# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0002071691-26-015410
**Filing Date:** 2026-6
**Character Count:** 316408
**Document Hash:** dae1003d6af84bf5f45d90b68d95cdca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015410.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015410

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23341
- **FILM NUMBER:** 261124671

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $882224932.13

**Total Liabilities:** $79916388.91

**Net Assets:** $802308543.22

**Cash Not Reported:** $5792932.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18633.37000000 | **1-Year:** 6778.24000000 | **5-Year:** 24746.68000000 | **10-Year:** 14076.35000000 | **30-Year:** 0.00000000

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

- **3-Month:** 10131.16000000 | **1-Year:** 11728.92000000 | **5-Year:** 91336.83000000 | **10-Year:** 863.25000000 | **30-Year:** 8827.14000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202324 | 0.00%                | -0.88%               | 1.00%                |
| Class ID C000202325 | 0.11%                | -0.99%               | 0.88%                |
| Class ID C000202326 | 0.11%                | -0.88%               | 1.00%                |
| Class ID C000202327 | 0.11%                | -0.88%               | 1.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $530301.84               | $-4754490.76                               |
| Month 2  | $-5421999.99             | $-13763350.90                              |
| Month 3  | $406137.59               | $9648508.37                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMC Global Media, Inc.                                     | AMC Global Media, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1286 | NS      | $10918.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Global Media, Inc.                                     | AMC Global Media, Inc.                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    157000 | PA      | $137873.90    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Global Media, Inc.                                     | AMC Global Media, Inc.                                                    | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35955.00     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | 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      | $1791436.07   | 0.22%             | 2029-03-15      | Fixed         | 6.75%                 | 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      | $10537159.94  | 1.31%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                   | Algoma Steel Group, Inc.                                                  | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     15539 | NS      | $72567.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                | Allied Universal Holdco LLC                                               | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1365285.81   | 0.17%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3                                        | Altice France Lux 3                                                       | CUSIP: 020956AA6<br>LEI: N/A                  | Short            | DBT              | CORP              | LU        |   -900000 | PA      | $-890215.00   | -0.11%            | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                 | Amneal Pharmaceuticals LLC                                                | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2077076.00   | 0.26%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                            | Ardagh Group SA                                                           | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    352000 | PA      | $315884.80    | 0.04%             | 2030-12-01      | Variable      | 12.00%                | 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      | $23929.19     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | 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      | $104730.62    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                | Asurion LLC                                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1740285.27   | 0.22%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                         | Aston Martin Capital Holdings Ltd.                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $160567.00    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | Aurora Innovation, Inc.                                                   | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |       529 | NS      | $150.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya LLC                                                  | Avaya LLC                                                                 | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $22281.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                  | Axalta Coating Systems Dutch Holding B BV                                 | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4153556.40   | 0.52%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                   | Azule Energy Finance plc                                                  | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $941440.50    | 0.12%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                         | Banco Bilbao Vizcaya Argentaria SA                                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Short            | DBT              | CORP              | ES        |  -2000000 | PA      | $-2116820.00  | -0.26%            | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                        | Bausch + Lomb Corp.                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5678750.00   | 0.71%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872214.70    | 0.11%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                       | Beignet Investor LLC                                                      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10327411.50  | 1.29%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                  | BlackRock Liquidity Funds, T-Fund, Institutional Class                    | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 131483978 | NS      | $131483977.99 | 16.39%            |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                              | SM Energy Co.                                                             | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98918.94     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                            | Breakwater Energy Holdings SARL                                           | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |   1225000 | PA      | $1304606.63   | 0.16%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                    | Brookfield Residential Properties, Inc.                                   | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     63000 | PA      | $60680.03     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -1500000 | PA      | $-1317236.40  | -0.16%            | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8058.87      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1285396.17   | 0.16%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                             | Community Health Systems, Inc.                                            | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    310000 | PA      | $332936.59    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                             | Community Health Systems, Inc.                                            | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1701826.90   | 0.21%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168708.92    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162657.92    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143217.38    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | 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      | $3983984.40   | 0.50%             | 2027-02-15      | Floating      | 7.09%                 | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                   | CACI International, Inc.                                                  | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    856000 | PA      | $875733.58    | 0.11%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3207 | NS      | $89154.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                 | California Resources Corp.                                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       590 | NS      | $40273.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-37466.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3650000 | PA      | $-69238.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    376586 | PA      | $41786.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    124695 | PA      | $13205.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    181760 | PA      | $19243.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    248184 | PA      | $26656.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    800000 | PA      | $74660.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    942000 | PA      | $88711.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5250000 | PA      | $-99538.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    830000 | PA      | $252257.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    510000 | PA      | $-47032.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-46134.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $-29010.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    450000 | PA      | $-44693.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-70933.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    600000 | PA      | $-30462.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-122518.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $-4544.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-193374.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    775330 | PA      | $-26888.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-92219.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    200000 | PA      | $-2647.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                            | Citigroup, Inc.                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       322 | NS      | $41209.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                              | SM Energy Co.                                                             | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19039.95     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    200000 | PA      | $-4972.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-37752.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    712000 | PA      | $90317.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    712000 | PA      | $8084.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                       | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Short            | DBT              | CORP              | US        |   -550000 | PA      | $-551012.00   | -0.07%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                       | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041148.00   | 0.13%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                       | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1654022.69   | 0.21%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                 | Cloud Software Group, Inc.                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37311.64     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                      | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34478.39     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $755.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $1802.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $739.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    250000 | PA      | $10354.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  11159000 | PA      | $596476.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3157000 | PA      | $208526.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                         | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       879 | NS      | $5352.09      | 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      | $14492.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW Look Retailers                                         | NEW Look Retailers                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   5436112 | NS      | $73.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     80000 | PA      | $-170.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $-919.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-37792.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $35556.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $127068.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-36628.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    323629 | PA      | $16905.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    498000 | PA      | $21210.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    831000 | PA      | $46834.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    889500 | PA      | $31889.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    332000 | PA      | $7267.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2340000 | PA      | $78347.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc., Class A                                                  | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |      2794 | NS      | $311810.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4050433.56   | 0.50%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153885.95    | 0.02%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                      | Core Scientific, Inc.                                                     | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $28520.00     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    650000 | PA      | $-8723.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                 | Coty, Inc.                                                                | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2918538.90   | 0.36%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-17295.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                      | Reworld Holding Corp.                                                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30584.16     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $20872.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $9233.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $14205.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $23418.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $23211.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $-9665.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-19330.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $-37776.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2650000 | PA      | $27671.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $6269.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $18655.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $3812.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $4955.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    878000 | PA      | $47780.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  14114000 | PA      | $153628.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1060000 | PA      | $50540.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-12790.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1300000 | PA      | $-20379.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $5120.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-28877.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-5292.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-3955.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    695000 | PA      | $-4987.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    624000 | PA      | $-11987.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1257000 | PA      | $-7666.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    535000 | PA      | $12720.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    680000 | PA      | $4488.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    322000 | PA      | $-6097.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       211 | NC      | $37806.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       315 | NC      | $22785.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      -315 | NC      | $-5056.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      -211 | NC      | $-16068.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    400000 | PA      | $-7119.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    760000 | PA      | $14822.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4500000 | PA      | $-33308.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  11070000 | PA      | $-81938.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-14291.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $38726.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2500000 | PA      | $24204.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-14291.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-10112.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-10112.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $5851.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1650000 | PA      | $9655.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    200000 | PA      | $-11236.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    705000 | PA      | $-26790.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-79403.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1621000 | PA      | $-16994.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3243000 | PA      | $-27618.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3287000 | PA      | $-102142.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2788000 | PA      | $-10273.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1658000 | PA      | $-58706.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2460000 | PA      | $-76272.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3243000 | PA      | $-24424.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $7981.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $3990.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $2992.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $1296.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1658000 | PA      | $-82989.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1650000 | PA      | $49981.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $19689.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    650000 | PA      | $28076.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3350000 | PA      | $144699.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $43487.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $14495.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1348000 | PA      | $-14922.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1000000 | PA      | $33690.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    695000 | PA      | $17430.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    695000 | PA      | $22426.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                      | Walt Disney Co. (The)                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       356 | NS      | $36935.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57870.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1548450.00   | 0.19%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    695000 | PA      | $24155.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    686000 | PA      | $23176.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    695000 | PA      | $33521.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   6142000 | PA      | $-70417.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    677000 | PA      | $-3862.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $429.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $-589.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $3149.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    292000 | PA      | $-688.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $365.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    289000 | PA      | $3119.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    433000 | PA      | $144.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    479000 | PA      | $2035.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    433000 | PA      | $-1832.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp., Class A                                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       932 | NS      | $114766.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp.                                                            | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3297505.25   | 0.41%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp.                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5428762.05   | 0.68%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                   | EquipmentShare.com, Inc.                                                  | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4146976.00   | 0.52%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EVgo, Inc.                                                                | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |      7796 | NS      | $97.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       552 | NS      | $28019.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                            | First Citizens BancShares, Inc., Class A                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        80 | NS      | $158705.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                            | First Citizens BancShares, Inc.                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    271000 | PA      | $266036.69    | 0.03%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                        | First Horizon Corp.                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1645 | NS      | $41059.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flash Compute LLC                                          | Flash Compute LLC                                                         | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1382194.96   | 0.17%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                        | Flourishing Trade & Investment Ltd.                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |   8476235 | PA      | $8751712.64   | 1.09%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Flutter Treasury DAC                                       | Flutter Treasury DAC                                                      | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3551215.50   | 0.44%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                       | Forestar Group, Inc.                                                      | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    557000 | PA      | $552676.12    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | 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      | $3000000.00   | 0.37%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                       | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016569.00   | 0.38%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                       | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11344000 | PA      | $11605989.68  | 1.45%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                   | Full House Resorts, Inc.                                                  | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28440.28     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | 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      | $8240000.00   | 1.03%             | 2028-02-01      | Fixed         | 6.86%                 | 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      | $3610260.35   | 0.45%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                 | Genmab A/S                                                                | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $2052500.00   | 0.26%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc.                                                          | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1263730 | PA      | $966753.45    | 0.12%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc.                                                          | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1151200 | PA      | $287800.00    | 0.04%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                              | Granite Ridge Resources, Inc.                                             | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |    557000 | PA      | $541938.90    | 0.07%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                           | Gray Media, Inc.                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1911031.20   | 0.24%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                           | Gray Media, Inc.                                                          | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1069160.40   | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                        | Sabena Technics SAS                                                       | CUSIP: N/A<br>LEI: 969500IBFY3VCVJ46X47       | Long             | DBT              | CORP              | FR        |    297448 | PA      | $349100.17    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                        | Herc Holdings, Inc.                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1791522.31   | 0.22%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                       | IHO Verwaltungs GmbH                                                      | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1137323.00   | 0.14%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                          | INEOS Finance plc                                                         | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |  -1200000 | PA      | $-1185124.44  | -0.15%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18422.15     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                        | Iron Mountain, Inc.                                                       | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2554865.00   | 0.32%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                              | iShares J.P. Morgan USD Emerging Markets Bond ETF                         | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            |  | RF                | US        |    -50000 | NS      | $-4790000.00  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Ithaca Energy North Sea plc                                | Ithaca Energy North Sea plc                                               | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $836048.80    | 0.10%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                 | Janus Detroit Street Trust                                                | CUSIP: 47103U753<br>LEI: 5493003MM7OCK5UJW595 | Short            |  | RF                | US        |    -20000 | NS      | $-947400.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                      | JetBlue Airways Corp.                                                     | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Short            | DBT              | CORP              | US        |  -1200000 | PA      | $-1117642.14  | -0.14%            | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                      | Kioxia Holdings Corp.                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5149677.25   | 0.64%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                            | LGI Homes, Inc.                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79285.99     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                            | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75710.73     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $41909.95     | 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      | $-653320.49   | -0.08%            |  |  |  | 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      | $-7083.42     | -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      | $-5196103.09  | -0.65%            |  |  |  | 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      | $-5862.50     | -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      | $-3351.01     | -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      | $-854.91      | -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      | $-824.35      | -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      | $-4126.55     | -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      | $20486.78     | 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      | $-1417.44     | -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      | $14641.26     | 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      | $-427.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8910.84      | 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      | $1345.70      | 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      | $-4055.57     | -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      | $-492.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                      | Las Vegas Sands Corp.                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4058579.12   | 0.51%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                      | Las Vegas Sands Corp.                                                     | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4959436.79   | 0.62%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Latch, Inc.                                                               | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      6894 | NS      | $1.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA, Series TMO                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1162604 | PA      | $1278445.43   | 0.16%             | 2174-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Lessen LLC                                                 | Lessen LLC                                                                | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1061623 | PA      | $799295.96    | 0.10%             | 2028-01-05      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Level 3 Financing, Inc.                                    | Level 3 Financing, Inc.                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1388846.95   | 0.17%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                             | Starz Capital Holdings 1, Inc.                                            | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12221000 | PA      | $11548845.00  | 1.44%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                  | MGM Resorts International                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |  -1300000 | PA      | $-1316445.00  | -0.16%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                 | Macy's Retail Holdings LLC                                                | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2243882.48   | 0.28%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                            | Discovery Global Holdings, Inc.                                           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137827.88    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                            | Discovery Global Holdings, Inc.                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -2940000 | PA      | $-2662846.20  | -0.33%            | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                            | Discovery Global Holdings, Inc.                                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |  -1750000 | PA      | $-1248677.50  | -0.16%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                            | Discovery Global Holdings, Inc.                                           | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486615.00    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                | Maple Parent Holdings Corp.                                               | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999413.32   | 0.37%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                | Maple Parent Holdings Corp.                                               | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010354.35   | 0.62%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                   | Marvell Technology, Inc.                                                  | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001644.63   | 0.37%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                        | Mattamy Group Corp.                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $130837.04    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                               | McAfee Corp.                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |  -2980000 | PA      | $-2414558.11  | -0.30%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC, 1st Lien Term Loan B5                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     45812 | PA      | $40388.19     | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                   | Ziggo BV, Facility 1st Lien Term Loan H                                   | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   1139000 | PA      | $1317684.66   | 0.16%             | 2029-01-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                    | Meridian Arc Holdco LLC                                                   | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234946.51    | 0.03%             | 2031-04-30      | Fixed         | 6.25%                 | 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      | $75282.80     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Henley CLO I DAC                                           | Henley CLO I DAC, Series 1X, Class AR                                     | CUSIP: N/A<br>LEI: 6354005DLDMILXS72B21       | Long             | ABS-CBDO         | CORP              | IE        |   1315957 | PA      | $1544745.08   | 0.19%             | 2034-07-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                    | Mobius Merger Sub, Inc.                                                   | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $916552.80    | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                           | NCR Atleos Corp.                                                          | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7181034.75   | 0.90%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                     | Neptune Bidco US, Inc.                                                    | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2275536.35   | 0.28%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                           | Flagstar Bank NA                                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     14026 | NS      | $195943.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                        | Newell Brands, Inc.                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | DBT              | CORP              | US        |   -350000 | PA      | $-339774.17   | -0.04%            | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                        | Nexstar Media, Inc.                                                       | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259620.00   | 0.16%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                          | Gen Digital, Inc.                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4518558.00   | 0.56%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                  | OAK-Eagle Acquireco, Inc.                                                 | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1370453.33   | 0.17%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                  | OAK-Eagle Acquireco, Inc.                                                 | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1933484.78   | 0.24%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                            | ConnectWise LLC, 1st Lien Term Loan                                       | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175763 | PA      | $163083.10    | 0.02%             | 2028-09-29      | Variable      | 7.46%                 | 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      | $31348.00     | 0.00%             | 2029-11-01      | Variable      | 10.76%                | No            |                  2 | On Loan: No      |
| N/A                                                        | Offerpad Solutions, Inc.                                                  | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |     13726 | NS      | $105.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                             | Olympus Water US Holding Corp.                                            | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |  -1200000 | PA      | $-1172931.36  | -0.15%            | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                      | OneMain Finance Corp.                                                     | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |  -1400000 | PA      | $-1371197.56  | -0.17%            | 2033-03-15      | Fixed         | 6.50%                 | 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        |  10777280 | PA      | $10076756.80  | 1.26%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                            | 1261229 BC Ltd.                                                           | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1290972.50   | 0.16%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Open Text Corp.                                            | Open Text Corp.                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4090784.00   | 0.51%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                               | Fibercop SpA, Series 2034                                                 | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    206000 | PA      | $197544.75    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings, Inc.                                | Digital Room Holdings, Inc., 1st Lien Term Loan                           | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |    232320 | PA      | $224091.23    | 0.03%             | 2028-12-21      | Variable      | 9.06%                 | 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      | $-328714.26   | -0.04%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                 | Pacific Gas & Electric Co.                                                | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1028244.03   | 0.13%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                   | Palomino Funding Trust I                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10850000 | PA      | $11305264.37  | 1.41%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                   | Paramount Skydance Corp., Class B                                         | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      8792 | NS      | $90030.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Intermediate Holdings LLC                             | Park Intermediate Holdings LLC                                            | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103110.71    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                         | Pitney Bowes, Inc.                                                        | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1149386.82   | 0.14%             | 2027-03-15      | Fixed         | 6.88%                 | 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        |    939032 | PA      | $1318762.86   | 0.16%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                           | RD Michigan Property Owner I LLC                                          | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $115976.69    | 0.01%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                   | Radiology Partners, Inc.                                                  | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988560.00   | 0.25%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                            | Rand Parent LLC                                                           | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2596872.50   | 0.32%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                              | Resort Communities LoanCo. LP                                             | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2678739 | PA      | $2643647.52   | 0.33%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| RingCentral, Inc.                                          | RingCentral, Inc.                                                         | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8139243.75   | 1.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                        | Rivian Holdings LLC                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -170000 | PA      | $-169202.97   | -0.02%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                | Avaya, Inc., 1st Lien Term Loan                                           | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49653 | PA      | $43740.95     | 0.01%             | 2028-08-01      | Variable      | 11.15%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                           | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74879.34     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                           | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $956215.53    | 0.12%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                               | Sabre Financial Borrower LLC                                              | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5235241.80   | 0.65%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                          | Rain Carbon, Inc., 1st Lien Term Loan                                     | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1161913.50   | 0.14%             | 2028-10-31      | Variable      | 7.11%                 | 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        |    903750 | PA      | $904924.88    | 0.11%             | 2028-07-31      | Variable      | 13.30%                | 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      | $325183.42    | 0.04%             | 2027-08-31      | Fixed         | 12.50%                | 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        |    267000 | PA      | $192957.11    | 0.02%             | 2026-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp., 1st Lien Term Loan                                           | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2502998 | PA      | $1777128.33   | 0.22%             | 2029-11-19      | Variable      | 7.72%                 | 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        |     15618 | PA      | $9.17         | 0.00%             | 2027-03-30      | Variable      | 8.95%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | Palladyne AI Corp.                                                        | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |     20304 | NS      | $814.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                         | Palladyne AI Corp.                                                        | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $5213.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $255426.75    | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7500000 | PA      | $7838130.00   | 0.98%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1269000 | PA      | $1329249.58   | 0.17%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7150000 | PA      | $7951672.30   | 0.99%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                       | Select Medical Corp.                                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35928.02     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215499.48    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | 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      | $17.18        | 0.00%             | 2029-02-06      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc., 1st Lien Term Loan                                      | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248101 | PA      | $69999.30     | 0.01%             | 2028-04-30      | Variable      | 8.58%                 | 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        |    938125 | PA      | $763399.22    | 0.10%             | 2028-04-30      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                     | StubHub Holdco Sub LLC, 1st Lien Term Loan B                              | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    315605 | PA      | $312370.41    | 0.04%             | 2030-03-15      | Variable      | 8.40%                 | 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        |   1929109 | PA      | $1129785.38   | 0.14%             | 2028-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                        | Sirius XM Radio LLC                                                       | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |  -1200000 | PA      | $-1179950.64  | -0.15%            | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                        | Sirius XM Radio LLC                                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-604817.98   | -0.08%            | 2030-07-01      | Fixed         | 4.12%                 | 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      | $0.02         | 0.00%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                        | Solaris Energy Infrastructure, Inc., Class A                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      5509 | NS      | $406784.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                             | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                        | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157406 | PA      | $78702.87     | 0.01%             | 2028-10-25      | Variable      | 9.43%                 | No            |                  3 | 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      | $53079.37     | 0.01%             | 2028-07-10      | Variable      | 10.65%                | No            |                  3 | On Loan: No      |
| New Look Corp. Ltd.                                        | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    495518 | PA      | $67427.56     | 0.01%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| Seashell Bidco SL                                          | Seashell Bidco SL, Facility 1st Lien Term Loan B                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    221175 | PA      | $259582.04    | 0.03%             | 2029-10-10      | Variable      | 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      | $530793.73    | 0.07%             | 2028-07-10      | Variable      | 10.65%                | No            |                  3 | 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      | $1452.03      | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                | Block, Inc.                                                               | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003027.00   | 0.37%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                  | Starz Entertainment Corp.                                                 | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      1114 | NS      | $20430.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stena International SA                                     | Stena International SA                                                    | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    343000 | PA      | $348751.42    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                 | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     47000 | PA      | $18461.60     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | 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        |     94004 | PA      | $11.03        | 0.00%             | 2026-05-29      | Variable      | 4.03%                 | No            |                  3 | On Loan: No      |
| STL Holding Co. LLC                                        | STL Holding Co. LLC                                                       | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53958.84     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                          | Market Bidco Ltd., Facility 1st Lien Term Loan B3                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1165704.39   | 0.15%             | 2030-11-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Target Hospitality Corp.                                   | Target Hospitality Corp.                                                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $508.90       | 0.00%             |  |  |  | No            |                  1 | 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      | $3357650.63   | 0.42%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                             | Texas Capital Bancshares, Inc.                                            | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178935.45    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                             | Texas Capital Bancshares, Inc.                                            | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102169.46    | 0.01%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                               | McAfee Corp., 1st Lien Term Loan B1                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7431187 | PA      | $6530155.46   | 0.81%             | 2029-03-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                         | Toucan FinCo. Ltd.                                                        | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $142837.37    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                            | TransDigm, Inc.                                                           | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039910.00   | 0.25%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                         | NJJ Continental SA, Facility 1st Lien Term Loan B3                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1225532 | PA      | $1443739.43   | 0.18%             | 2032-01-26      | Variable      | 4.61%                 | 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        |    314167 | PA      | $311744.38    | 0.04%             | 2030-04-26      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                              | Transocean International Ltd.                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     36000 | PA      | $37377.94     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | 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        |    101970 | PA      | $100759.62    | 0.01%             | 2032-01-28      | Variable      | 7.65%                 | 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        |    153000 | PA      | $153123.93    | 0.02%             | 2031-02-17      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                              | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1550539 | PA      | $2004400.88   | 0.25%             | 2029-10-31      | Variable      | 9.38%                 | No            |                  3 | 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        |    369838 | PA      | $434723.13    | 0.05%             | 2031-01-16      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                    | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2601389 | PA      | $3111892.63   | 0.39%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Masorange Holdco Ltd.                                      | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2389418 | PA      | $2801900.66   | 0.35%             | 2031-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                  | UKG, Inc.                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Short            | DBT              | CORP              | US        |   -500000 | PA      | $-486656.71   | -0.06%            | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                  | UKG, Inc.                                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360125.97    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                     | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1825000 | PA      | $2484213.10   | 0.31%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co, Inc.                             | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: 00900YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81844 | PA      | $80002.32     | 0.01%             | 2030-03-11      | Variable      | 9.28%                 | 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        |     77270 | PA      | $75467.14     | 0.01%             | 2030-03-11      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| VeriFone Systems, Inc.                                     | VeriFone Systems, Inc., 1st Lien Term Loan                                | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4753549 | PA      | $4498045.37   | 0.56%             | 2028-08-18      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                             | Uniti Group LP, Series Feb                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1270577.79   | 0.16%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                            | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    572463 | PA      | $119581.82    | 0.01%             | 2030-01-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                            | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526959 | PA      | $524202.91    | 0.07%             | 2029-01-24      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                             | Univision Communications, Inc.                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1653687.10   | 0.21%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                    | VZ Secured Financing BV                                                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    696000 | PA      | $609885.24    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7162547.00   | 0.89%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76156.29     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Flexsys Cayman Holdings LP                                 | Flexsys Cayman Holdings LP, 1st Lien Term Loan                            | CUSIP: G3577PAD6<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    148531 | PA      | $8417.27      | 0.00%             | 2029-08-01      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                       | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |   1867458 | PA      | $2205176.87   | 0.27%             | 2031-08-05      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                         | Finastra USA, Inc., 1st Lien Term Loan                                    | CUSIP: 31772YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1108911.47   | 0.14%             | 2032-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                 | Atlas CC Acquisition Corp., 1st Lien Term Loan                            | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    834647 | PA      | $153992.42    | 0.02%             | 2029-05-25      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                 | Atlas CC Acquisition Corp., 1st Lien Term Loan C                          | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121408 | PA      | $22399.83     | 0.00%             | 2029-05-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                      | ECL Entertainment LLC, 1st Lien Term Loan B                               | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    484477 | PA      | $482204.95    | 0.06%             | 2030-08-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                     | Techem Verwaltungsgesellschaft 675 mbH, Facility 1st Lien Term Loan B6    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1179882.08   | 0.15%             | 2032-07-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56914 | PA      | $56629.81     | 0.01%             | 2026-05-06      | Variable      | 16.17%                | No            |                  3 | On Loan: No      |
| Weekley Homes LLC                                          | Weekley Homes LLC                                                         | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145682.14    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35157 | PA      | $35068.96     | 0.00%             | 2030-03-11      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                   | WESCO Distribution, Inc.                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253130.00   | 0.16%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    122575 | PA      | $86611.70     | 0.01%             | 2026-05-06      | Variable      | 4.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    990000 | PA      | $-27952.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                          | Seashell Bidco SL, 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1175117.06   | 0.15%             | 2032-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5986 | PA      | $4229.74      | 0.00%             | 2026-05-15      | Variable      | 4.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   7920000 | PA      | $-136759.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  15825000 | PA      | $-123101.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                         | Zegona Holdco Ltd., Facility 1st Lien Term Loan B3                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1115319 | PA      | $1314033.77   | 0.16%             | 2029-07-17      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  27160000 | PA      | $-23854.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                      | Betclic Everest Group, Facility 1st Lien Term Loan B2                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1527117 | PA      | $1791028.34   | 0.22%             | 2031-12-09      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                     | Dycom Industries, Inc., 1st Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1173814.31   | 0.15%             | 2033-02-18      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                         | Uniti Services LLC                                                        | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052856.00   | 0.13%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US, Inc.                                     | Neptune Bidco US, Inc., 1st Lien Term Loan B                              | CUSIP: 64069JAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1166021.27   | 0.15%             | 2033-02-03      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH                                   | Innio Group Holding GmbH, Facility 1st Lien Term Loan B                   | CUSIP: D4000UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | AT        |   1000000 | PA      | $1178180.29   | 0.15%             | 2031-11-03      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    728163 | PA      | $-6217.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    228132 | PA      | $-9043.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1936823 | PA      | $-20037.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    302000 | PA      | $-11406.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 100000000 | PA      | $131203.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone Buyer LLC                                         | Redstone Buyer LLC, 1st Lien Term Loan B1                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    851520 | PA      | $289516.80    | 0.04%             | 2030-12-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $59505.00     | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     36000 | PA      | $89257.50     | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     86400 | PA      | $70416.36     | 0.01%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4652 | NS      | $137373.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loire Finco Luxembourg SARL                                | Loire Finco Luxembourg SARL, 1st Lien Term Loan B4                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1227000 | PA      | $1442387.06   | 0.18%             | 2030-01-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                       | WOM Chile Holdco SpA                                                      | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    148855 | PA      | $135100.80    | 0.02%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                              | WOM Mobile SA                                                             | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     10542 | PA      | $10717.10     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| SGB-SMIT MidCo GmbH                                        | Sgb-Smit Midco GmbH, Facility 1st Lien Term Loan B                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1179764.72   | 0.15%             | 2033-03-10      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                 | LABL, Inc., 1st Lien Term Loan                                            | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18554 | PA      | $18492.27     | 0.00%             | 2026-11-03      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                 | LABL, Inc., 1st Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17926 | PA      | $15057.53     | 0.00%             | 2026-12-02      | Variable      | 10.43%                | No            |                  3 | On Loan: No      |
| Kersia International SAS                                   | Kersia International SAS, 1st Lien Term Loan B                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1172922.34   | 0.15%             | 2030-12-23      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                   | ProAmpac PG Borrower LLC, 1st Lien Term Loan                              | CUSIP: 74274NAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1168521.15   | 0.15%             | 2033-03-07      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                           | WULF Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1576492.76   | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                     | XHR LP                                                                    | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15704.13     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp.                                                               | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   4584000 | PA      | $3827640.00   | 0.48%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| OakEagle AcquireCo, Inc.                                   | Oakeagle Acquireco, Inc., 1st Lien Term Loan B2                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2000000 | PA      | $2345844.67   | 0.29%             | 2033-03-24      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                             | ZF North America Capital, Inc.                                            | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153689.10    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                             | ZF North America Capital, Inc.                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360957.96    | 0.04%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4009871 | PA      | $4011875.90   | 0.50%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Short            | DBT              | CORP              | US        |   -403833 | PA      | $-398179.34   | -0.05%            | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                          | Ziggo Bond Co. BV                                                         | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175439.84    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Project Montage                                            | Project Montage, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    349014 | PA      | $329818.45    | 0.04%             | 2029-02-16      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| Project Montage Note                                       | Project Montage Note, Revolving 1st Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145422 | PA      | $137424.08    | 0.02%             | 2029-02-16      | Variable      | 10.16%                | No            |                  3 | On Loan: No      |
| EURO Parfums Fze                                           | EURO Parfums Fze, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    184407 | PA      | $183724.56    | 0.02%             | 2030-01-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                    | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2000000 | PA      | $2265144.50   | 0.28%             | 2032-06-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                   | Accell Group Holdings BV, 1st Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1278833 | PA      | $438263.50    | 0.05%             | 2032-06-01      | Variable      | 9.07%                 | No            |                  3 | On Loan: No      |
| Euro Parfums Fze                                           | Euro Parfums Fze Upsize, 1st Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130971 | PA      | $130486.41    | 0.02%             | 2032-07-01      | Variable      | 9.12%                 | No            |                  3 | 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        |    908310 | PA      | $914032.37    | 0.11%             | 2029-05-16      | Variable      | 9.68%                 | No            |                  3 | On Loan: No      |
| Coreweave Acq Co. IV LLC                                   | Coreweave Acq Co. IV LLC, Delayed Draw 1st Lien Term Loan                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    615789 | PA      | $601934.21    | 0.08%             | 2030-09-29      | Variable      | 8.14%                 | No            |                  3 | On Loan: No      |
| LABL, Inc.                                                 | LABL, Inc., 1st Lien Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    229497 | PA      | $114748.53    | 0.01%             | 2028-10-30      | Variable      | 8.77%                 | No            |                  3 | On Loan: No      |
| Boots Group Bidco Ltd.                                     | Boots Group Bidco Ltd. (The), 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1159420 | PA      | $1584165.04   | 0.20%             | 2032-08-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                            | Parts Europe SA, 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1180797.53   | 0.15%             | 2031-02-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Tribune Resources LLC                                      | Tribune Resources LLC                                                     | CUSIP: N/A<br>LEI: 549300IFWJYQ79PVEU45       | Long             | EC               | CORP              | US        |     86655 | NS      | $38128.20     | 0.00%             |  |  |  | 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      |
| Fanatics Holdings, Inc.                                    | Fanatics Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |     15345 | NS      | $1342687.50   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUN Country Marine, Inc.                                   | SUN Country Marine, Inc., Series 2022-1B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6662578 | PA      | $6704551.92   | 0.84%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Aiven OY                                                   | Aiven OY, Series D                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6597 | NS      | $330443.73    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Cap Hill Brands                                            | Cap Hill Brands, Class E                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    506652 | NS      | $5.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | 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      |
| Versa Networks, Inc., Series E                             | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    194516 | NS      | $1046496.08   | 0.13%             |  |  |  | Yes           |                  3 | 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        |  15388540 | PA      | $15965610.64  | 1.99%             | 2032-12-15      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| HawkEye 360, Inc.                                          | HawkEye 360, Inc., Series D1                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     34579 | NS      | $864475.00    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| HNG Hospitality offshore LP                                | HNG Hospitality offshore LP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    723000 | NS      | $484410.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |    430000 | NS      | $713800.00    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Australian Dollar                                          | Australian Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     30489 | OU      | $21950.45     | 0.00%             |  |  |  | No            |                  1 | 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      | $1905576.66   | 0.24%             | 2034-12-15      | Floating      | 5.67%                 | 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      | $4983317.90   | 0.62%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                      | European TopSoho SARL, Series SMCP                                        | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |   7100000 | PA      | $6290371.38   | 0.78%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                    | Metrocentre Finance plc                                                   | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |    691018 | PA      | $553971.01    | 0.07%             | 2028-01-16      | Fixed         | 8.75%                 | 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      | $2200.00      | 0.00%             | 2025-04-17      | Fixed         | 11.75%                | 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      | $5887028.40   | 0.73%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                                  | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |   1306000 | PA      | $1737797.15   | 0.22%             | 2175-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                | Clariane SE                                                               | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    910000 | PA      | $634901.82    | 0.08%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                 | DEMIRE Deutsche Mittelstand Real Estate AG                                | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |   1761515 | PA      | $1862089.59   | 0.23%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                          | Ziggo Bond Co. BV                                                         | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |    293000 | PA      | $299637.25    | 0.04%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                               | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     93200 | PA      | $111407.72    | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                         | Lune Holdings SARL                                                        | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |   2036000 | PA      | $49774.36     | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                   | Nexi SpA                                                                  | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |    500000 | PA      | $548834.56    | 0.07%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | HomeToGo SE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |     71516 | NS      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116784.30    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                       | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    974000 | PA      | $1114217.38   | 0.14%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                 | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    163000 | PA      | $190807.24    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                           | Virgin Media Secured Finance plc                                          | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $363331.14    | 0.05%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                 | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |   1202000 | PA      | $1338597.58   | 0.17%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                       | Infrastrutture Wireless Italiane SpA                                      | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Short            | DBT              | CORP              | IT        |   -900000 | PA      | $-942618.62   | -0.12%            | 2031-04-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                             | Var Energi ASA                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    673000 | PA      | $854638.64    | 0.11%             | 2083-11-15      | Variable      | 7.86%                 | 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      | $1575038.30   | 0.20%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                   | Grand City Properties SA                                                  | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1286052.69   | 0.16%             | 2026-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                            | Fiber Midco SpA                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    772248 | PA      | $662800.07    | 0.08%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                 | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $384574.50    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | 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        |    984000 | PA      | $804446.40    | 0.10%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    201000 | PA      | $179442.56    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                             | EC Finance plc                                                            | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    279000 | PA      | $322654.07    | 0.04%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                        | Rakuten Group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |   1274000 | PA      | $1459771.32   | 0.18%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| United Group BV                                            | United Group BV                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |   1078000 | PA      | $1256409.48   | 0.16%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                | Clariane SE                                                               | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |   1626000 | PA      | $844279.81    | 0.11%             | 2026-09-08      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                        | Ardonagh Finco Ltd.                                                       | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1174998.02   | 0.15%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Tonies SE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |    109736 | NS      | $64395.83     | 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      | $444226.22    | 0.06%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury                                           | Citycon Treasury BV                                                       | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $440016.42    | 0.05%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    448000 | PA      | $525369.51    | 0.07%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boparan Finance plc                                        | Boparan Finance plc                                                       | CUSIP: N/A<br>LEI: 213800GQSQIOBR3DHN70       | Long             | DBT              | CORP              | GB        |    167400 | PA      | $239748.50    | 0.03%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                | Cedacri SpA                                                               | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    401000 | PA      | $462478.60    | 0.06%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                           | Gruenenthal GmbH                                                          | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    466000 | PA      | $545353.90    | 0.07%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                         | Thames Water Utilities Finance plc                                        | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $92396.59     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                  | Adler Pelzer Holding GmbH                                                 | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $661587.69    | 0.08%             | 2027-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                        | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    519000 | PA      | $608703.46    | 0.08%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                        | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    171000 | PA      | $201986.43    | 0.03%             | 2032-07-14      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                         | eircom Finance DAC                                                        | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |   1076000 | PA      | $1270838.91   | 0.16%             | 2031-04-30      | Fixed         | 5.00%                 | 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      | $2939.22      | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alstria SARL                                               | alstria SARL                                                              | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $683329.46    | 0.09%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                   | Irca SpA                                                                  | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |    431000 | PA      | $508973.26    | 0.06%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                    | Telefonica Emisiones SA                                                   | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $459787.11    | 0.06%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                    | Telefonica Emisiones SA                                                   | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $910690.54    | 0.11%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                 | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    595000 | PA      | $748677.89    | 0.09%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                          | BRANICKS Group AG                                                         | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $350319.81    | 0.04%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                         | Banco Santander SA                                                        | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |   -800000 | PA      | $-896809.44   | -0.11%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    330000 | PA      | $363525.00    | 0.05%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                              | Fedrigoni SpA                                                             | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $686377.20    | 0.09%             | 2030-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                       | ADLER Financing SARL                                                      | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |   2864041 | PA      | $3793576.90   | 0.47%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                               | MPT Operating Partnership LP                                              | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    402000 | PA      | $460253.54    | 0.06%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   1458000 | PA      | $1636117.58   | 0.20%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206887.91    | 0.03%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                             | Elior Group SA                                                            | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |   1185000 | PA      | $1420573.93   | 0.18%             | 2030-03-15      | Fixed         | 5.62%                 | 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        |    732000 | PA      | $865507.51    | 0.11%             | 2029-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232025.72    | 0.03%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $238789.73    | 0.03%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $821261.73    | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $685122.65    | 0.09%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                         | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    423000 | PA      | $515853.19    | 0.06%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SES SA                                                     | SES SA                                                                    | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    770000 | PA      | $894759.53    | 0.11%             | 2054-09-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                 | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $895062.81    | 0.11%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                              | Fnac Darty SA                                                             | CUSIP: N/A<br>LEI: 96950091FL62XSLPHO35       | Short            | DBT              | CORP              | FR        |  -2000000 | PA      | $-2418164.66  | -0.30%            | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                  | La Financiere Atalian SAS                                                 | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   3034469 | PA      | $611150.18    | 0.08%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                            | Discovery Global Holdings, Inc.                                           | CUSIP: 934423AB0<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |   -660000 | PA      | $-726177.37   | -0.09%            | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                      | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    118800 | PA      | $144832.52    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                          | Maya SAS                                                                  | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $863101.40    | 0.11%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $276836.70    | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    616000 | PA      | $722621.93    | 0.09%             | 2030-07-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                              | RCI Banque SA                                                             | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237671.17    | 0.03%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                          | Motion Finco SARL                                                         | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    401000 | PA      | $414767.37    | 0.05%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                           | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                           | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    614626 | PA      | $708835.62    | 0.09%             | 2032-07-15      | Fixed         | 5.62%                 | 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      | $582748.00    | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $278686.36    | 0.03%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC               | Virgin Media O2 Vendor Financing Notes V DAC                              | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |    369000 | PA      | $447225.61    | 0.06%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                            | OEG Finance plc                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |   1237000 | PA      | $1512367.33   | 0.19%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   2091643 | PA      | $2461694.69   | 0.31%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                    | Summer BC Holdco B SARL                                                   | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    749000 | PA      | $765260.04    | 0.10%             | 2030-02-15      | Fixed         | 5.88%                 | 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        |    230000 | PA      | $237780.90    | 0.03%             | 2030-02-15      | Floating      | 6.23%                 | 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        |    180000 | PA      | $195774.11    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                 | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |    468000 | PA      | $563728.52    | 0.07%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                       | Dynamo Newco II GmbH                                                      | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |    796000 | PA      | $826670.21    | 0.10%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                         | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    544000 | PA      | $642574.47    | 0.08%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5599 | NS      | $224.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                          | Intrum Investments & Financing AB                                         | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |   1185668 | PA      | $1398557.91   | 0.17%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                          | Playstudios, Inc., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13275 | NS      | $5510.45      | 0.00%             |  |  |  | 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      | $2249695.00   | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| New Topco Stapled                                          | New Topco                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59462 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palladyne AI Corp.                                         | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35000 | NS      | $213152.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                | Latch, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     31344 | NS      | $7522.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                      | Sonder Holdings, Inc., Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6302 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                          | Ziggo Bond Co. BV                                                         | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |    261000 | PA      | $273129.84    | 0.03%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                 | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    309000 | PA      | $376603.96    | 0.05%             | 2030-05-01      | Fixed         | 7.50%                 | 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      |
| Envalior Deutschland Gmbh                                  | Envalior Deutschland Gmbh                                                 | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |    593695 | PA      | $585303.63    | 0.07%             | 2031-03-31      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10681 | NS      | $267025.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1695 | NS      | $42375.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4328 | NS      | $108200.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                                | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7268 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Volato Group, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11228 | NS      | $89.82        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                      | Lessen Holdings, Inc., Series B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     16373 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Travelport Technology Ltd.                                 | Travelport Technology Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        70 | NS      | $76409.90     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FreeWire Technologies, Inc.                                | FreeWire Technologies, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | New York Community Bancorp, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NS      | $124767.51    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Stellantis NV                                              | Stellantis NV                                                             | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $1324074.98   | 0.17%             | 2031-03-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                              | Stellantis NV                                                             | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1224573.16   | 0.15%             | 2032-06-16      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                              | Stellantis NV                                                             | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    975000 | PA      | $1122458.16   | 0.14%             | 2033-12-16      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                              | Heimstaden AB                                                             | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    317000 | PA      | $388512.85    | 0.05%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                               | Fibercop SpA                                                              | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |   1445000 | PA      | $1718312.74   | 0.21%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                              | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    538000 | PA      | $602754.12    | 0.08%             | 2030-04-22      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                        | MTU Aero Engines AG                                                       | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $745160.56    | 0.09%             | 2033-07-15      | None          | 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        |    289000 | PA      | $337759.48    | 0.04%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                         | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    130000 | PA      | $158536.44    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                              | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |   1028000 | PA      | $1201234.59   | 0.15%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                              | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    383000 | PA      | $446883.48    | 0.06%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                           | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    424000 | PA      | $499134.44    | 0.06%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                            | Ardagh Group SA                                                           | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |   2655000 | PA      | $2779137.29   | 0.35%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Alstria SARL                                               | alstria SARL                                                              | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $699558.10    | 0.09%             | 2031-03-20      | Fixed         | 5.50%                 | 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      | $2390443.45   | 0.30%             | 2039-04-25      | Floating      | 3.36%                 | 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      | $1138442.71   | 0.14%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1083000 | PA      | $1221872.45   | 0.15%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                    | Almaviva-The Italian Innovation Co. SpA                                   | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |    681000 | PA      | $766988.34    | 0.10%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    456000 | PA      | $537759.05    | 0.07%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TDC Brands A/S                                             | TDC Brands A/S                                                            | CUSIP: N/A<br>LEI: 5493003B50SM3XIJDQ79       | Long             | DBT              | CORP              | DK        |    704000 | PA      | $827439.28    | 0.10%             | 2031-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                             | Edge Finco plc                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |   1311000 | PA      | $1831573.72   | 0.23%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cesar SpA                                                  | Cesar SpA                                                                 | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |    800000 | PA      | $948849.50    | 0.12%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                              | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    445000 | PA      | $498773.67    | 0.06%             | 2031-02-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                   | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    199000 | PA      | $223376.78    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                      | BNP Paribas Cardif SA                                                     | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1746884.13   | 0.22%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                              | Heimstaden AB                                                             | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    199000 | PA      | $236776.28    | 0.03%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    793000 | PA      | $860092.24    | 0.11%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                             | Var Energi ASA                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    525000 | PA      | $611545.00    | 0.08%             | 2086-04-29      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                    | Garfunkelux Holdco 4 SA                                                   | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |    153139 | PA      | $89.87        | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                          | Clarios Global LP                                                         | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1294763.80   | 0.16%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                   | Itelyum Regeneration SpA                                                  | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    409000 | PA      | $483707.65    | 0.06%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                           | Maxam Prill SARL                                                          | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |   2364000 | PA      | $2801859.60   | 0.35%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                 | Vonovia SE, Series B                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $677097.01    | 0.08%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                          | TAG Immobilien AG                                                         | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $886974.90    | 0.11%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    482000 | PA      | $447694.92    | 0.06%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    526000 | PA      | $536335.64    | 0.07%             | 2062-10-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    626000 | PA      | $612928.67    | 0.08%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aegis Lux 1a SARL                                          | Aegis Lux 1a SARL                                                         | CUSIP: N/A<br>LEI: 529900WB6L9XYCR8YT98       | Short            | DBT              | CORP              | LU        |  -1900000 | PA      | $-2235093.60  | -0.28%            | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                             | Deepocean Ltd.                                                            | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |    579000 | PA      | $694914.39    | 0.09%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg SA                             | Intralot Capital Luxembourg SA                                            | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Short            | DBT              | CORP              | LU        |  -2000000 | PA      | $-2284791.24  | -0.28%            | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                            | United Group BV                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    577000 | PA      | $674018.67    | 0.08%             | 2033-01-31      | Floating      | 5.23%                 | 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        |    321000 | PA      | $370495.40    | 0.05%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                             | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    463000 | PA      | $520001.25    | 0.06%             | 2032-07-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                        | Shift4 Payments LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1424101.42   | 0.18%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                    | VZ Secured Financing BV                                                   | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |   1583000 | PA      | $1764537.40   | 0.22%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                      | BCP V Modular Services Finance II plc                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72024.62     | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    696000 | PA      | $796620.30    | 0.10%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    569000 | PA      | $659821.93    | 0.08%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                             | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class AR                      | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2344401.55   | 0.29%             | 2037-05-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Arini European CLO VII DAC                                 | Arini European CLO VII DAC, Series 7X, Class A                            | CUSIP: N/A<br>LEI: 635400HLOZDFMPWGCW53       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4352206.76   | 0.54%             | 2039-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Maison Finco plc                                           | Maison Finco plc                                                          | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |    532000 | PA      | $685188.16    | 0.09%             | 2032-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                    | Garfunkelux Holdco 3 SA                                                   | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |   1712629 | PA      | $2019283.50   | 0.25%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                     | Froneri Lux FinCo SARL                                                    | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |   2167000 | PA      | $2463161.33   | 0.31%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                      | Schneider Electric SE, Series SUFP                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1887611.29   | 0.24%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                   | Vinci SA, Series ADP                                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1779819.98   | 0.22%             | 2031-03-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                         | Alexandrite Lake Lux Holdings SARL                                        | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |   1052000 | PA      | $1213004.93   | 0.15%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                    | Italmatch Chemicals SpA                                                   | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |    487000 | PA      | $565957.64    | 0.07%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    731000 | PA      | $861618.70    | 0.11%             | 2033-04-30      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    378000 | PA      | $442699.45    | 0.06%             | 2032-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                | Ageas SA                                                                  | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |    400000 | PA      | $467704.22    | 0.06%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    442000 | PA      | $524773.53    | 0.07%             | 2032-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    431000 | PA      | $510100.91    | 0.06%             | 2030-04-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energean plc                                               | Energean plc                                                              | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |   1275000 | PA      | $1473653.24   | 0.18%             | 2031-05-12      | Fixed         | 5.62%                 | 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      | $246220.44    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Veritas Newco                                              | Veritas Newco                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17298 | NS      | $332983.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                              | Veritas Newco, Series G-1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11940 | NS      | $229853.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3884 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aimbridge Topco LLC                                        | Aimbridge Topco LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6349 | NS      | $253953.20    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Wom New Holdco                                             | WOM New Holdco                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $6600.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     38747 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sonder Holdings, Inc.                                      | Sonder Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1623770 | PA      | $0.16         | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Altice France Lux 3                                        | Altice France Lux 3                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     32758 | NS      | $667045.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RSA Security LLC                                           | RSA Security LLC                                                          | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |     13553 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RSA Security LLC                                           | RSA Security LLC, Class A                                                 | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |    141937 | NS      | $1.42         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RSA Security LLC                                           | RSA Security LLC, Class B                                                 | CUSIP: N/A<br>LEI: DDXF51QWGHQV97O29E54       | Long             | EC               | CORP              | US        |    425813 | NS      | $4.26         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Knoxville Local School District                        | New Knoxville Local School District                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    251735 | NS      | $339766.10    | 0.04%             |  |  |  | No            |                  3 | 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      | $567577.14    | 0.07%             | 2039-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                            | gategroup Finance Luxembourg SA                                           | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |   1705000 | PA      | $2191324.75   | 0.27%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                                         | Intu Jersey 2 Ltd.                                                        | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |   3816899 | PA      | $681951.91    | 0.08%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                            | Canadian Dollar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     69341 | OU      | $51048.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                | Swiss Franc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       972 | OU      | $1244.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                               | Danish Krone                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       267 | OU      | $41.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                       | EURO                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |   7364157 | OU      | $8642943.23   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                                | Crown PropTech Acquisitions, Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6461 | NS      | $76498.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      9692 | NS      | $484.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                         | Genius Sports Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     11708 | NS      | $51046.88     | 0.01%             |  |  |  | No            |                  1 | 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      | $383867.58    | 0.05%             | 2036-03-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Lavoro Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      5012 | NS      | $4.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                             | Pound Sterling                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |   2640470 | OU      | $3593020.22   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                           | Hong Kong Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |       588 | OU      | $75.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                        | Yen                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   7340031 | OU      | $46884.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                            | Ardagh Group SA                                                           | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |   2433986 | PA      | $2580969.55   | 0.32%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                            | Breakwater Energy Holdings SARL                                           | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |    813000 | PA      | $865832.81    | 0.11%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                     | Stena International SA                                                    | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |   1275000 | PA      | $1296379.20   | 0.16%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                            | Norwegian Krone                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       197 | OU      | $21.27        | 0.00%             |  |  |  | No            |                  1 | 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      | $2603599.42   | 0.32%             | 2039-04-25      | Floating      | 3.43%                 | 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      | $3466818.37   | 0.43%             | 2039-04-16      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       352 | NC      | $128068.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       352 | NC      | $18797.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -704 | NC      | $-92126.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IPD 3 BV                                                   | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1010246.74   | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        44 | NC      | $259600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -88 | NC      | $-216700.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                      | BCP V Modular Services Finance II plc                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |   1658000 | PA      | $1705954.77   | 0.21%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        44 | NC      | $38500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figeac Aero SA                                             | Figeac Aero North America, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    320000 | PA      | $369483.80    | 0.05%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                        | Euro-Bobl                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -54 | NC      | $-16513.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | NASDAQ 100 E-Mini Index                                                   | CUSIP: 00CC43R44<br>LEI: N/A                  | N/A              | DE               |  | US        |         3 | NC      | $198505.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX Bank Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       294 | NC      | $37093.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Harmonic CLO I DAC                                  | Signal Harmonic CLO I DAC, Series 1X, Class AR                            | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4360750.22   | 0.54%             | 2038-07-15      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                        | Iron Mountain, Inc.                                                       | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    977000 | PA      | $1109698.10   | 0.14%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                        | Aurium CLO VIII DAC, Series 8X, Class AR                                  | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4356399.46   | 0.54%             | 2038-10-16      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO IX DAC                                     | Bridgepoint CLO IX DAC, Series 9X, Class A                                | CUSIP: N/A<br>LEI: 635400KHJOULRBQMED20       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4360783.31   | 0.54%             | 2039-10-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                     | Hambridge Euro CLO 1 DAC, Series 1X, Class A                              | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4360950.08   | 0.54%             | 2038-10-20      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | NASDAQ 100 E-Mini Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $65975.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otranto Park CLO DAC                                       | Otranto Park CLO DAC, Series 1X, Class AR                                 | CUSIP: N/A<br>LEI: 254900C89WZ4XL2PN587       | Long             | ABS-CBDO         | CORP              | IE        |   2141000 | PA      | $2516559.35   | 0.31%             | 2039-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                           | PRA Group Europe Holding II SARL                                          | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |    899000 | PA      | $1035506.32   | 0.13%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |     -8080 | NS      | $646.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                 | National Bank of Greece SA                                                | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |    325000 | PA      | $375218.44    | 0.05%             | 2031-08-12      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                       | ZF Europe Finance BV                                                      | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $680369.48    | 0.08%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Brandywine Realty Trust                                                   | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5000 | NS      | $-1100.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Preferred & Income Securities ETF                                 | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |    -48500 | NS      | $-4365.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Community Financial System, Inc.                                          | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -333 | NS      | $-639.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CVB Financial Corp.                                                       | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -839 | NS      | $-58.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |     -7392 | NS      | $4730.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Vanguard Intermediate-Term Corporate Bond ETF                             | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |     -8447 | NS      | $1520.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |    -32029 | NS      | $-6085.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Eagle Bancorp, Inc.                                                       | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |       759 | NS      | $-637.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Synthomer plc                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    225140 | NS      | $60474.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | AMC Global Media, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |      3085 | NS      | $-740.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | AMC Global Media, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |      4526 | NS      | $4254.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                     | Hambridge Euro CLO 2 DAC, Series 2X, Class A                              | CUSIP: N/A<br>LEI: 635400NH1P1SJKW98951       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1762852.87   | 0.22%             | 2039-01-20      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5309 | NS      | $637.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Paramount Skydance Corp., Class B                                         | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |     23908 | NS      | $-13866.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CSG NV, Class A                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     52497 | NS      | $-171390.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CSG NV, Class A                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |    -25000 | NS      | $54392.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Pagaya Technologies Ltd., Class A                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     -2983 | NS      | $-1145.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                | Clariane SE                                                               | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    419000 | PA      | $497894.02    | 0.06%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                             | Stora Enso OYJ                                                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |    561000 | PA      | $664416.52    | 0.08%             | 2029-03-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                             | Stora Enso OYJ                                                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |    225000 | PA      | $265955.72    | 0.03%             | 2031-07-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $233962.43    | 0.03%             | 2031-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    829000 | PA      | $984247.17    | 0.12%             | 2032-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    456000 | PA      | $540078.30    | 0.07%             | 2034-04-22      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Providus CLO XV DAC                                        | Providus CLO XV DAC, Series 15X, Class A                                  | CUSIP: N/A<br>LEI: 635400QLQUUXUIOLRD84       | Long             | ABS-CBDO         | CORP              | IE        |   1429000 | PA      | $1677145.85   | 0.21%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Henley CLO XVII DAC                                        | Henley CLO XVII DAC, Series 17X, Class D                                  | CUSIP: N/A<br>LEI: 635400ATIFCV7PKUJR11       | Long             | ABS-CBDO         | CORP              | IE        |    957000 | PA      | $1123183.05   | 0.14%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Henley CLO XVII DAC                                        | Henley CLO XVII DAC, Series 17X, Class A                                  | CUSIP: N/A<br>LEI: 635400ATIFCV7PKUJR11       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2347300.00   | 0.29%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandrite Monnet UK Holdco plc                           | Alexandrite Monnet UK Holdco plc                                          | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |    497000 | PA      | $582762.33    | 0.07%             | 2031-05-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -24 | NC      | $-355600.29   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                              | Swedish Krona                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |    132466 | OU      | $14347.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                           | Singapore Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |         0 | OU      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | U.S. Treasury 2-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       125 | NC      | $-31480.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        13 | NC      | $-36452.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | U.S. Treasury Long Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -15 | NC      | $12133.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | U.S. Treasury 10-Year Ultra Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         9 | NC      | $-13768.97    | -0.00%            |  |  |  | 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        |    432000 | PA      | $526663.70    | 0.07%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -5 | NC      | $-18021.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       112 | NC      | $252578.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                                 | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1581448.95   | 0.20%             | 2029-03-15      | Fixed         | 9.50%                 | 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        |    813000 | PA      | $884246.36    | 0.11%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                         | Pinewood Finco plc                                                        | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    539000 | PA      | $725312.48    | 0.09%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $1005545.76   | 0.13%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                         | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    678000 | PA      | $800855.69    | 0.10%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                             | Palmer Square European CLO DAC, Series 2024-2X, Class A                   | CUSIP: N/A<br>LEI: 2549001Y8MR5PODEEG55       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1997086.48   | 0.25%             | 2037-10-15      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                        | Tikehau CLO XII DAC, Series 12X, Class A                                  | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1999674.26   | 0.25%             | 2038-10-20      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                             | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    366000 | PA      | $417962.08    | 0.05%             | 2031-07-31      | Floating      | 5.70%                 | 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      | $1676012.85   | 0.21%             | 2037-04-20      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    850000 | PA      | $1176555.95   | 0.15%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                             | ADLER Group SA                                                            | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |    983215 | NS      | $11.54        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1491643.42   | 0.19%             | 2031-10-30      | Variable      | 7.38%                 | 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      | $2172674.02   | 0.27%             | 2038-01-23      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                 | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    615000 | PA      | $749295.09    | 0.09%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                    | Eni SpA                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $410424.90    | 0.05%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -224 | NC      | $-211238.22   | -0.03%            |  |  |  | No            |                  1 | 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      | $3036424.36   | 0.38%             | 2038-02-15      | Floating      | 3.21%                 | 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      | $562747.46    | 0.07%             | 2039-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                   | Arini European CLO V DAC, Series 5X, Class A                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |   2780000 | PA      | $3251005.03   | 0.41%             | 2039-01-15      | Floating      | 3.40%                 | 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      | $555426.36    | 0.07%             | 2037-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                | NN Group NV                                                               | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1080393.53   | 0.13%             | 2034-09-11      | Variable      | 5.75%                 | 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      | $2602285.72   | 0.32%             | 2037-10-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       112 | NC      | $35754.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                              | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |   1661000 | PA      | $1952350.39   | 0.24%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                           | CIFC European Funding CLO II DAC, Series 2X, Class AR                     | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |   8340000 | PA      | $9788522.89   | 1.22%             | 2039-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                  | Silver Point Euro CLO DAC, Series 1X, Class A                             | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |   3020000 | PA      | $3557171.22   | 0.44%             | 2039-01-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1612000 | PA      | $1790900.01   | 0.22%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                | Eurobank SA                                                               | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   1425000 | PA      | $1655726.74   | 0.21%             | 2033-11-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                               | Barclays plc                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1100207.56   | 0.14%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $827551.67    | 0.10%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $948249.11    | 0.12%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kiko SpA                                                   | Kiko SpA                                                                  | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |    671000 | PA      | $786065.06    | 0.10%             | 2032-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                   | Enel SpA                                                                  | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    500000 | PA      | $561896.67    | 0.07%             | 2034-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1325000 | PA      | $1458794.72   | 0.18%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                  | MKS, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |    858000 | PA      | $971821.27    | 0.12%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                       | Kleopatra Finco SARL                                                      | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |   2452830 | PA      | $2331936.24   | 0.29%             | 2031-01-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    728720 | PA      | $855262.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    539000 | PA      | $539000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    359500 | PA      | $359500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    637771 | PA      | $748520.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1949666 | PA      | $2288225.50   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | Goldman Sachs & Co. LLC                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |    335991 | PA      | $335991.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   2101460 | PA      | $2466378.53   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    617500 | PA      | $617500.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |   2492025 | PA      | $2492025.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   1321250 | PA      | $1321250.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   1191000 | PA      | $1191000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | BofA Securities, Inc.                                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   1087500 | PA      | $1087500.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |   1981520 | PA      | $2325610.95   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                      | Nomura Securities International, Inc.                                     | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   1339000 | PA      | $1339000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      3579 | PA      | $3579.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |   1235938 | PA      | $1235937.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                    | Morgan Stanley & Co LLC                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |    675250 | PA      | $675250.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   1209000 | PA      | $1209000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1391250 | PA      | $1391250.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    351750 | PA      | $351750.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    171275 | PA      | $171275.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1220724 | PA      | $1220724.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   2015750 | PA      | $2015750.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   2125080 | PA      | $2125080.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    814221 | PA      | $955610.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    916119 | PA      | $916119.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    128212 | PA      | $128212.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer