# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0002071691-25-009441
**Filing Date:** 2025-12
**Character Count:** 339636
**Document Hash:** e0f7a37244b8c9983eb95103eae67f02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009441.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009441

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**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:** 251595382

**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:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $878258096.93

**Total Liabilities:** $52036047.09

**Net Assets:** $826222049.84

**Cash Not Reported:** $4973173.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 19382.00000000 | **1-Year:** 4706.48000000 | **5-Year:** -46459.13000000 | **10-Year:** 31061.38000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1545.57000000 | **1-Year:** 21456.14000000 | **5-Year:** 96324.25000000 | **10-Year:** -7839.28000000 | **30-Year:** 4731.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202325 | 0.32%                | 0.64%                | 0.11%                |
| Class ID C000202324 | 0.32%                | 0.85%                | 0.10%                |
| Class ID C000202326 | 0.32%                | 0.74%                | 0.21%                |
| Class ID C000202327 | 0.42%                | 0.74%                | 0.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2550805.29              | $3487215.22                                |
| Month 2  | $1756196.63              | $982335.39                                 |
| Month 3  | $2744774.91              | $-10896007.85                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | CA        |  10000000 | PA      | $30544.66     | 0.00%             |  |  |  | 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      | $37875.47     | 0.00%             | 2029-08-01      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2500000 | PA      | $17320.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                      | BCP V Modular Services Finance II plc                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    470000 | PA      | $497808.60    | 0.06%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                     | Stena International SA                                                    | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    343000 | PA      | $350163.90    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Telefonica SA                                                             | CUSIP: 879382109<br>LEI: N/A                  | N/A              | DE               |  | US        |   -103125 | NS      | $3094.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Tonies SE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |    109736 | NS      | $12648.72     | 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        |       250 | NC      | $93750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO V DAC                                   | Arini European CLO V DAC, Series 5X, Class D                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |    480000 | PA      | $551284.59    | 0.07%             | 2039-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                      | Clydesdale Acquisition Holdings, Inc.                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38077.71     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     86400 | PA      | $74304.00     | 0.01%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain UK plc                                       | Iron Mountain UK plc                                                      | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |   1443000 | PA      | $1895210.45   | 0.23%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-18653.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    200000 | PA      | $-8989.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    153375 | PA      | $153375.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                        | Nexstar Media, Inc.                                                       | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3998.36      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59618 | PA      | $56916.36     | 0.01%             | 2030-03-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Wom New Holdco                                             | Wom New Holdco                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       440 | NS      | $10120.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jack Ohio Finance LLC                                      | Jack Ohio Finance LLC, 1st Lien Term Loan                                 | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102485 | PA      | $101972.58    | 0.01%             | 2032-01-28      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                    | Talen Energy Supply LLC                                                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025449.28   | 0.12%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $10898.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $1562.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                             | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    685000 | PA      | $792192.49    | 0.10%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                        | Bausch + Lomb Corp.                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5747500.00   | 0.70%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                            | Norwegian Krone                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       197 | OU      | $19.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157992.10    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                     | Hambridge Euro CLO DAC, Series 1X, Class A                                | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4276331.50   | 0.52%             | 2038-10-20      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                       | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $158352.60    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                       | Frontier Communications Holdings LLC                                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11344000 | PA      | $11867037.81  | 1.44%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC               | Virgin Media O2 Vendor Financing Notes V DAC                              | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |    244000 | PA      | $325791.07    | 0.04%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                            | Live Nation Entertainment, Inc.                                           | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2195495.10   | 0.27%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                      | Kioxia Holdings Corp.                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2323084.50   | 0.28%             | 2030-07-24      | Fixed         | 6.25%                 | 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        |    486912 | PA      | $484934.84    | 0.06%             | 2030-08-30      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    820804 | PA      | $73868.69     | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    636610 | PA      | $-3506.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $378396.55    | 0.05%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -24314000 | PA      | $-40156.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    714000 | PA      | $714000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                    | Garfunkelux Holdco 4 SA                                                   | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |    147721 | PA      | $1702.71      | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                             | Bertrand Franchise Finance SAS                                            | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |   1447000 | PA      | $1616016.63   | 0.20%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Invesco Senior Loan ETF                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $8000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                    | Talen Energy Supply LLC                                                   | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4244532.00   | 0.51%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                 | Atlas CC Acquisition Corp., 1st Lien Term Loan C                          | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117759 | PA      | $67086.27     | 0.01%             | 2029-05-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                | Avnet, Inc.                                                               | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2362243.50   | 0.29%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $6042.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    889500 | PA      | $57974.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3243000 | PA      | $-11688.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                 | Alexander Funding Trust II                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10012000 | PA      | $10686704.37  | 1.29%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3728000 | PA      | $3751262.72   | 0.45%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-53712.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Potters Borrower LP                                        | Potters Borrower LP, 1st Lien Term Loan                                   | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86685 | PA      | $86923.33     | 0.01%             | 2027-12-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                        | Solaris Energy Infrastructure, Inc.                                       | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    197000 | PA      | $440295.00    | 0.05%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                     | Mineral Resources Ltd.                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18873.11     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    728720 | PA      | $839959.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                            | Great Lakes Dredge & Dock Corp.                                           | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |   -261000 | PA      | $-252631.92   | -0.03%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                               | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |   1983000 | PA      | $2217092.93   | 0.27%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                           | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    621000 | PA      | $690939.39    | 0.08%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    250000 | PA      | $9419.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                             | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    194516 | NS      | $1174876.64   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-8177.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                              | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |   2061000 | PA      | $2390755.70   | 0.29%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                             | Olympus Water US Holding Corp.                                            | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    560000 | PA      | $609038.64    | 0.07%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-21409.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    958750 | PA      | $958750.00    | 0.12%             |  |  |  | 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      | $111154.97    | 0.01%             | 2028-06-05      | Variable      | 14.75%                | No            |                  3 | On Loan: No      |
| Kingdom of Spain                                           | Bonos y Obligaciones del Estado                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   3090000 | PA      | $3578862.96   | 0.43%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                      | BofA Securities, Inc.                                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   1189500 | PA      | $1189500.00   | 0.14%             |  |  |  | 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      | $580688.10    | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                      | Nomura Securities International, Inc.                                     | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |    970188 | PA      | $970187.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                     | Mauser Packaging Solutions Holding Co.                                    | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29076.18     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-1828.68     | -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      | $221.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                         | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1115319 | PA      | $1289249.18   | 0.16%             | 2029-07-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B         | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275575 | PA      | $187391.00    | 0.02%             | 2027-12-29      | Variable      | 10.60%                | No            |                  3 | On Loan: No      |
| Starz Capital Holdings LLC                                 | Starz Capital Holdings LLC                                                | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    650000 | PA      | $518375.00    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    332000 | PA      | $8322.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                       | Kleopatra Finco SARL                                                      | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    584893 | PA      | $33861.94     | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | 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      | $239002.30    | 0.03%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1500 | NC      | $16500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2212000 | PA      | $-39816.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Atos SE                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6768 | NS      | $-1818.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                        | Sabena Technics SAS                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |    297448 | PA      | $342853.76    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc., 1st Lien Term Loan                                      | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249367 | PA      | $94582.44     | 0.01%             | 2028-04-30      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $-40110.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                    | Mobius Merger Sub, Inc.                                                   | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1124422.83   | 0.14%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                    | VZ Secured Financing BV                                                   | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |   1283000 | PA      | $1481248.26   | 0.18%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Henley CLO I DAC                                           | Henley CLO I DAC, Series 1X, Class AR                                     | CUSIP: N/A<br>LEI: 6354005DLDMILXS72B21       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1728979.15   | 0.21%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                      | Schneider Electric SE, Series SUFP                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2165823.93   | 0.26%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10070000 | PA      | $-22771.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage Note                                       | Project Montage Note, Revolving 1st Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    145008 | PA      | $139569.92    | 0.02%             | 2029-02-16      | Variable      | 1.90%                 | No            |                  3 | On Loan: No      |
| Ziggo BV                                                   | Ziggo BV, Facility 1st Lien Term Loan H                                   | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |   1139000 | PA      | $1286610.98   | 0.16%             | 2029-01-31      | Variable      | 4.89%                 | 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      | $826670.02    | 0.10%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   7736000 | PA      | $-86433.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                      | Sona Fios CLO III DAC, Series 3X, Class A                                 | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |   1420000 | PA      | $1637803.00   | 0.20%             | 2037-04-20      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                 | PG&E Corp.                                                                | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052800.00   | 0.25%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10681 | NS      | $158719.66    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                 | Cloud Software Group, Inc.                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022644.00   | 0.37%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                      | Las Vegas Sands Corp.                                                     | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $5028637.30   | 0.61%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                       | Heimstaden Bostad AB                                                      | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    974000 | PA      | $1089645.06   | 0.13%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240393.92    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | 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      | $685960.46    | 0.08%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                       | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    445000 | PA      | $303916.46    | 0.04%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya LLC                                                  | Avaya LLC                                                                 | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $16468.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                 | Warnermedia Holdings, Inc.                                                | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137601.66    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                         | AMC Networks, Inc.                                                        | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131230.38    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                        | Aurora Innovation, Inc.                                                   | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |       529 | NS      | $238.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Sabre Corp.                                                               | CUSIP: 00CBV57C5<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $12500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    909091 | PA      | $6096.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                           | WULF Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2077749.88   | 0.25%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                              | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    538000 | PA      | $610470.78    | 0.07%             | 2030-04-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                        | Solaris Energy Infrastructure, Inc., Class A                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      3693 | NS      | $196578.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiology Partners, Inc.                                   | Radiology Partners, Inc.                                                  | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079924.88   | 0.25%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                       | IHO Verwaltungs GmbH                                                      | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1355446.30   | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $-10272.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                       | WOM Chile Holdco SpA                                                      | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    240704 | PA      | $214226.56    | 0.03%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                    | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  19300000 | PA      | $4894151.90   | 0.59%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Otranto Park CLO DAC                                       | Otranto Park CLO DAC, Series 1X, Class AR                                 | CUSIP: N/A<br>LEI: 254900C89WZ4XL2PN587       | Long             | ABS-CBDO         | CORP              | IE        |   2141000 | PA      | $2466452.53   | 0.30%             | 2039-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                 | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |    314000 | PA      | $365984.49    | 0.04%             | 2030-02-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    569000 | PA      | $679456.84    | 0.08%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | OneMain Holdings, Inc.                                                    | CUSIP: 00PBVVTD8<br>LEI: N/A                  | N/A              | DE               |  | US        |       350 | NC      | $7875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1401000 | PA      | $-18506.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    479022 | PA      | $512620.16    | 0.06%             | 2027-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    248184 | PA      | $37555.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp.                                                               | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3513550.59   | 0.43%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16134.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                        | Ardonagh Finco Ltd.                                                       | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1196359.15   | 0.14%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    830000 | PA      | $272643.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                       | Central Parent, Inc.                                                      | CUSIP: 15477CAA3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -850000 | PA      | $-698208.32   | -0.08%            | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                             | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                        | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157486 | PA      | $129138.37    | 0.02%             | 2028-10-25      | Variable      | 9.60%                 | No            |                  3 | On Loan: No      |
| Mehilainen Yhtiot Oy                                       | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |   1867458 | PA      | $2166753.08   | 0.26%             | 2031-08-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Technology Select Sector SPDR Fund                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $83750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Informatica, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       250 | NC      | $10000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                        | Iron Mountain, Inc.                                                       | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    977000 | PA      | $1130362.07   | 0.14%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-107544.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                        | Banca Monte dei Paschi di Siena SpA                                       | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |   1098000 | PA      | $1292881.05   | 0.16%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                            | Permian Resources Operating LLC                                           | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132804.30    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-722.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                | Crescent Energy Finance LLC                                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17000.71     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    200000 | PA      | $-5428.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                              | Salzgitter AG                                                             | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1310553.55   | 0.16%             | 2032-10-22      | Fixed         | 3.38%                 | 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      | $529815.03    | 0.06%             | 2029-01-24      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp., 1st Lien Term Loan                                           | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    772452 | PA      | $718866.71    | 0.09%             | 2029-11-19      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -750 | NC      | $-7875.00     | -0.00%            |  |  |  | No            |                  1 | 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        |    626648 | PA      | $721568.78    | 0.09%             | 2031-01-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1579174.50   | 0.19%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                        | SPDR S&P 500 ETF Trust                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -125 | NC      | $-3562.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4328 | NS      | $64314.08     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8432.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                           | Tele Columbus AG                                                          | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |     79132 | PA      | $62226.94     | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       250 | NC      | $35125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                    | X Corp., 1st Lien Term Loan B3                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778000 | PA      | $3786840.52   | 0.46%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                               | Danish Krone                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       934 | OU      | $144.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1658000 | PA      | $-18288.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | HawkEye 360, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1695 | NS      | $16983.90     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |     16190 | NS      | $4408.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Howard Hughes Corp. (The)                                  | Howard Hughes Corp. (The)                                                 | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    231000 | PA      | $230619.54    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Look Builders, Inc.                                    | New Look Builders, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  11518792 | NS      | $115.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thames Water Utilities Finance plc                         | Thames Water Utilities Finance plc                                        | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96678.55     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                           | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2768850.00   | 0.34%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                    | Windstream Services LLC                                                   | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748642.50    | 0.09%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5215.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Euro-Bobl                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       100 | NC      | $40441.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                          | Iliad Holding SAS                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1111157.27   | 0.13%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                            | OEG Finance plc                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |   1437000 | PA      | $1733168.42   | 0.21%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                        | Encore Issuances SA, Series 155                                           | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |    353469 | PA      | $365268.04    | 0.04%             | 2025-11-06      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                 | Stem, Inc.                                                                | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     47000 | PA      | $14570.00     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3650000 | PA      | $-86556.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    820804 | PA      | $73262.03     | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | 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      | $6529867.71   | 0.79%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -956 | NC      | $-77135.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                       | Flutter Treasury DAC                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1338000 | PA      | $1354725.00   | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $272482.40    | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | 186125712 | PA      | $-1241.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                              | Swedish Krona                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      1195 | OU      | $125.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114337.24    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                   | Arini European CLO V DAC, Series 5X, Class A                              | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |   2780000 | PA      | $3215929.64   | 0.39%             | 2039-01-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                         | Toucan FinCo. Ltd.                                                        | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152826.24    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                        | Mattamy Group Corp.                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $132896.60    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                   | ELO SACA                                                                  | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $574014.41    | 0.07%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                         | Pitney Bowes, Inc.                                                        | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155076.10   | 0.14%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                                  | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3164511.00   | 0.38%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                      | DIRECTV Financing LLC, 1st Lien Term Loan                                 | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14766 | PA      | $14764.02     | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| SUN Country Marine, Inc.                                   | SUN Country Marine, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   7772894 | PA      | $7870055.04   | 0.95%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| CommScope LLC                                              | CommScope LLC                                                             | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055833.75   | 0.37%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                          | Motion Finco SARL                                                         | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |    965000 | PA      | $987728.37    | 0.12%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energean plc                                               | Energean plc                                                              | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |    475000 | PA      | $549786.39    | 0.07%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    302000 | PA      | $-1087.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW Look Retailers                                         | NEW Look Retailers                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   5436112 | NS      | $71.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3000 | NC      | $54000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                             | Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562426.44    | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | 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        |    362749 | PA      | $362295.33    | 0.04%             | 2030-03-15      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                   | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2625435.10   | 0.32%             | 2029-11-30      | Fixed         | 9.38%                 | 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      | $-1267.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-4600.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                     | Amentum Holdings, Inc.                                                    | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       578 | NS      | $12952.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1310.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                        | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    213416 | PA      | $2803.65      | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                       | Forestar Group, Inc.                                                      | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    557000 | PA      | $555746.36    | 0.07%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                      | Reworld Holding Corp.                                                     | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30068.60     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    964000 | PA      | $-14561.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2468000 | PA      | $-53149.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    228132 | PA      | $-1115.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance Sarl                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1612000 | PA      | $1824612.39   | 0.22%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    539000 | PA      | $539000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                      | Nomura Securities International, Inc.                                     | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |    479375 | PA      | $479375.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                   | Full House Resorts, Inc.                                                  | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26635.81     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                     | Stena International SA                                                    | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |   2094000 | PA      | $2137735.28   | 0.26%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -69 | NC      | $-6037.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fanatics Holdings, Inc.                                    | Fanatics Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |     15345 | NS      | $938653.65    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Florida LLC                                       | Frontier Florida LLC, Series E                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8317440.00   | 1.01%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgsesellschaft 675 mbH                    | Techem Verwaltungsgsesellschaft 675 mbH, Facility 1st Lien Term Loan B6   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1157629.45   | 0.14%             | 2032-07-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57630.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                                         | Intu Jersey 2 Ltd.                                                        | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |   3816899 | PA      | $651853.84    | 0.08%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                        | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    171000 | PA      | $198519.65    | 0.02%             | 2032-07-14      | Floating      | 5.64%                 | 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      | $552874.36    | 0.07%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                               | Casino Guichard Perrachon SA                                              | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | EC               | CORP              | FR        |     16223 | NS      | $6636.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    323629 | PA      | $18966.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                       | Clear Channel Outdoor Holdings, Inc.                                      | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048367.00   | 0.13%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $442340.68    | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                          | TAG Immobilien AG                                                         | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $839846.00    | 0.10%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $619.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                       | Mehilainen Yhtiot Oy                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    187000 | PA      | $216842.18    | 0.03%             | 2032-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                | Warner Bros Discovery, Inc.                                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2709 | NS      | $60817.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmed O2 UK Financing I plc                                 | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |   2902000 | PA      | $3406016.38   | 0.41%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                          | BRANICKS Group AG                                                         | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $463917.50    | 0.06%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    800000 | PA      | $93444.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -500 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                            | LGI Homes, Inc.                                                           | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80079.62     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                 | Huntsman International LLC                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Short            | DBT              | CORP              | US        |   -500000 | PA      | $-462244.66   | -0.06%            | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                      | Matterhorn Telecom SA, Facility 1st Lien Term Loan B3                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1225532 | PA      | $1415010.89   | 0.17%             | 2032-01-26      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6744.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                             | Comerica, Inc.                                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       296 | NS      | $22644.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmed O2 UK Financing I plc                                 | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    163000 | PA      | $193788.68    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    240000 | PA      | $277049.78    | 0.03%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB, Series 1                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    965535 | PA      | $972682.95    | 0.12%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                    | Greene King Finance plc, Series B2                                        | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |    310000 | PA      | $366546.73    | 0.04%             | 2036-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    376586 | PA      | $57787.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                        | Pachelbel Bidco SpA                                                       | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    784000 | PA      | $910352.57    | 0.11%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $26641.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $-1531.63     | -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      | $-1179.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                 | CSMC Trust, Series 2022-LION, Class A                                     | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3974038.80   | 0.48%             | 2027-02-15      | Floating      | 7.47%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3884 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $22429.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185576.88    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-18590.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1250000 | PA      | $-27402.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Volato Group, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11228 | NS      | $381.75       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Invesco Senior Loan ETF                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2000 | NC      | $16000.00     | 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      | $1824689.89   | 0.22%             | 2034-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                             | Deepocean Ltd.                                                            | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |    379000 | PA      | $444047.14    | 0.05%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    292500 | PA      | $292500.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       183 | NC      | $674569.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4652 | NS      | $122440.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                    | RBC Capital Markets LLC                                                   | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    610191 | PA      | $610190.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                               | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $773143.47    | 0.09%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                 | Engineering - Ingegneria Informatica - SpA                                | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |   1168000 | PA      | $1423370.70   | 0.17%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                 | LABL, Inc., 1st Lien Term Loan B                                          | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    248067 | PA      | $186226.39    | 0.02%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                           | UWM Holdings LLC                                                          | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65202.24     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $-33959.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Index HoldCo SARL                                          | Index HoldCo SARL, Facility 1st Lien Term Loan A                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1873533 | PA      | $1063567.38   | 0.13%             | 2028-12-29      | Variable      | 0.10%                 | 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      | $94505.00     | 0.01%             | 2029-11-01      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                         | Speed Midco 3 SARL, 1st Lien Term Loan B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1800000 | PA      | $2077882.16   | 0.25%             | 2032-10-07      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    598812 | PA      | $598812.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC                                                          | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175476.60    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Tribune Resources LLC                                      | Tribune Resources LLC                                                     | CUSIP: N/A<br>LEI: 549300IFWJYQ79PVEU45       | Long             | EC               | CORP              | US        |     86655 | NS      | $111611.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |    -32029 | NS      | $-4804.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1630000 | PA      | $-58306.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $-997.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    158100 | PA      | $158100.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-39986.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Praxair, Inc.                                                             | CUSIP: 00PBM93N3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -16 | NC      | $-9200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    942000 | PA      | $111207.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |   1193000 | PA      | $1408422.74   | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                    | X Corp., 1st Lien Term Loan B1                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488540 | PA      | $475891.73    | 0.06%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc.                                                          | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    901200 | PA      | $315420.00    | 0.04%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $-3684.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Achmea BV                                                  | Achmea BV                                                                 | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |    250000 | PA      | $287104.94    | 0.03%             | 2036-01-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    829000 | PA      | $1009315.25   | 0.12%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71969.27     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -700 | NC      | $-29750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EIS Group Ltd.                                             | EIS Group Ltd., Revolving Loan 1st Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |     58406 | PA      | $56437.72     | 0.01%             | 2028-07-10      | Variable      | 10.96%                | No            |                  3 | On Loan: No      |
| Grifols SA                                                 | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |   1630000 | PA      | $1973960.26   | 0.24%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                  | Dream Finders Homes, Inc. (Preference)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2261 | NS      | $2235563.75   | 0.27%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -200 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $674.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Northern Data AG                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      7500 | NS      | $11079.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $-42640.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                        | Contego CLO VII DAC, Series 7X, Class AR                                  | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |   1850000 | PA      | $2141721.95   | 0.26%             | 2038-01-23      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16013 | PA      | $15397.18     | 0.00%             | 2026-07-07      | Variable      | 16.38%                | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $112542.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8147.87      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1512303.18   | 0.18%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3157000 | PA      | $193132.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    712000 | PA      | $20569.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1621000 | PA      | $-9314.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                            | Citigroup, Inc.                                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       322 | NS      | $32596.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceana Australian Fixed Income Trust                       | Oceana Australian Fixed Income Trust                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    267000 | PA      | $178192.06    | 0.02%             | 2026-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                | Digital Room Holdings, Inc., 1st Lien Term Loan                           | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233530 | PA      | $229102.27    | 0.03%             | 2028-12-21      | Variable      | 9.31%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                | Swiss Franc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      1781 | OU      | $2212.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Brandywine Realty Trust                                                   | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5000 | NS      | $1500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                  | MGM Resorts International                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |   -950000 | PA      | $-964592.76   | -0.12%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Euro Parfums Fze                                           | Euro Parfums Fze Upsize, 1st Lien Term Loan                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130971 | PA      | $130316.15    | 0.02%             | 2032-07-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| Cirsa Finance International SARL                           | Cirsa Finance International SARL                                          | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    403000 | PA      | $484189.71    | 0.06%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                        | Mattamy Group Corp.                                                       | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13945.58     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                 | CVR CHC LP, 1st Lien Term Loan                                            | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116639 | PA      | $116784.84    | 0.01%             | 2027-12-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                         | Lune Holdings SARL                                                        | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |   2036000 | PA      | $159747.88    | 0.02%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1269000 | PA      | $1350676.65   | 0.16%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6211831.48   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    696000 | PA      | $854876.65    | 0.10%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                      | Lessen Holdings, Inc., Series B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     16373 | NS      | $8186.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II LLC                   | CoreWeave Compute Acquisition Co. II LLC, Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1048350 | PA      | $1047091.99   | 0.13%             | 2028-07-31      | Variable      | 13.65%                | No            |                  3 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  65290000 | PA      | $-151478.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3243000 | PA      | $-12798.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                  | Signal Harmonic CLO I DAC, Series 1X, Class AR                            | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4282444.95   | 0.52%             | 2038-07-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Aiven OY                                                   | Aiven OY, Series D                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6597 | NS      | $360394.11    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| RingCentral, Inc.                                          | RingCentral, Inc.                                                         | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8253463.25   | 1.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                | Latch, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     31344 | NS      | $3447.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                                        | Yen                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |  13825182 | OU      | $89709.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Packaging Finance plc                               | Ardagh Packaging Finance plc                                              | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |    604000 | PA      | $555680.00    | 0.07%             | 2026-08-15      | Fixed         | 4.12%                 | 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      | $3481003.00   | 0.42%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Lionsgate Studios Corp.                                                   | CUSIP: 53626N102<br>LEI: N/A                  | N/A              | DE               |  | US        |     25000 | NS      | $4504.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: 00PBPKZZ3<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $14250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $927235.05    | 0.11%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Euro-OAT                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -100 | NC      | $-229349.58   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                            | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75811.56     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-46269.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |     -8080 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  24314000 | PA      | $63224.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                              | Rockford Tower Europe CLO DAC, Series 2025-1X, Class A                    | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |   2220000 | PA      | $2553767.79   | 0.31%             | 2037-10-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $13851.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  11159000 | PA      | $508508.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 E-Mini Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-10304.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Offerpad Solutions, Inc.                                                  | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |     13726 | NS      | $347.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Telecom Italia SpA                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   1278912 | NS      | $48667.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Lavoro Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      5012 | NS      | $200.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $1008596.41   | 0.12%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                             | Univision Communications, Inc.                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1686805.22   | 0.20%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $62008.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                | Avaya, Inc., 1st Lien Term Loan                                           | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56878 | PA      | $49626.17     | 0.01%             | 2028-08-01      | Variable      | 11.46%                | No            |                  2 | On Loan: No      |
| Canadian Dollar                                            | Canadian Dollar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     69341 | OU      | $49439.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Compute Acquisition Co. IV LLC                   | CoreWeave Compute Acquisition Co. IV LLC, Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1033986 | PA      | $1050839.98   | 0.13%             | 2029-05-16      | Variable      | 10.03%                | No            |                  3 | On Loan: No      |
| Las Vegas Sands Corp.                                      | Las Vegas Sands Corp.                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4090128.24   | 0.50%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $10846.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | 105403098 | PA      | $-39015.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1500 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coreweave Acq Co. Iv LLC (Amnd)                            | Coreweave Acq Co. Iv LLC (Amnd), Delayed Draw 1st Lien Term Loan          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    615789 | PA      | $606552.62    | 0.07%             | 2030-09-29      | Variable      | 8.24%                 | No            |                  3 | On Loan: No      |
| Xerox Holdings Corp.                                       | Xerox Holdings Corp.                                                      | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-261000.00   | -0.03%            | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cerved Group SpA                                           | Cerved Group SpA                                                          | CUSIP: N/A<br>LEI: 8156005E0EF91772E207       | Short            | DBT              | CORP              | IT        |   -400000 | PA      | $-424350.79   | -0.05%            | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                              | Aroundtown SA                                                             | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $223034.74    | 0.03%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -250 | NC      | $-10375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5250000 | PA      | $-124433.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      9692 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      2794 | NS      | $373585.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                | Xerox Corp.                                                               | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   6734000 | PA      | $6885238.91   | 0.83%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                        | STL Holding Co. LLC                                                       | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54523.51     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                          | Vaco Holdings LLC, 1st Lien Term Loan                                     | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    282012 | PA      | $238049.57    | 0.03%             | 2029-01-22      | Variable      | 9.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $10323.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                    | Atos SE                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   1996029 | PA      | $1314801.00   | 0.16%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $2327.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                              | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1451676 | PA      | $1868925.12   | 0.23%             | 2029-10-31      | Variable      | 13.84%                | 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        |     92091 | PA      | $10.62        | 0.00%             | 2025-11-28      | Variable      | 4.02%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    775330 | PA      | $-32385.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                       | Allegiant Travel Co.                                                      | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68764.39     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    910000 | PA      | $1005585.42   | 0.12%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                        | Aurium CLO VIII DAC, Series 8X, Class AR                                  | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4280934.11   | 0.52%             | 2038-10-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                  | EQT Corp.                                                                 | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2066686.10   | 0.25%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                               | McAfee Corp.                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |  -1000000 | PA      | $-915440.50   | -0.11%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                    | Froneri Lux FinCo. SARL                                                   | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |    772000 | PA      | $907037.02    | 0.11%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lessen LLC                                                 | Lessen LLC                                                                | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1061623 | PA      | $987309.39    | 0.12%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| EURO Parfums Fze                                           | EURO Parfums Fze, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    198474 | PA      | $197482.13    | 0.02%             | 2030-01-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41517 | PA      | $39920.07     | 0.00%             | 2026-05-06      | Variable      | 16.46%                | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    969000 | PA      | $23511.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                    | Eni SpA                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $414535.84    | 0.05%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                        | New Immo Holding SA                                                       | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $818184.73    | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                          | Clarios Global LP                                                         | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |   1104000 | PA      | $1297973.17   | 0.16%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1650000 | PA      | $29227.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Deutsche Bank AG                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1500282.79   | 0.18%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $52140.00     | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | U.S. Treasury 10-Year Ultra Note                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $2954.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp.                                    | Lionsgate Studios Corp.                                                   | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    200348 | NS      | $1288237.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                    | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   6100000 | PA      | $1546856.30   | 0.19%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1711000 | PA      | $-258110.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                          | Gen Digital, Inc.                                                         | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4569718.50   | 0.55%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   1122252 | PA      | $1122252.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                 | Cloud Software Group, Inc.                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39304.92     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                             | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    569000 | PA      | $657497.97    | 0.08%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                   | Lumen Technologies, Inc.                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      8166 | NS      | $83946.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       200 | NC      | $400.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $637.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                           | Maxam Prill SARL                                                          | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |   1618000 | PA      | $1896992.34   | 0.23%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       478 | NC      | $17906.42     | 0.00%             |  |  |  | No            |                  1 | 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        |  16528432 | PA      | $17376340.78  | 2.10%             | 2032-12-15      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Nissan Motor Co. Ltd.                                      | Nissan Motor Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |    500000 | PA      | $597307.85    | 0.07%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                      | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    118800 | PA      | $144123.90    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                          | Clarios Global LP                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    476000 | PA      | $493459.68    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   1016000 | PA      | $1250838.80   | 0.15%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1647000 | PA      | $1057.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2650000 | PA      | $2977.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-1990.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                           | Hong Kong Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |       588 | OU      | $75.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    810500 | PA      | $-1562.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $41321.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                        | Rivian Holdings LLC                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -170000 | PA      | $-151413.44   | -0.02%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2788000 | PA      | $1815.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montelena                                          | Envalior Deutschland Gmbh                                                 | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |    525038 | PA      | $493225.82    | 0.06%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Altice Financing SA                                        | Altice Financing SA, 1st Lien Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1178794 | PA      | $1063211.48   | 0.13%             | 2027-10-29      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                                        | New Look Corp. Ltd., 1st Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |    457849 | PA      | $180442.70    | 0.02%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| Level 3 Financing, Inc.                                    | Level 3 Financing, Inc.                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1375692.62   | 0.17%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    330000 | PA      | $371715.86    | 0.04%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                             | Figeac Aero SA                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    320000 | PA      | $369770.12    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1658000 | PA      | $-13397.70    | -0.00%            |  |  |  | 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      | $4276331.50   | 0.52%             | 2039-10-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $27500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Group ApS                                              | SGL Group ApS                                                             | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    445000 | PA      | $495635.94    | 0.06%             | 2031-02-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                          | INEOS Finance plc                                                         | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |  -1200000 | PA      | $-1117373.04  | -0.14%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                    | Vivion Investments SARL                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   2073500 | PA      | $2382586.38   | 0.29%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                      | Core Scientific, Inc.                                                     | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $29238.75     | 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        |   5000000 | PA      | $-71938.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    815000 | PA      | $5393.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                             | Palmer Square European CLO DAC, Series 2024-2X, Class A                   | CUSIP: N/A<br>LEI: 2549001Y8MR5PODEEG55       | Long             | ABS-CBDO         | CORP              | IE        |   1700000 | PA      | $1965016.70   | 0.24%             | 2037-10-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                            | Cable One, Inc.                                                           | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4870000.00   | 0.59%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                         | Aston Martin Capital Holdings Ltd.                                        | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $177870.98    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | 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      | $2831.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Median BV                                                  | Median BV, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1700000 | PA      | $2187507.55   | 0.26%             | 2027-10-14      | Variable      | 10.01%                | No            |                  2 | On Loan: No      |
| N/A                                                        | Paramount Skydance Corp., Class B                                         | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |     23908 | NS      | $-74353.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                          | Barclays Bank plc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   1186250 | PA      | $1186250.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    200000 | PA      | $-2897.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                      | JetBlue Airways Corp.                                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -1200000 | PA      | $-1179473.46  | -0.14%            | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                  | Zayo Group Holdings, Inc.                                                 | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   5811721 | PA      | $5526016.80   | 0.67%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7150000 | PA      | $8150199.20   | 0.99%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EVgo, Inc.                                                                | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |      7796 | NS      | $1325.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                            | Open Text Corp.                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4163752.00   | 0.50%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Warner Bros Discovery, Inc.                                               | CUSIP: 934423104<br>LEI: N/A                  | N/A              | DE               |  | US        |     25000 | NS      | $110789.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                         | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       879 | NS      | $7355.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                     | XHR LP                                                                    | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15640.49     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                        | Iron Mountain, Inc.                                                       | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2575127.50   | 0.31%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RRE 19 Loan Management DAC                                 | RRE 19 Loan Management DAC, Series 19X, Class A1                          | CUSIP: N/A<br>LEI: 254900RQVMUR7JSWUL38       | Long             | ABS-CBDO         | CORP              | IE        |    936000 | PA      | $1085720.83   | 0.13%             | 2037-07-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                  | Champions Financing, Inc., 1st Lien Term Loan                             | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        18 | PA      | $16.77        | 0.00%             | 2029-02-06      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5599 | NS      | $926.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                   | Algoma Steel Group, Inc.                                                  | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     15539 | NS      | $64797.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos International, Inc.                                 | Kronos International, Inc.                                                | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1677659.67   | 0.20%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -10000000 | PA      | $-2733.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    846000 | PA      | $1012571.28   | 0.12%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13337.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                       | Ashton Woods USA LLC                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23633.80     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7125.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                         | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    544000 | PA      | $630412.86    | 0.08%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                              | Transocean International Ltd.                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     78000 | PA      | $78456.61     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Janus Detroit Street Trust                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       750 | NC      | $30000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-45973.29    | -0.01%            |  |  |  | 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      | $1140766.18   | 0.14%             | 2028-10-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                    | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2500000 | PA      | $3049479.66   | 0.37%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                          | Altar Bidco, Inc., 2nd Lien Term Loan                                     | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11511880 | PA      | $10921896.15  | 1.32%             | 2030-02-01      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                        | Flourishing Trade & Investment Ltd.                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |   8028406 | PA      | $8339908.15   | 1.01%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| N/A                                                        | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       478 | NC      | $97796.59     | 0.01%             |  |  |  | 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      | $73526.18     | 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      | $2551.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                             | Var Energi ASA                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    673000 | PA      | $861018.16    | 0.10%             | 2083-11-15      | Variable      | 7.86%                 | 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      | $1640731.89   | 0.20%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    450000 | PA      | $-52474.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                           | Flagstar Bank NA                                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     21679 | NS      | $247574.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                     | Cleveland-Cliffs, Inc.                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |   -450000 | PA      | $-460121.79   | -0.06%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        69 | NC      | $17077.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                       | Redstone Holdco 2 LP, 1st Lien Term Loan                                  | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5400257 | PA      | $2173603.59   | 0.26%             | 2028-04-27      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $33370.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1936823 | PA      | $-2526.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                     | Mineral Resources Ltd.                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18765.50     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                   | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1057165.45   | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                       | ADLER Financing SARL                                                      | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |   3281031 | PA      | $4086813.84   | 0.49%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    448000 | PA      | $522706.93    | 0.06%             | 2031-04-30      | Fixed         | 5.00%                 | 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        |    400000 | PA      | $474898.57    | 0.06%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                 | Ball Corp.                                                                | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    875000 | PA      | $1039876.15   | 0.13%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                    | Brookfield Residential Properties, Inc.                                   | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     63000 | PA      | $60428.62     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-20544.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Sonder Enterprises, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     38747 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51195.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                         | AMC Networks, Inc.                                                        | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $165109.98    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                    | Aroundtown Finance SARL                                                   | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    320000 | PA      | $437326.05    | 0.05%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                     | Boots Group Bidco Ltd., 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1159420 | PA      | $1530319.22   | 0.19%             | 2032-08-30      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                   | IPD 3 BV                                                                  | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    402000 | PA      | $472200.57    | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                 | Janus Detroit Street Trust                                                | CUSIP: 47103U753<br>LEI: 5493003MM7OCK5UJW595 | Short            |  | RF                | US        |    -20000 | NS      | $-964000.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Weekley Homes LLC                                          | Weekley Homes LLC                                                         | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145521.88    | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CVB Financial Corp.                                                       | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -839 | NS      | $394.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $-5473.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                           | Fantasia Holdings Group Co. Ltd.                                          | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $3000.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | CA        | -10000000 | PA      | $-3662.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-5501.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                      | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    612000 | PA      | $742456.44    | 0.09%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                              | Resort Communities LoanCo. LP                                             | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2481974 | PA      | $2547249.92   | 0.31%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| ADLER Group SA                                             | ADLER Group SA                                                            | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |    983215 | NS      | $11.33        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $38641.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                 | Atlas CC Acquisition Corp., 1st Lien Term Loan B                          | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820363 | PA      | $467352.60    | 0.06%             | 2029-05-25      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   6011000 | PA      | $13280.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  -5000000 | PA      | $-1366.88     | -0.00%            |  |  |  | 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      | $11481317.34  | 1.39%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    712000 | PA      | $100848.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                 | Bellis Acquisition Co. plc                                                | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    209000 | PA      | $244936.21    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                          | Australian Dollar                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     15081 | OU      | $9867.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix, Inc.                                             | SK hynix, Inc.                                                            | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2007600.00   | 0.24%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                            | First Citizens BancShares, Inc., Class A                                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        80 | NS      | $145985.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| gategroup Finance Luxembourg SA                            | gategroup Finance Luxembourg SA                                           | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |   1705000 | PA      | $2087581.17   | 0.25%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7500000 | PA      | $7968422.03   | 0.96%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                            | Fiber Midco SpA                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    660000 | PA      | $672978.29    | 0.08%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Natra SA                                                   | Natra SA                                                                  | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |    710316 | PA      | $818746.26    | 0.10%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Park Intermediate Holdings LLC                             | Park Intermediate Holdings LLC                                            | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102953.13    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                        | Aimbridge Topco LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6349 | NS      | $409499.54    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       750 | NC      | $49875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Newco                                              | Veritas Newco                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11940 | NS      | $280600.11    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | EURO STOXX Banks Price Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      1250 | NC      | $18010.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                       | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                  | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3548000 | PA      | $620900.00    | 0.08%             | 2029-04-27      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  24314000 | PA      | $65717.38     | 0.01%             |  |  |  | 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      | $1956997.62   | 0.24%             | 2038-10-20      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                        | Herc Holdings, Inc.                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1802381.24   | 0.22%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Ally Financial, Inc.                                                      | CUSIP: 00PAGTTS9<br>LEI: N/A                  | N/A              | DE               |  | US        |       350 | NC      | $24500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $5288.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | New York Community Bancorp, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NS      | $89369.05     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     80000 | PA      | $-556.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coty, Inc.                                                 | Coty, Inc.                                                                | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010098.00   | 0.36%             | 2031-01-15      | Fixed         | 5.60%                 | 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      | $10110.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                            | Ocado Group plc                                                           | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    703000 | PA      | $920995.38    | 0.11%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-37240.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                         | Palladyne AI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35000 | NS      | $292952.79    | 0.04%             |  |  |  | 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      | $103548.42    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                             | Texas Capital Bancshares, Inc.                                            | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176096.59    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                               | Danaos Corp.                                                              | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    900000 | PA      | $906600.60    | 0.11%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1082000 | PA      | $528.49       | 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      | $642.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Sabre Corp.                                                               | CUSIP: 00CAMPM36<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $7500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| William Carter Co. (The)                                   | William Carter Co. (The)                                                  | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3980714.40   | 0.48%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                         | Pinewood Finco plc                                                        | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |    839000 | PA      | $1111768.23   | 0.13%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -366 | NC      | $-575430.54   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    545455 | PA      | $3633.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-2129.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    706000 | PA      | $8088.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                            | Wolfspeed, Inc.                                                           | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     36000 | PA      | $78210.00     | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Carter's, Inc.                                                            | CUSIP: 00PC6RNR8<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $18750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Stellantis NV                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -500 | NC      | $-2500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                | Allied Universal Holdco LLC                                               | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1361365.32   | 0.16%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                    | Almaviva-The Italian Innovation Co. SpA                                   | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |   1594000 | PA      | $1862750.57   | 0.23%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Terawulf, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $15500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                 | California Resources Corp.                                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       590 | NS      | $27830.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1060000 | PA      | $34130.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | U.S. Treasury 10-Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        23 | NC      | $-1690.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Seashell Bidco SL                                          | Seashell Bidco SL, Delayed Draw Facility 1st Lien Term Loan B             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    296158 | PA      | $341366.43    | 0.04%             | 2029-10-10      | Variable      | 8.20%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1000000 | PA      | $-468.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                               | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     93200 | PA      | $103398.57    | 0.01%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    545454 | PA      | $3656.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rainbow Finco SARL                                         | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1157986.77   | 0.14%             | 2029-02-26      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $9064.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-232747.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                         | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    423000 | PA      | $514877.86    | 0.06%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $342.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                           | Runitonetime LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13212 | PA      | $12703.59     | 0.00%             | 2026-04-16      | Variable      | 16.28%                | No            |                  3 | On Loan: No      |
| Paramount Skydance Corp.                                   | Paramount Skydance Corp., Class B                                         | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      8792 | NS      | $135308.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Berlin                                             | Project Berlin, 1st Lien Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3130304 | PA      | $3355574.87   | 0.41%             | 2033-01-22      | Variable      | 9.93%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       200 | NC      | $7100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HawkEye 360, Inc.                                          | HawkEye 360, Inc., Series D1                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     34579 | NS      | $654580.47    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| xAI Corp.                                                  | x.AI Corp., 1st Lien Term Loan                                            | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2992500 | PA      | $3123421.88   | 0.38%             | 2030-06-28      | Variable      | 12.50%                | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                            | First Citizens BancShares, Inc.                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    353000 | PA      | $358341.24    | 0.04%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                  | ION Platform Finance SARL                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |    482000 | PA      | $544815.65    | 0.07%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                             | Univision Communications, Inc.                                            | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1286805.00   | 0.16%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2340000 | PA      | $53841.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                               | Ardagh Packaging Finance plc                                              | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |   1391000 | PA      | $1554741.10   | 0.19%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ Investment Grade Corporate Bond ETF                       | CUSIP: 00CBQ6BE0<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $4250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp.                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5504372.30   | 0.67%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Altice France SA                                           | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    740836 | PA      | $825037.20    | 0.10%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | U.S. Treasury 5-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       150 | NC      | $-77932.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2054.53      | 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      | $-881.57      | -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        |    424000 | PA      | $494041.42    | 0.06%             | 2032-10-15      | Floating      | 5.07%                 | 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        |   1958484 | PA      | $2706666.00   | 0.33%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                                      | Arcano Euro CLO I DAC, Series 1X, Class A                                 | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |   2220000 | PA      | $2552723.52   | 0.31%             | 2039-04-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                   | Advance Auto Parts, Inc.                                                  | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2490170.98   | 0.30%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                           | Singapore Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |         0 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $-12250.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       400 | NC      | $1800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer LLC                                      | AAR Escrow Issuer LLC                                                     | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1795526.20   | 0.22%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | SPDR S&P 500 ETF Trust                                                    | CUSIP: 00PC2CPC6<br>LEI: N/A                  | N/A              | DE               |  | US        |       125 | NC      | $14062.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Naked Juice LLC                                            | Naked Juice LLC, 1st Lien Term Loan                                       | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    558262 | PA      | $232873.54    | 0.03%             | 2030-01-24      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | U.S. Treasury 30 Year Bond                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $28906.25     | 0.00%             |  |  |  | No            |                  1 | 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        |    840853 | PA      | $310147.04    | 0.04%             | 2027-03-30      | Variable      | 7.03%                 | 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      | $564377.18    | 0.07%             | 2028-07-10      | Variable      | 10.96%                | No            |                  3 | On Loan: No      |
| BlackRock Liquidity Funds                                  | BlackRock Liquidity Funds, T-Fund, Institutional Class                    | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  62381834 | NS      | $62381834.37  | 7.55%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                               | B&M European Value Retail SA                                              | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $625086.70    | 0.08%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                       | Fomento Economico Mexicano SAB de CV                                      | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |   2200000 | PA      | $2534194.79   | 0.31%             | 2026-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1447.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                        | Maverick Gaming LLC, 1st Lien Term Loan                                   | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115080 | PA      | $103571.66    | 0.01%             | 2028-06-05      | Variable      | 14.75%                | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |    430000 | NS      | $838500.00    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| Fibercop SpA                                               | Fibercop SpA, Series 2034                                                 | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    206000 | PA      | $194012.37    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                                         | Pitney Bowes, Inc., 1st Lien Term Loan B                                  | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    726883 | PA      | $724840.29    | 0.09%             | 2032-03-19      | Variable      | 7.71%                 | 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      | $708476.71    | 0.09%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    247004 | PA      | $245647.57    | 0.03%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                           | Screaming Eagle Acquistion Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20000 | NS      | $127266.68    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                 | RRE 18 Loan Management DAC, Series 18X, Class A1                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2307524.62   | 0.28%             | 2039-04-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | EURO STOXX 50 Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       183 | NC      | $71296.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                                | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4038 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | Lionsgate Studios Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $8750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $25138.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                             | Edge Finco plc                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |   1311000 | PA      | $1824093.55   | 0.22%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                         | Aston Martin Capital Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |    993000 | PA      | $1164811.97   | 0.14%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                  | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $256137.50    | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                  | Starz Entertainment Corp.                                                 | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      3902 | NS      | $41010.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriFone Systems, Inc.                                     | VeriFone Systems, Inc., 1st Lien Term Loan                                | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6736639 | PA      | $6436319.89   | 0.78%             | 2028-08-18      | Variable      | 9.35%                 | 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      | $3412663.52   | 0.41%             | 2039-04-16      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                        | Sunrise FinCo. I BV                                                       | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |    810000 | PA      | $946280.87    | 0.11%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                           | Gray Media, Inc.                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2155258.00   | 0.26%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| California Resources Corp.                                 | California Resources Corp.                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50972.84     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                           | PRA Group Europe Holding II SARL                                          | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |   1577000 | PA      | $1758652.86   | 0.21%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                          | Kapla Holding SAS                                                         | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |    916000 | PA      | $1060886.49   | 0.13%             | 2030-07-31      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Eagle Bancorp, Inc.                                                       | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |       759 | NS      | $-3195.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                | Block, Inc.                                                               | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045327.00   | 0.37%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                             | EchoStar Corp.                                                            | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031910.00   | 0.12%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Warner Bros Discovery, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $73250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-13103.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                      | Belron Uk Finance Plc, 1st Lien Term Loan                                 | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1687108 | PA      | $1954562.73   | 0.24%             | 2031-10-16      | Variable      | 4.72%                 | 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      | $-1625.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                               | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $369065.21    | 0.04%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-82824.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                  | Arini European CLO II DAC, Series 2X, Class A                             | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1733533.44   | 0.21%             | 2038-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                | SCIL IV LLC                                                               | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1481475.76   | 0.18%             | 2028-07-15      | Fixed         | 9.50%                 | 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      | $9613101.01   | 1.16%             | 2039-10-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    500000 | PA      | $2431.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares iBoxx $ High Yield Corporate Bond ETF                             | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |     -5309 | NS      | $-637.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Travelport Technology Ltd.                                 | Travelport Technology Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        70 | NS      | $207037.60    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Xerox Holdings Corp.                                       | Xerox Holdings Corp.                                                      | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-308750.00   | -0.04%            | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                | Thames Water Utilities Ltd.                                               | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       750 | PA      | $860.25       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                            | Duomo Bidco SpA                                                           | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |    926000 | PA      | $1071523.14   | 0.13%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3207 | NS      | $64460.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc.                                                          | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1263730 | PA      | $1055214.55   | 0.13%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Versa Networks, Inc., Series E                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23975 | NS      | $115559.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Titanium 2l Bondco SARL                                    | Titanium 2l Bondco SARL                                                   | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |   6435600 | PA      | $1810469.45   | 0.22%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                 | DEMIRE Deutsche Mittelstand Real Estate AG                                | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |   1761515 | PA      | $1910246.23   | 0.23%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -69 | NC      | $-9487.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Midwest Gaming Borrower LLC                                | Midwest Gaming Borrower LLC                                               | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $74742.27     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20702.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                                          | Avoca CLO XIV DAC, Series 14X, Class SUB                                  | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $696258.23    | 0.08%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                   | Grand City Properties SA                                                  | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1242154.31   | 0.15%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                  | La Financiere Atalian SAS                                                 | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   2889970 | PA      | $1099267.16   | 0.13%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                | Ithaca Energy North Sea plc                                               | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $838763.20    | 0.10%             | 2029-10-15      | Fixed         | 8.12%                 | 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        |    163800 | PA      | $161547.75    | 0.02%             | 2031-02-17      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                          | Alstria Office AG                                                         | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $711300.32    | 0.09%             | 2031-03-20      | Fixed         | 5.50%                 | 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      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $21693.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    327600 | PA      | $-2024.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                        | First Horizon Corp.                                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1645 | NS      | $35137.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Radio LLC                                        | Sirius XM Radio LLC                                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |   -650000 | PA      | $-611791.44   | -0.07%            | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1300000 | PA      | $-4200.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Synthomer plc                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    225140 | NS      | $-17078.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $5856.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                       | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1083000 | PA      | $1304030.30   | 0.16%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    124695 | PA      | $18577.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | Goldman Sachs & Co. LLC                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |    309260 | PA      | $309260.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                    | Albion Financing 3 SARL, 1st Lien Term Loan                               | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1158632.25   | 0.14%             | 2031-05-21      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                     | Barclays Capital, Inc.                                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    258064 | PA      | $258063.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO VII DAC                                 | Arini European CLO VII DAC, Series 7X, Class A                            | CUSIP: N/A<br>LEI: 635400HLOZDFMPWGCW53       | Long             | ABS-CBDO         | CORP              | IE        |   3710000 | PA      | $4276331.50   | 0.52%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -200 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | S&P 500 Index                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        69 | NC      | $4140.00      | 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      | $7164.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobian Finance BV                                          | Nobian Finance BV, 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1210526 | PA      | $1340086.31   | 0.16%             | 2030-07-01      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $671292.09    | 0.08%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $29243.57     | 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      | $-539686.29   | -0.07%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                 | Vonovia SE, Series B                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1026684.95   | 0.12%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                       | Xerox Holdings Corp.                                                      | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $166250.00    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                          | Alstria Office AG                                                         | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $682115.22    | 0.08%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                         | PrestigeBidCo GmbH                                                        | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    678000 | PA      | $785698.37    | 0.10%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1345328.75   | 0.16%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                         | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1286 | NS      | $9747.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldstory SAS                                              | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    759000 | PA      | $905613.94    | 0.11%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -24314000 | PA      | $-28355.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    810000 | PA      | $-12235.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                   | Service Properties Trust                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207245.27    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                          | Playstudios, Inc., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13275 | NS      | $12345.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                       | Flutter Treasury DAC                                                      | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3626290.50   | 0.44%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                           | GoTo Group, Inc., 1st Lien Term Loan                                      | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    942911 | PA      | $818267.89    | 0.10%             | 2028-04-30      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                       | Beignet Investor LLC                                                      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23547000 | PA      | $25117759.15  | 3.04%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1661000 | PA      | $50847.42     | 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      | $58426.48     | 0.01%             |  |  |  | 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        |    315753 | PA      | $311904.27    | 0.04%             | 2030-04-26      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                     | IMA Industria Macchine Automatiche SpA                                    | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |   1132000 | PA      | $1313449.95   | 0.16%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                              | RCI Banque SA                                                             | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $461932.33    | 0.06%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                   | Venture Global LNG, Inc.                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5665687.50   | 0.69%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                       | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                       | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3000000 | PA      | $1573367.25   | 0.19%             | 2026-02-12      | Variable      | 6.79%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    878000 | PA      | $6470.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    985668 | PA      | $1145583.11   | 0.14%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $58696.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                      | Albertsons Cos., Inc.                                                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $397114.24    | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    984965 | PA      | $86007.51     | 0.01%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    600000 | PA      | $-37155.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                           | Sabre GLBL, Inc.                                                          | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    993000 | PA      | $943350.00    | 0.11%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                        | Community Financial System, Inc.                                          | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -333 | NS      | $809.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-1297.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                          | FNZ NZ Finco Ltd., 1st Lien Term Loan                                     | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |   3000000 | PA      | $3113469.00   | 0.38%             | 2031-11-05      | Variable      | 9.97%                 | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1661000 | PA      | $-20021.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                 | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $374084.06    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | OneMain Holdings, Inc.                                                    | CUSIP: 00PBVVT97<br>LEI: N/A                  | N/A              | DE               |  | US        |      -350 | NC      | $-19250.00    | -0.00%            |  |  |  | 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      | $1756099.28   | 0.21%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                             | Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Short            | DBT              | CORP              | US        |   -600000 | PA      | $-562426.44   | -0.07%            | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                | NN Group NV                                                               | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1093600.49   | 0.13%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                     | Cleveland-Cliffs, Inc.                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460121.79    | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                           | CCO Holdings LLC                                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -1300000 | PA      | $-1156232.61  | -0.14%            | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $21693.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4500000 | PA      | $-10175.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | BNP Paribas SA, Series TMO                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1162604 | PA      | $1260267.31   | 0.15%             | 2174-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1657000 | PA      | $672.57       | 0.00%             |  |  |  | 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      | $3030219.00   | 0.37%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                                      | Sonder Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1623770 | PA      | $574489.79    | 0.07%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Boost Newco Borrower LLC                                   | Boost Newco Borrower LLC                                                  | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4249480.00   | 0.51%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                            | CoreWeave, Inc.                                                           | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   9354000 | PA      | $9444977.00   | 1.14%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                            | ConnectWise LLC, 1st Lien Term Loan                                       | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176680 | PA      | $176821.78    | 0.02%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                | Cedacri SpA                                                               | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    401000 | PA      | $463671.31    | 0.06%             | 2028-05-15      | Floating      | 6.66%                 | 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      | $1066897.69   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |      4526 | NS      | $-1403.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1657000 | PA      | $-52242.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Stellantis NV                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itelyum Regeneration SpA                                   | Itelyum Regeneration Spa                                                  | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    409000 | PA      | $478078.36    | 0.06%             | 2030-04-15      | Fixed         | 5.75%                 | 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      | $4892.01      | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    491400 | PA      | $-1951.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                    | Atos SE, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   3674073 | PA      | $3906713.92   | 0.47%             | 2030-12-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings, Inc.                                    | Ascensus Holdings, Inc., 1st Lien Term Loan B                             | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2345 | PA      | $2346.32      | 0.00%             | 2028-08-02      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| New Topco Stapled                                          | New Topco                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59462 | NS      | $0.68         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-45577.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                   | Spirit AeroSystems, Inc.                                                  | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |  13012000 | PA      | $14295881.03  | 1.73%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Russell 2000 E-Mini Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -33 | NC      | $-112705.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $3437.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1650000 | PA      | $-12349.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                              | Veritas Newco                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17298 | NS      | $406499.24    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                        | OneMain Holdings, Inc.                                                    | CUSIP: 00PBVVTB2<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $18750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FreeWire Technologies, Inc.                                | FreeWire Technologies, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cap Hill Brands                                            | Cap Hill Brands, Class E                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    506652 | NS      | $5.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 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      | $2752868.20   | 0.33%             | 2031-03-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                            | Rand Parent LLC                                                           | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022275.00   | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                   | WESCO Distribution, Inc.                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267429.94   | 0.15%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HNG Hospitality offshore LP                                | HNG Hospitality offshore LP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    723000 | NS      | $520560.00    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mobico Group plc                                           | Mobico Group plc                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115855.83    | 0.01%             | 2028-11-20      | Fixed         | 3.62%                 | 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      | $1732023.13   | 0.21%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  14114000 | PA      | $39422.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | JPMorgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   1408750 | PA      | $1408750.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                   | Accell Group Holdings BV, 1st Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1250000 | PA      | $965344.38    | 0.12%             | 2032-06-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | HomeToGo SE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |     71516 | NS      | $82.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Corp.                                       | Select Medical Corp.                                                      | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37532.73     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                    | Metrocentre Finance plc                                                   | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |    667815 | PA      | $471538.15    | 0.06%             | 2025-12-05      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                    | Summer BC Holdco B SARL                                                   | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    430000 | PA      | $478914.43    | 0.06%             | 2030-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                         | eircom Finance DAC                                                        | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |   1576000 | PA      | $1854021.29   | 0.22%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                          | INEOS Finance plc                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |    992000 | PA      | $1053964.96   | 0.13%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                            | Transocean Titan Financing Ltd.                                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     62333 | PA      | $64055.05     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                      | Altice France Lux 3/Altice Holdings 1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      4978 | NS      | $82419.07     | 0.01%             |  |  |  | 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      | $2390166.14   | 0.29%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | AMC Networks, Inc., Class A                                               | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |      3085 | NS      | $185.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-75880.97    | -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      | $-89836.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Xerox Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       750 | NC      | $5625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Informatica, Inc., Class A                                                | CUSIP: 45674M101<br>LEI: N/A                  | N/A              | DE               |  | US        |     20000 | NS      | $-1000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Latch, Inc.                                                               | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      6894 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WOM Mobile SA                                              | WOM Mobile SA                                                             | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      9922 | PA      | $9549.93      | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3500000 | PA      | $40077.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                           | NCR Atleos Corp.                                                          | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $7289493.75   | 0.88%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-60090.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: 00PBPKXF9<br>LEI: N/A                  | N/A              | DE               |  | US        |      -200 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Praxair, Inc.                                                             | CUSIP: 00PBM94K8<br>LEI: N/A                  | N/A              | DE               |  | US        |        16 | NC      | $32960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Irca SpA                                                   | Irca SpA                                                                  | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |   1031000 | PA      | $1196418.43   | 0.14%             | 2029-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                         | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    630000 | PA      | $766839.37    | 0.09%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    810500 | PA      | $-5327.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    498000 | PA      | $23810.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | EURO                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |   1709475 | OU      | $1970426.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                             | Pound Sterling                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      2235 | OU      | $2935.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                             | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class A                       | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2305809.70   | 0.28%             | 2037-05-15      | Floating      | 3.52%                 | 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      | $755286.46    | 0.09%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                         | DISH Network Corp.                                                        | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    226000 | PA      | $221480.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -10000000 | PA      | $-2733.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                            | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75292 | PA      | $74162.44     | 0.01%             | 2030-03-11      | Variable      | 11.65%                | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                             | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class AR                  | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |   2590000 | PA      | $2989872.30   | 0.36%             | 2038-02-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    300000 | PA      | $-15512.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Palladyne AI Corp.                                                        | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |     20304 | NS      | $3360.31      | 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      | $131832.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $11127.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                          | Market Bidco Ltd., Facility 1st Lien Term Loan B3                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1800000 | PA      | $2046843.60   | 0.25%             | 2030-11-04      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                             | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B             | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1410105 | PA      | $1399286.56   | 0.17%             | 2029-04-03      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                | First Quantum Minerals Ltd.                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2647000 | PA      | $2794940.83   | 0.34%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                   | William Carter Co. (The)                                                  | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7000.95      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Preem AB                                                   | Preem AB                                                                  | CUSIP: N/A<br>LEI: 549300MIHCMD8DCSBY41       | Long             | DBT              | CORP              | SE        |    810400 | PA      | $966854.45    | 0.12%             | 2027-06-30      | Fixed         | 12.00%                | 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      | $340164.35    | 0.04%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9410.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage                                            | Project Montage, 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    346430 | PA      | $333439.08    | 0.04%             | 2029-02-16      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  24314000 | PA      | $50226.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                              | Fedrigoni SpA                                                             | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $678873.92    | 0.08%             | 2030-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: 00PBPKYK7<br>LEI: N/A                  | N/A              | DE               |  | US        |      -250 | NC      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                    | Banco Espirito Santo SA                                                   | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  22800000 | PA      | $5781692.40   | 0.70%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | Nationwide Building Society                                               | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    850000 | PA      | $1158050.20   | 0.14%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                   | EquipmentShare.com, Inc.                                                  | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259425.00   | 0.15%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                      | Kioxia Holdings Corp.                                                     | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1043108.28   | 0.13%             | 2033-07-24      | Fixed         | 6.62%                 | 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      | $3042123.00   | 0.37%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                    | Civitas Resources, Inc.                                                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98509.32     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                              | Goldstory SAS                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    383000 | PA      | $446071.29    | 0.05%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                                      | Flowco Holdings, Inc., Class A                                            | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3659 | NS      | $59275.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | iShares Russell 2000 ETF                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -200 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                            | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81844 | PA      | $81486.15     | 0.01%             | 2030-03-11      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    510000 | PA      | $-54755.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    181760 | PA      | $27074.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                | TalkTalk Telecom Group Ltd.                                               | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |    554912 | PA      | $504824.12    | 0.06%             | 2028-02-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    970000 | PA      | $-120584.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                | Euronext NV                                                               | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $454565.64    | 0.06%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                             | Starz Capital Holdings 1, Inc.                                            | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17535000 | PA      | $16482900.00  | 1.99%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                        | PBF Holding Co. LLC                                                       | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -329000 | PA      | $-326612.15   | -0.04%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $-146830.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $50317.58     | 0.01%             |  |  |  | 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      | $5002.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                         | BCP V Modular Services Finance plc                                        | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    684000 | PA      | $474912.14    | 0.06%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                         | Banco Santander SA                                                        | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |   -800000 | PA      | $-876720.34   | -0.11%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                          | Henley CLO Xi DAC, Series 11X, Class A                                    | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |   2040000 | PA      | $2359352.11   | 0.29%             | 2039-04-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                        | Intrum Investments And Financing AB                                       | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    656644 | PA      | $62460.87     | 0.01%             | 2027-09-11      | Fixed         | 7.75%                 | 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      | $3632141.80   | 0.44%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                      | OneMain Finance Corp.                                                     | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |  -1400000 | PA      | $-1397180.51  | -0.17%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                              | Transocean International Ltd.                                             | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | BM        |   -650000 | PA      | $-645329.30   | -0.08%            | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                | Clariane SE                                                               | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1183330.37   | 0.14%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                | Crown PropTech Acquisitions                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11148 | NS      | $15607.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                           | CSC Holdings LLC, 1st Lien Term Loan B5                                   | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     46056 | PA      | $43341.17     | 0.01%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $-1022.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Euro-BTP                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        25 | NC      | $61123.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                        | Flagstar Bank NA                                                          | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |      7124 | NS      | $-3846.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                         | Alexandrite Lake Lux Holdings SARL                                        | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |   1152000 | PA      | $1361566.98   | 0.16%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | CDS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    650000 | PA      | $-12733.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDI                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    728163 | PA      | $-975.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -24314000 | PA      | $-42872.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                              | VoltaGrid LLC                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2153098.85   | 0.26%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                    | Civitas Resources, Inc.                                                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18609.17     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                     | Czechoslovak Group A/S                                                    | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |   1100000 | PA      | $1318631.60   | 0.16%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                           | Tele Columbus AG, Facility 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2349261 | PA      | $1816984.55   | 0.22%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                    | Civitas Resources, Inc.                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79559.02     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | iShares Preferred & Income Securities ETF                                 | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |    -48500 | NS      | $15035.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                        | Dolcetto Holdco SpA                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    919000 | PA      | $1083381.19   | 0.13%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                    | JPMorgan Securities plc                                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    355284 | PA      | $409518.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8329.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer