | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57145 | PA      | $44287.51     | 0.01%             | 2028-08-01      | Variable      | 11.82%                | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                        | Las Vegas Sands Corp.                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4009179.36   | 0.51%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | 105403098 | PA      | $-39858.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                | Heimstaden Bostad Treasury BV                                             | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |    332000 | PA      | $372435.40    | 0.05%             | 2025-07-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group LLC              | American Auto Auction Group LLC, 1st Lien Term Loan B                     | CUSIP: 02403MAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116421 | PA      | $116421.21    | 0.01%             | 2027-12-30      | Variable      | 8.80%                 | No            |                  3 | On Loan: No      |
| Cirsa Finance International SARL             | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    732000 | PA      | $830987.62    | 0.11%             | 2028-07-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                | Aroundtown SA                                                             | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203629.79    | 0.03%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    969000 | PA      | $-44873.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5250000 | PA      | $-122097.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      9692 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Modulaire Group Holdings Ltd.                | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B2             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2000000 | PA      | $2222697.01   | 0.28%             | 2028-12-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA     | Eurobank Ergasias Services & Holdings SA                                  | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    725000 | PA      | $812730.21    | 0.10%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                  | Xerox Corp.                                                               | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   6616000 | PA      | $6741692.29   | 0.86%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $13438.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                          | STL Holding Co. LLC                                                       | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52810.06     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                        | Clover Holdings 2 LLC, 1st Lien Term Loan                                 | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488000 | PA      | $1484280.00   | 0.19%             | 2031-12-09      | Variable      | 8.29%                 | No            |                  3 | On Loan: No      |
| Vaco Holdings LLC                            | Vaco Holdings LLC, 1st Lien Term Loan                                     | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    283478 | PA      | $251410.53    | 0.03%             | 2029-01-22      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Atos SE                                      | Atos SE                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   1996029 | PA      | $859027.58    | 0.11%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     -9442 | NS      | $-3148.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2137000 | PA      | $144251.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Concrete Investment II SCA                   | Concrete Investment II SCA, Facility 1st Lien Term Loan A2                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90087 | PA      | $10.21        | 0.00%             | 2025-05-09      | Variable      | 4.62%                 | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    775330 | PA      | $-34864.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC              | Permian Resources Operating LLC                                           | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6959.17      | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                                   | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6083472.90   | 0.78%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    320000 | PA      | $2206.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                         | Allegiant Travel Co.                                                      | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83127.29     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1363000 | PA      | $1389203.87   | 0.18%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | OIS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143110 | PA      | $-2816.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                 | McAfee Corp.                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |  -1650000 | PA      | $-1425248.43  | -0.18%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                               | 1011778 BC ULC                                                            | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2285583.75   | 0.29%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lessen, Inc.                                 | Lessen, Inc.                                                              | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1317808 | PA      | $1215677.88   | 0.16%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     32085 | NS      | $-36226.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO Parfums Fze                             | EURO Parfums Fze, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    211460 | PA      | $213849.50    | 0.03%             | 2030-01-01      | Variable      | 11.00%                | No            |                  3 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    364000 | PA      | $549585.57    | 0.07%             | 2032-09-20      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Project Berlin                               | Project Berlin, 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3000000 | PA      | $3330579.00   | 0.43%             | 2033-01-22      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                  | Keysight Technologies, Inc.                                               | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053311.12   | 0.26%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.               | Helios Software Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1345581.44   | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                      | Eni SpA                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1350000 | PA      | $1494882.13   | 0.19%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                     | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $516253.91    | 0.07%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                        | OneMain Finance Corp.                                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5020.65      | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                      | CPPIB OVM Member US LLC, 1st Lien Term Loan                               | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197010 | PA      | $195449.86    | 0.02%             | 2031-08-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1347511.48   | 0.17%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $31398.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Sabre Corp.                                                               | CUSIP: 00CALAY60<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $4750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                                                       | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827834.03    | 0.11%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                    | Intrum AB                                                                 | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |   4280000 | PA      | $3733420.46   | 0.48%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                      | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   6100000 | PA      | $1451180.85   | 0.19%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1711000 | PA      | $-227751.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                            | Gen Digital, Inc.                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049182.00   | 0.39%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                   | Cloud Software Group, Inc.                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38282.33     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                     | Lumen Technologies, Inc.                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     20199 | NS      | $71504.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-505.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust           | British Airways Pass-Through Trust, Series 2013-1, Class A                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  17668324 | PA      | $18088829.92  | 2.31%             | 2032-12-15      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $7100.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       171 | NC      | $133568.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Financiere Mendel SAS                        | Financiere Mendel SAS, 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1687804.89   | 0.22%             | 2030-11-08      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBBA1P9<br>LEI: N/A                  | N/A              | DE               |  | US        |      -750 | NC      | $-54000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn Entertainment Financing UK plc        | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $238464.93    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                      | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1016000 | PA      | $1140173.69   | 0.15%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4246.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-11164.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Montelena                            | Envalior Deutschland Gmbh                                                 | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |    491699 | PA      | $498533.76    | 0.06%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Oceana Australian Fixed Income Trust         | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    178000 | PA      | $114302.94    | 0.01%             | 2025-08-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Altice Financing SA                          | Altice Financing SA, 1st Lien Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1184853 | PA      | $1082439.08   | 0.14%             | 2027-10-29      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                          | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    423043 | PA      | $169136.88    | 0.02%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| SoftBank Group Corp.                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    330000 | PA      | $349406.29    | 0.04%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                             | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    527000 | PA      | $504602.50    | 0.06%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                             | Paramount Global                                                          | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1095805.06   | 0.14%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    613000 | PA      | $674857.90    | 0.09%             | 2031-02-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                      | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   1018859 | PA      | $1108045.84   | 0.14%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                        | Core Scientific, Inc.                                                     | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19486.95     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Dow, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $10250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO DAC               | Palmer Square European CLO DAC, Series 2024-2X, Class A                   | CUSIP: N/A<br>LEI: 2549001Y8MR5PODEEG55       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1917611.63   | 0.24%             | 2037-10-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.           | Aston Martin Capital Holdings Ltd.                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $171837.34    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                          | Citycon Treasury BV                                                       | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    475000 | PA      | $540302.44    | 0.07%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Median BV                                    | Median BV, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1700000 | PA      | $2185070.93   | 0.28%             | 2027-10-14      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        48 | NC      | $52634.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    200000 | PA      | $-1302.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                      | Greene King Finance plc, Series B2                                        | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |    310000 | PA      | $330509.60    | 0.04%             | 2036-03-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                              | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    503325 | PA      | $315207.22    | 0.04%             | 2029-01-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                           | Seagate HDD Cayman                                                        | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   7150000 | PA      | $8069654.31   | 1.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBBA3A0<br>LEI: N/A                  | N/A              | DE               |  | US        |      2000 | NC      | $21000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | EVgo, Inc.                                                                | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |      7796 | NS      | $1559.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                              | Open Text Corp.                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4114097.64   | 0.53%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                           | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       879 | NS      | $5343.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                       | XHR LP                                                                    | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15039.37     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wittur Holding GmbH                          | Wittur Holding GmbH, Facility 1st Lien Term Loan B                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1477283 | PA      | $1425304.00   | 0.18%             | 2028-09-29      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                    | Park River Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     90238 | PA      | $84738.66     | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL             | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    208000 | PA      | $236127.63    | 0.03%             | 2028-07-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                          | American Airlines Group, Inc.                                             | CUSIP: 00PBJQSZ5<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $7750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                          | Iron Mountain, Inc.                                                       | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2567760.00   | 0.33%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RRE 19 Loan Management DAC                   | RRE 19 Loan Management DAC, Series 19X, Class A1                          | CUSIP: N/A<br>LEI: 254900RQVMUR7JSWUL38       | Long             | ABS-CBDO         | CORP              | IE        |    936000 | PA      | $1061239.24   | 0.14%             | 2037-07-15      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                    | Champions Financing, Inc., 1st Lien Term Loan                             | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        18 | PA      | $16.31        | 0.00%             | 2029-02-06      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5599 | NS      | $1287.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                   | Cubic Corp., 1st Lien Term Loan C                                         | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    167707 | PA      | $92260.80     | 0.01%             | 2028-05-25      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $28732.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                     | Algoma Steel Group, Inc.                                                  | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     15539 | NS      | $79481.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    270000 | PA      | $-3850.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                   | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1754873.75   | 0.22%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    993500 | PA      | $-9331.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $20777.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    666667 | PA      | $4967.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $114315.89    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                      | Level 3 Financing, Inc.                                                   | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2235000.00   | 0.29%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. IV LLC     | CoreWeave Compute Acquisition Co. IV LLC, Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1560000 | PA      | $1540500.01   | 0.20%             | 2029-05-16      | Variable      | 10.29%                | No            |                  3 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $240.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                         | Ashton Woods USA LLC                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23130.75     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                           | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    544000 | PA      | $616814.56    | 0.08%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                             | Transocean, Inc.                                                          | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     78000 | PA      | $62887.55     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                          | Sirius XM Radio LLC                                                       | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |  -1000000 | PA      | $-973631.40   | -0.12%            | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBKL787<br>LEI: N/A                  | N/A              | DE               |  | US        |      -200 | NC      | $-4400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-41679.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38006.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    636610 | PA      | $-2832.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                      | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2500000 | PA      | $2839205.31   | 0.36%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                            | Altar Bidco, Inc., 2nd Lien Term Loan                                     | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11511880 | PA      | $10873891.61  | 1.39%             | 2030-02-01      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.          | Flourishing Trade & Investment Ltd.                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |   7602000 | PA      | $7678020.00   | 0.98%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3605.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                  | Crown PropTech Acquisitions, Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6461 | NS      | $71200.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Euro-Schatz                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        40 | NC      | $2302.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coreweave, Inc.                              | Coreweave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4840 | NS      | $199892.00    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                               | Var Energi ASA                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |   1673000 | PA      | $2057539.53   | 0.26%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       222 | NC      | $251.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       222 | NC      | $2514.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    450000 | PA      | $-57332.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                     | Flagstar Financial, Inc.                                                  | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     23066 | NS      | $270102.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                       | Cleveland-Cliffs, Inc.                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |   -800000 | PA      | $-751588.56   | -0.10%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                       | Market Bidco Finco plc                                                    | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    767000 | PA      | $836638.19    | 0.11%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                         | Redstone Holdco 2 LP, 1st Lien Term Loan                                  | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4690065 | PA      | $2490424.71   | 0.32%             | 2028-04-27      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $22357.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                       | Mineral Resources Ltd.                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $16351.27     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                     | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1019565.00   | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    602875 | PA      | $602875.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adler Financing SARL                         | ADLER Financing SARL, Series 1L                                           | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B2                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1262626 | PA      | $1429178.66   | 0.18%             | 2030-02-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.      | Brookfield Residential Properties, Inc.                                   | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     63000 | PA      | $56076.64     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco SARL                          | Chrysaor Bidco SARL, Facility 1st Lien Term Loan B                        | CUSIP: L1588MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1862088 | PA      | $2107483.92   | 0.27%             | 2031-10-31      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     38747 | NS      | $58895.12     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Intrum AB                                    | Intrum AB                                                                 | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |   4000000 | PA      | $314520.72    | 0.04%             | 2026-09-09      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                    | Zayo Group Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     91888 | PA      | $85259.20     | 0.01%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                           | AMC Networks, Inc.                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $141363.84    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $3023.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                            | Weekley Homes LLC                                                         | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    149000 | PA      | $139359.39    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                | ION Trading Technologies SARL                                             | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $476813.71    | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $-5623.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.             | Fantasia Holdings Group Co. Ltd.                                          | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $5000.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INEOS Finance plc                            | INEOS Finance plc                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108611.99    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc        | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    612000 | PA      | $729702.67    | 0.09%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freed Hotels & Resorts                       | Resort Communities LoanCo. LP                                             | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2481974 | PA      | $2469564.13   | 0.32%             | 2028-11-21      | Variable      | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    369000 | PA      | $17952.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                               | ADLER Group SA                                                            | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |    983215 | NS      | $11.14        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palomino Funding Trust I                     | Palomino Funding Trust I                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10850000 | PA      | $11449705.00  | 1.46%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    712000 | PA      | $86572.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $24006.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                       | SES SA                                                                    | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    868000 | PA      | $917061.06    | 0.12%             | 2054-09-12      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                               | SK Hynix, Inc.                                                            | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2019100.00   | 0.26%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.              | First Citizens BancShares, Inc., Class A                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        52 | NS      | $92515.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiber Midco SpA                              | Fiber Midco SpA                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    561000 | PA      | $583475.62    | 0.07%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Natural Foods                                | Natra SA                                                                  | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |    698400 | PA      | $791182.44    | 0.10%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 00PBBA8N7<br>LEI: N/A                  | N/A              | DE               |  | US        |      -650 | NC      | $-312000.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | FedEx Corp.                                                               | CUSIP: 00PBVS004<br>LEI: N/A                  | N/A              | DE               |  | US        |      -200 | NC      | $-16600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Park Intermediate Holdings LLC               | Park Intermediate Holdings LLC                                            | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99233.82     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                          | Aimbridge Topco LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6349 | NS      | $349185.65    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-2445.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $-3621.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                | Veritas, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11940 | NS      | $244778.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                  | Thames Water Utilities Ltd.                                               | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |     12825 | PA      | $14314.45     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -342 | NC      | $-143738.27   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                         | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                  | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3548000 | PA      | $1113185.00   | 0.14%             | 2029-04-27      | Variable      | 12.30%                | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                           | Viper Energy, Inc., Class A                                               | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1212 | NS      | $48879.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau CLO XII DAC                          | Tikehau CLO XII DAC, Series 12X, Class A                                  | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1926803.30   | 0.25%             | 2038-10-20      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Altice France SA                             | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    962000 | PA      | $879040.07    | 0.11%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                            | NatWest Group plc                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    700000 | PA      | $895555.74    | 0.11%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | New York Community Bancorp, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NS      | $100317.28    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     80000 | PA      | $1261.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                             | Paramount Global, Class B                                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     22500 | NS      | $264150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX HoldCo Spain SL                          | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1705638 | PA      | $1913875.81   | 0.24%             | 2029-12-31      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-11914.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                           | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35000 | NS      | $212802.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                         | Ashton Woods USA LLC                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $100840.49    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.               | Texas Capital Bancshares, Inc.                                            | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    179000 | PA      | $170284.30    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                 | Danaos Corp.                                                              | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   1185000 | PA      | $1200324.42   | 0.15%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                      | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   1681056 | PA      | $1904384.29   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co.               | Southern California Edison Co.                                            | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047287.60   | 0.64%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    878000 | PA      | $25884.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                           | Pinewood Finco plc                                                        | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |   2004000 | PA      | $2656896.42   | 0.34%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -366 | NC      | $-339576.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    545455 | PA      | $5785.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       650 | NC      | $8775.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure LLC            | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                     | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488000 | PA      | $484340.00    | 0.06%             | 2029-09-11      | Variable      | 10.30%                | No            |                  3 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    798362 | PA      | $904424.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                   | California Resources Corp.                                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       590 | NS      | $20360.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seashell Bidco SL                            | Seashell Bidco SL, Delayed Draw Facility 1st Lien Term Loan B             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    296158 | PA      | $335502.51    | 0.04%             | 2029-10-10      | Variable      | 8.88%                 | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2300000 | PA      | $-18188.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                 | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |   1215000 | PA      | $1332588.94   | 0.17%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-488.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    545454 | PA      | $5895.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $7253.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rainbow Finco SARL                           | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2400000 | PA      | $2681455.95   | 0.34%             | 2029-02-26      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-262599.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                           | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    470000 | PA      | $562522.33    | 0.07%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HawkEye 360, Inc.                            | HawkEye 360, Inc., Series D1                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     34579 | NS      | $429816.97    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| First Citizens BancShares, Inc.              | First Citizens BancShares, Inc.                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    353000 | PA      | $336543.39    | 0.04%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                 | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    858000 | PA      | $861373.37    | 0.11%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                      | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    612625 | PA      | $612625.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Lightning eMotors, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17391 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zayo Group Holdings, Inc.                    | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32234.69     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3004000 | PA      | $-23278.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)             | Unique Pub Finance Co. plc (The), Series N                                | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |   2080000 | PA      | $2894703.38   | 0.37%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $67195.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                        | Arcano Euro CLO I DAC, Series 1X, Class A                                 | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |   2220000 | PA      | $2504889.68   | 0.32%             | 2039-04-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46632.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1776481.07  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                | Tenneco, Inc.                                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    128000 | PA      | $122280.17    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38250.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                        | AAR Escrow Issuer LLC                                                     | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1780187.40   | 0.23%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                              | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    545012 | PA      | $153965.86    | 0.02%             | 2030-01-24      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                       | First Brands Group LLC, 1st Lien Term Loan                                | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2578148 | PA      | $2723510.97   | 0.35%             | 2027-03-30      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    378000 | PA      | $5299.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIS Group Ltd.                               | EIS Group Ltd., 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |    584060 | PA      | $554857.00    | 0.07%             | 2028-07-10      | Variable      | 11.32%                | No            |                  3 | On Loan: No      |
| BlackRock Liquidity Funds                    | BlackRock Liquidity Funds, T-Fund, Institutional Class                    | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 101091254 | NS      | $101091253.70 | 12.90%            |  |  |  | No            |                  1 | On Loan: No      |
| AthenaHealth Group, Inc.                     | AthenaHealth Group, Inc.                                                  | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-621303.38   | -0.08%            | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                          | Maverick Gaming LLC, 1st Lien Term Loan                                   | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115080 | PA      | $103571.66    | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  3 | On Loan: No      |
| Coreweave, Inc.                              | Coreweave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    430000 | NS      | $537500.00    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Fibercop SpA                                 | Fibercop SpA                                                              | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    406000 | PA      | $374929.51    | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2212000 | PA      | $-23859.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                           | Pitney Bowes, Inc., 1st Lien Term Loan B                                  | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5250000 | PA      | $5153767.50   | 0.66%             | 2032-03-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.             | Screaming Eagle Acquistion Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20000 | NS      | $146200.00    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                   | RRE 18 Loan Management DAC, Series 18X, Class A1                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2269957.02   | 0.29%             | 2039-04-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       183 | NC      | $72870.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                  | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4038 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $8606.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                               | Edge Finco plc                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |   1486000 | PA      | $2008612.79   | 0.26%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $46760.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.           | Aston Martin Capital Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |   2248000 | PA      | $2630258.83   | 0.34%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    833946 | PA      | $833945.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Corp.                                 | Sonder Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    176453 | PA      | $144691.09    | 0.02%             | 2027-12-10      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| VeriFone Systems, Inc.                       | VeriFone Systems, Inc., 1st Lien Term Loan                                | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5525492 | PA      | $4887739.47   | 0.62%             | 2028-08-18      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC              | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class A                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   2960000 | PA      | $3353236.00   | 0.43%             | 2039-04-16      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    126750 | PA      | $126750.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   8240000 | PA      | $105557.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1071.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                 | ING Groep NV                                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    725000 | PA      | $719562.50    | 0.09%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -8240000 | PA      | $-79897.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                             | Gray Media, Inc.                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052964.00   | 0.26%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| California Resources Corp.                   | California Resources Corp.                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46716.89     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $40699.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                            | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    916000 | PA      | $1037682.30   | 0.13%             | 2030-07-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $5917.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC           | Wildfire Intermediate Holdings LLC                                        | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42090.00     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                       | Boxer Parent Co., Inc., 1st Lien Term Loan                                | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2388000 | PA      | $2676326.72   | 0.34%             | 2031-07-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                 | Genesys Cloud Services, Inc., 1st Lien Term Loan                          | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191062 | PA      | $188236.35    | 0.02%             | 2032-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                                                   | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1924537.02   | 0.25%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Stena International SA                       | Stena International SA                                                    | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |   4464000 | PA      | $4406330.92   | 0.56%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                   | CommScope Technologies LLC                                                | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Short            | DBT              | CORP              | US        |   -900000 | PA      | $-783198.65   | -0.10%            | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                           | Seagate HDD Cayman                                                        | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   7500000 | PA      | $8041417.50   | 1.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC           | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $2920498.28   | 0.37%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1155.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $3337.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Informatica, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $13750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belron Finance US LLC                        | Belron Finance US LLC, 1st Lien Term Loan                                 | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1687108 | PA      | $1903537.99   | 0.24%             | 2031-10-16      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Coreweave, Inc.                              | Coreweave, Inc., Class A                                                  | CUSIP: 21873S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $91107.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $7568.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                           | Cervantes Bidco SL, 1st Lien Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1926998 | PA      | $2183458.12   | 0.28%             | 2031-10-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-89826.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                    | Arini European CLO II DAC, Series 2X, Class A                             | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1700124.64   | 0.22%             | 2038-04-15      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                  | SCIL IV LLC                                                               | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1454436.66   | 0.19%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1415604.83   | 0.18%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                  | Webuild SpA                                                               | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |   -990000 | PA      | $-1125962.73  | -0.14%            | 2027-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2714.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                           | Chemours Co. (The), 1st Lien Term Loan B3                                 | CUSIP: 16384YAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2600000 | PA      | $2892039.17   | 0.37%             | 2028-08-18      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $45.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cubic Corp.                                  | Cubic Corp., 1st Lien Term Loan B                                         | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    824561 | PA      | $453615.62    | 0.06%             | 2028-05-25      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Travelport Finance                           | Travelport Technology Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        70 | NS      | $170326.80    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Xerox Holdings Corp.                         | Xerox Holdings Corp.                                                      | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |  -1000000 | PA      | $-640614.90   | -0.08%            | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                  | Thames Water Utilities Ltd., Series 144.                                  | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |       750 | PA      | $837.11       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                              | Duomo Bidco SpA                                                           | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    926000 | PA      | $1048716.98   | 0.13%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                  | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3207 | NS      | $86781.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                             | GoTo Group, Inc.                                                          | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1013730 | PA      | $881945.10    | 0.11%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23975 | NS      | $94221.75     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bubbles Bidco SpA                            | Bubbles Bidco SpA                                                         | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |   1012000 | PA      | $1140138.76   | 0.15%             | 2031-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                      | Titanium 2l Bondco SARL                                                   | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |   6435600 | PA      | $2171678.38   | 0.28%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG   | DEMIRE Deutsche Mittelstand Real Estate AG                                | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |   1440000 | PA      | $1520824.53   | 0.19%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                  | Midwest Gaming Borrower LLC                                               | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $72692.48     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL        | Telenet Finance Luxembourg Notes SARL                                     | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1755351.00   | 0.22%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                            | Avoca CLO XIV DAC, Series 14X, Class SUB                                  | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $814462.51    | 0.10%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                   | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    528318 | PA      | $521592.27    | 0.07%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                            | Motion Bondco DAC                                                         | CUSIP: N/A<br>LEI: 635400KFD3IETNQLA755       | Short            | DBT              | CORP              | IE        |   -970000 | PA      | $-1031559.05  | -0.13%            | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian                        | La Financiere Atalian                                                     | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   2889970 | PA      | $1316852.81   | 0.17%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                        | BofA Securities, Inc.                                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   3718750 | PA      | $3718750.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-900.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                        | DIRECTV Financing LLC, 1st Lien Term Loan B                               | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174600 | PA      | $161407.22    | 0.02%             | 2031-02-17      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |     97947 | PA      | $110959.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1474000 | PA      | $-48441.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -4451000 | PA      | $-12798.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Service King Midas International                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       580 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Horizon Corp.                          | First Horizon Corp.                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1645 | NS      | $29741.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                      | Level 3 Financing, Inc.                                                   | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    105853 | PA      | $105588.37    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                         | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1083000 | PA      | $1211540.59   | 0.15%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    124695 | PA      | $21261.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $8386.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $7016.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     -5000 | NS      | $-1150.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                     | Nexi SpA                                                                  | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |   2400000 | PA      | $2462929.92   | 0.31%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                                             | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5404660.19   | 0.69%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                     | Global Switch Finance BV                                                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |   1636000 | PA      | $1749370.08   | 0.22%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBBA385<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $7500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobian Finance BV                            | Nobian Finance BV, 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2019231 | PA      | $2246333.96   | 0.29%             | 2029-07-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $20349.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                           | Palladyne AI Corp.                                                        | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $5204.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobian Finance BV                            | Nobian Finance BV, 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2210526 | PA      | $2439085.32   | 0.31%             | 2030-07-31      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                     | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $672347.15    | 0.09%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-28415.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                         | Xerox Holdings Corp.                                                      | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $320307.45    | 0.04%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                           | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    678000 | PA      | $768750.50    | 0.10%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                           | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1286 | NS      | $8230.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1082000 | PA      | $23270.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldstory SAS                                | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    759000 | PA      | $880254.19    | 0.11%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                     | Service Properties Trust                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    263000 | PA      | $254114.55    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                            | Playstudios, Inc., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13275 | NS      | $16859.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                         | Flutter Treasury DAC                                                      | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2250000 | PA      | $2298980.25   | 0.29%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                             | GoTo Group, Inc., 1st Lien Term Loan                                      | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    697065 | PA      | $629449.52    | 0.08%             | 2028-04-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                 | B&M European Value Retail SA                                              | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    448000 | PA      | $583230.82    | 0.07%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $16216.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                      | J&J Ventures Gaming LLC, 1st Lien Term Loan                               | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    317340 | PA      | $302167.97    | 0.04%             | 2030-04-26      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                              | Sigma HoldCo BV, Facility 1st Lien Term Loan B13                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2500000 | PA      | $2807343.91   | 0.36%             | 2028-01-03      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA       | IMA Industria Macchine Automatiche SpA                                    | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |   1132000 | PA      | $1280031.74   | 0.16%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    964000 | PA      | $-3715.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                             | TUI Cruises GmbH                                                          | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |     85423 | PA      | $96675.19     | 0.01%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                         | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                       | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3000000 | PA      | $3045950.44   | 0.39%             | 2026-02-12      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    473000 | PA      | $462897.43    | 0.06%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                   | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -5000000 | PA      | $-3768817.05  | -0.48%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                    | United States Steel Corp.                                                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      3866 | NS      | $168982.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                        | ECL Entertainment LLC, Facility 1st Lien Term Loan B                      | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488141 | PA      | $483259.87    | 0.06%             | 2030-08-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2300000 | PA      | $27718.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                  | Rogers Communications, Inc., Series NC5                                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $1022577.87   | 0.13%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    600000 | PA      | $-39866.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3419.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                             | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   6493000 | PA      | $6184582.50   | 0.79%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                            | FNZ NZ Finco Ltd., 1st Lien Term Loan                                     | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |   3000000 | PA      | $3738223.50   | 0.48%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| Webuild SpA                                  | Webuild SpA                                                               | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Short            | DBT              | CORP              | IT        |   -920000 | PA      | $-1131691.55  | -0.14%            | 2028-09-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                  | NN Group NV                                                               | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    925000 | PA      | $995300.18    | 0.13%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $13588.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $1554.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA, Series TMO                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1162604 | PA      | $1238691.11   | 0.16%             | 2173-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC         | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012588.00   | 0.38%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury Long Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        32 | NC      | $-23047.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                     | Boost Newco Borrower LLC                                                  | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2110512.00   | 0.27%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23535.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                              | ConnectWise LLC, 1st Lien Term Loan                                       | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177598 | PA      | $177006.86    | 0.02%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                        | Heathrow Funding Ltd.                                                     | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    930000 | PA      | $1236131.43   | 0.16%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                              | Wolfspeed, Inc.                                                           | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    900000 | PA      | $645300.00    | 0.08%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | iShares Russell 2000 ETF                                                  | CUSIP: 00PBKL7B0<br>LEI: N/A                  | N/A              | DE               |  | US        |       200 | NC      | $18100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-14967.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $14656.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | STOXX Europe 600 Auto & Parts                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        34 | NC      | $2888.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itelyum Regeneration Spa                     | Itelyum Regeneration Spa                                                  | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    409000 | PA      | $459918.56    | 0.06%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $17944.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Kemble Finance plc              | Thames Water Kemble Finance plc                                           | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |    432000 | PA      | $2878.63      | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atos SE                                      | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   3674073 | PA      | $3027981.30   | 0.39%             | 2030-12-17      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings, Inc.                | Ascensus Group Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2357 | PA      | $2342.02      | 0.00%             | 2028-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                          | American Airlines Group, Inc.                                             | CUSIP: 00PBJQSY8<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $2250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.    | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan             | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    240779 | PA      | $239425.60    | 0.03%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| New Topco Stapled                            | New TOPCO                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59462 | NS      | $0.67         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eagle Bidco Ltd.                             | Eagle Bidco Ltd., Facility 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1217000 | PA      | $1365898.10   | 0.17%             | 2028-03-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                     | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   9012000 | PA      | $9975441.83   | 1.27%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                | Veritas, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17298 | NS      | $397850.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                  | Clover Holdings SPV III LLC, 1st Lien Term Loan                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    591126 | PA      | $576347.87    | 0.07%             | 2027-12-09      | Variable      | 15.00%                | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    574000 | PA      | $4607.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                  | Rogers Communications, Inc.                                               | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3487310.44   | 0.45%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freewire Equity                              | FreeWire Technologies, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cap Hill Brands                              | Cap Hill Brands, Class E                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    506652 | NS      | $40532.16     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MasOrange Holdco Ltd.                        | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2389418 | PA      | $2674153.41   | 0.34%             | 2031-03-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.    | Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class A1RR     | CUSIP: 14310BAU5<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | KY        |      1825 | PA      | $1823.83      | 0.00%             | 2030-08-14      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1918.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                     | WESCO Distribution, Inc.                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266605.00   | 0.16%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HNG Hospitality offshore LP                  | HNG Hospitality offshore LP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    723000 | NS      | $607320.00    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mobico Group plc                             | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123225.44    | 0.02%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Flexsys Holdings, Inc.                       | Eastman Chemical, 1st Lien Term Loan                                      | CUSIP: 33939NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169750 | PA      | $91240.63     | 0.01%             | 2028-11-01      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    719000 | PA      | $719000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | HomeToGo SE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |     71516 | NS      | $81.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp.                         | Select Medical Corp.                                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116175.57    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                             | CCO Holdings LLC                                                          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-613622.85   | -0.08%            | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                      | Metrocentre Finance plc                                                   | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |    649703 | PA      | $477444.20    | 0.06%             | 2025-12-05      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                      | Summer BC Holdco B SARL                                                   | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    619000 | PA      | $689833.31    | 0.09%             | 2030-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.              | Transocean Titan Financing Ltd.                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     69667 | PA      | $69015.42     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                      | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    976250 | PA      | $976250.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                       | CD&R Firefly Bidco plc, 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1575000 | PA      | $2068839.83   | 0.26%             | 2029-04-30      | Variable      | 9.94%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-65066.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1001593 | PA      | $1134654.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Latch, Inc.                                                               | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      6894 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10188.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                | SM Energy Co.                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9336.29      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $7226.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                    | MGM Resorts International                                                 | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |  -1600000 | PA      | $-1592760.48  | -0.20%            | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                | WOM Mobile SA                                                             | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |    133144 | PA      | $134475.44    | 0.02%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                             | NCR Atleos Corp.                                                          | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7262149.50   | 0.93%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                      | Lionsgate Studios Corp.                                                   | CUSIP: 53626M104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     67500 | NS      | $493425.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Retail Holdings LLC                   | Macy's Retail Holdings LLC                                                | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2370777.25   | 0.30%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 30-Year Bond                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        75 | NC      | $5859.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |   4255034 | NS      | $131192.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                     | Irca SpA                                                                  | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |   1031000 | PA      | $1162128.51   | 0.15%             | 2029-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                          | Erste Group Bank AG                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Short            | DBT              | CORP              | AT        |  -3600000 | PA      | $-3857944.24  | -0.49%            | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                        | California Buyer Ltd.                                                     | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1181292.12   | 0.15%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $73.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                          | Ardonagh Finco Ltd.                                                       | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |   2070000 | PA      | $2372817.15   | 0.30%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 2-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        85 | NC      | $67380.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC               | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class A                       | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2273194.48   | 0.29%             | 2037-05-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                   | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    931000 | PA      | $1158322.34   | 0.15%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                           | DISH Network Corp.                                                        | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    226000 | PA      | $203400.02    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72612 | PA      | $71159.79     | 0.01%             | 2030-03-11      | Variable      | 11.94%                | No            |                  3 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC               | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class AR                  | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |   2590000 | PA      | $2912216.73   | 0.37%             | 2038-02-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                        | Deutsche Lufthansa AG                                                     | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1000560.31   | 0.13%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                          | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 00PBBA369<br>LEI: N/A                  | N/A              | DE               |  | US        |     -2000 | NC      | $-80000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Investment Corp.                      | Diageo Investment Corp.                                                   | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1353319.95   | 0.17%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-13307.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Palladyne AI Corp.                                                        | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |     20304 | NS      | $4667.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                           | Genius Sports Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     15585 | NS      | $168162.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Market Bidco Ltd.                            | Market Bidco Ltd., Facility 1st Lien Term Loan B3                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1800000 | PA      | $1974142.93   | 0.25%             | 2030-11-04      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1320000 | PA      | $-12143.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.               | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B             | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1410105 | PA      | $1439195.30   | 0.18%             | 2029-04-03      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                  | First Quantum Minerals Ltd.                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3544000 | PA      | $3725630.00   | 0.48%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                     | William Carter Co. (The)                                                  | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6815.03      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Preem Holdings AB                            | Preem Holdings AB                                                         | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |    810400 | PA      | $958164.55    | 0.12%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Project Montage                              | Project Montage, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    337523 | PA      | $332054.90    | 0.04%             | 2029-02-16      | Variable      | 10.49%                | No            |                  3 | On Loan: No      |
| Elior Group SA                               | Elior Group SA                                                            | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |   1252000 | PA      | $1436057.30   | 0.18%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                | Fedrigoni SpA                                                             | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $668592.66    | 0.09%             | 2030-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Cidron Aida Finco SARL                       | Cidron Aida Finco SARL                                                    | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    595000 | PA      | $785041.01    | 0.10%             | 2031-10-27      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                      | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  22800000 | PA      | $5424085.80   | 0.69%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                  | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    850000 | PA      | $1109495.67   | 0.14%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC         | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401417.60    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                      | Civitas Resources, Inc.                                                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96126.86     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                         | IHO Verwaltungs GmbH, Series MAR                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |   1395000 | PA      | $1628723.23   | 0.21%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       125 | NC      | $62500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                       | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    236531 | PA      | $236531.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Microchip Technology, Inc.                                                | CUSIP: 00CBC20T3<br>LEI: N/A                  | N/A              | DE               |  | US        |       650 | NC      | $58500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldstory SAS                                | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    529000 | PA      | $599277.65    | 0.08%             | 2030-02-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                  | Goldman Sachs International                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | RA               | CORP              | GB        |   1111622 | PA      | $1259301.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                        | Flowco Holdings, Inc., Class A                                            | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6295 | NS      | $121619.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                | Nidda Healthcare Holding GmbH, Series R*GS                                | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    887000 | PA      | $1001321.02   | 0.13%             | 2030-10-23      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13220.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81844 | PA      | $81434.59     | 0.01%             | 2030-03-11      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    510000 | PA      | $-59146.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                       | Nova Alexandre III SAS                                                    | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |    469000 | PA      | $536311.56    | 0.07%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                           | Seagate HDD Cayman                                                        | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1269000 | PA      | $1357461.99   | 0.17%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $22302.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    181760 | PA      | $30986.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-476.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    970000 | PA      | $-82384.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Real Estate GmbH                       | ADLER Real Estate GmbH                                                    | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $552919.73    | 0.07%             | 2026-04-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings 1, Inc.          | Lions Gate Capital Holdings 1, Inc.                                       | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17535000 | PA      | $15825337.50  | 2.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH       | Techem Verwaltungsgesellschaft 674 mbH                                    | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |    635660 | PA      | $718343.24    | 0.09%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                          | PBF Holding Co. LLC                                                       | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -329000 | PA      | $-290276.83   | -0.04%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-164763.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                        | Sonder Holdings, Inc., Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6302 | NS      | $13863.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $38606.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc           | BCP V Modular Services Finance plc                                        | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    392000 | PA      | $398672.44    | 0.05%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                           | Banco Santander SA                                                        | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |   -800000 | PA      | $-813045.54   | -0.10%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                            | Henley CLO Xi DAC, Series 11X, Class A                                    | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |   2040000 | PA      | $2299016.15   | 0.29%             | 2039-04-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                     | Neogen Food Safety Corp.                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3466571.49   | 0.44%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                             | Transocean, Inc.                                                          | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | KY        |  -1000000 | PA      | $-773039.10   | -0.10%            | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9354079.06  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | ETRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |    200000 | PA      | $-21907.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                  | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11148 | NS      | $14938.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                          | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $3000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC, 1st Lien Term Loan B5                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     46301 | PA      | $44532.29     | 0.01%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    692286 | PA      | $784255.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                | Truist Insurance Holdings LLC, 1st Lien Term Loan B                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191685 | PA      | $189369.92    | 0.02%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                    | IREN Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |      6349 | NS      | $38792.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kapla Holding SAS                            | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    891000 | PA      | $1008909.89   | 0.13%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                      | Civitas Resources, Inc.                                                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17348.36     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                             | Tele Columbus AG, Facility 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   3194166 | PA      | $2759114.97   | 0.35%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                      | Civitas Resources, Inc.                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75647.99     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $19318.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | U.S. Treasury 5-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       105 | NC      | $132556.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $9651.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                          | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $28306.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer