# EDGAR Filing Document

**Accession Number:** 0002032432
**File Stem:** 0002071691-26-005032
**Filing Date:** 2026-2
**Character Count:** 212591
**Document Hash:** 815141bcf4dca9fbf80c56f4dcadf929
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005032.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-005032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Blackstone Private Multi-Asset Credit & Income Fund
- **CENTRAL INDEX KEY:** 0002032432

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23996
- **FILM NUMBER:** 26690582

**BUSINESS ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154
- **BUSINESS PHONE:** 212-503-2100

**MAIL ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Blackstone Private Multi-Asset Credit Fund
- **DATE OF NAME CHANGE:** 20240731

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Blackstone Private Multi-Asset Credit & Income Fund

- **b. Investment Company Act file number:** 811-23996

- **c. CIK number of Registrant:** 0002032432

- **d. LEI of Registrant:** 254900ERSXIIBGU8L036

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

  - **Street Address 1:** 345 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10154

  - **Telephone number:** 212-503-2100

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

- **a. Name of Series:** Blackstone Private Multi-Asset Credit & Income Fund

- **c. LEI of Series:** 254900ERSXIIBGU8L036

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $720520486.85

**Total Liabilities:** $175756905.21

**Net Assets:** $544763581.64

**Amount of Assets Invested in Other Investment Companies:** $32697224.00

**Cash Not Reported:** $6321335.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 74.03000000 | **10-Year:** 476.71999999 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 29489.32999999 | **10-Year:** 62736.58999999 | **30-Year:** 113.33000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.90%                | 0.70%                | 0.70%                |
| Class ID N/A | 0.90%                | 0.70%                | 0.70%                |
| Class ID N/A | 0.80%                | 0.60%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-306684.12              | $659574.88                                 |
| Month 2  | $2040.26                 | $395869.81                                 |
| Month 3  | $17701.82                | $-514645.28                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp.                                                                               | ACCO Brands Corp.                                                                               | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185676.19    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                              | AMC Networks, Inc.                                                                              | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $99509.00     | 0.02%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ANGI Group LLC                                                                                  | ANGI Group LLC                                                                                  | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36977.60     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Investor 2 LLC       | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Investor 2 LLC       | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50537.21     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ASGN, Inc.                                                                                      | ASGN, Inc.                                                                                      | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177434.14    | 0.03%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ATP Tower Holdings LLC / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings LLC / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41278.88     | 0.01%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ATS Corp.                                                                                       | ATS Corp.                                                                                       | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29383.58     | 0.01%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                                              | APLD ComputeCo LLC                                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88350.79     | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                            | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $601176.96    | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                                 | AdaptHealth LLC                                                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68610.77     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 20 Ltd.                                                                               | Aimco CLO 20 Ltd., Series 2023-20A, Class SUB                                                   | CUSIP: 00901TAC0<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |   5658961 | PA      | $4689372.61   | 0.86%             | 2038-10-16      | Variable      | 13.30%                | Yes           |                  3 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings, Inc.                                                | Albion Financing 1 SARL / Aggreko Holdings, Inc.                                                | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     60000 | PA      | $62865.34     | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                                  | Bread Financial Holdings, Inc.                                                                  | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310969.50    | 0.06%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                                            | Ally Financial, Inc.                                                                            | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $345226.73    | 0.06%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp.                                                   | AmeriGas Partners LP / AmeriGas Finance Corp.                                                   | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10659.81     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                                    | ams-OSRAM AG                                                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $266793.25    | 0.05%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp.                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp.                                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $248560.60    | 0.05%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp.                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp.                                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110722.59    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                                     | Apollo Commercial Real Estate Finance, Inc.                                                     | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154883.12    | 0.03%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                                                           | Arbor Realty SR, Inc.                                                                           | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38272.14     | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                                              | Aretec Group, Inc.                                                                              | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43215.72     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                                 | Ashton Woods USA LLC / Ashton Woods Finance Co.                                                 | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57256.94     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                                         | Asurion LLC and Asurion Co-Issuer, Inc.                                                         | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31143.79     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                              | Aston Martin Capital Holdings Ltd.                                                              | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    330000 | PA      | $307393.75    | 0.06%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Atlanticus Holdings Corp.                                                                       | Atlanticus Holdings Corp.                                                                       | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130423.02    | 0.02%             | 2030-09-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance, Inc.                                          | Avis Budget Car Rental LLC / Avis Budget Finance, Inc.                                          | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10374.52     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                 | B&G Foods, Inc.                                                                                 | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197023.97    | 0.04%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                                          | BWX Technologies, Inc.                                                                          | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263316.26    | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                                          | Beazer Homes USA, Inc.                                                                          | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192883.82    | 0.04%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                                                                     | BlackRock Liquidity FedFund, Class Institutional                                                | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   4320900 | NS      | $4320900.31   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                                                | Bombardier, Inc.                                                                                | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $134718.36    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Fort Greene Reinsurance Holdings LLC                                                            | Fort Greene Reinsurance Holdings LLC - Preferred Shares, Series A-1, Class A                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       150 | NS      | $1500000.00   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Brookfield Residential Properties, Inc. / Brookfield Residential US LLC                         | Brookfield Residential Properties, Inc. / Brookfield Residential US LLC                         | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65263.03     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                             | Buckeye Partners LP                                                                             | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109686.12    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                              | Burford Capital Global Finance LLC                                                              | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206171.40    | 0.04%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                                                        | Viridien                                                                                        | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $73863.76     | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CHS / Community Health Systems, Inc.                                                            | CHS / Community Health Systems, Inc.                                                            | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    280000 | PA      | $224600.13    | 0.04%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp.                                                                             | CNX Resources Corp.                                                                             | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120961.80    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp.                                                                             | CNX Resources Corp.                                                                             | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125348.39    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                                | CVR Energy, Inc.                                                                                | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89108.59     | 0.02%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20076.28     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                                      | California Resources Corp.                                                                      | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $429110.41    | 0.08%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                                      | California Resources Corp.                                                                      | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9856.43      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                         | Carriage Services, Inc.                                                                         | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $125689.82    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cars.com, Inc.                                                                                  | Cars.com, Inc.                                                                                  | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135271.62    | 0.02%             | 2028-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cascades, Inc. / Cascades USA, Inc.                                                             | Cascades, Inc. / Cascades USA, Inc.                                                             | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $281477.70    | 0.05%             | 2030-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                        | Celanese US Holdings LLC                                                                        | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150873.75    | 0.03%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co.                                                                            | Century Aluminum Co.                                                                            | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134102.28    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                  | Charles River Laboratories International, Inc.                                                  | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138841.40    | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                  | Charles River Laboratories International, Inc.                                                  | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135310.98    | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                                              | Chemours Co. (The)                                                                              | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18103.38     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ciena Corp.                                                                                     | Ciena Corp.                                                                                     | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125487.43    | 0.02%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cimpress plc                                                                                    | Cimpress plc                                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $173613.15    | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                              | Cipher Compute LLC                                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71381.30     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                                | Clarivate Science Holdings Corp.                                                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75713.27     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                            | Clear Channel Outdoor Holdings, Inc.                                                            | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59631.38     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                          | Cleveland-Cliffs, Inc.                                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51312.52     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                                      | Cloud Software Group, Inc.                                                                      | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292765.26    | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                                            | Compass Minerals International, Inc.                                                            | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188501.76    | 0.03%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                        | Comstock Resources, Inc.                                                                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431249.58    | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                                         | Credit Acceptance Corp.                                                                         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250961.85    | 0.05%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DCLI Bidco LLC                                                                                  | DCLI Bidco LLC                                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41148.50     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Danaos Corp.                                                                                    | Danaos Corp.                                                                                    | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    180000 | PA      | $186305.76    | 0.03%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP / Delek Logistics Finance Corp.                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp.                                     | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $115367.90    | 0.02%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP / Delek Logistics Finance Corp.                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp.                                     | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183809.52    | 0.03%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                             | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5895.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                                                    | Deluxe Corp.                                                                                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193877.33    | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                      | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173842.30    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                    | Diversified Healthcare Trust                                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44236.85     | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| R.R. Donnelley & Sons Co.                                                                       | R.R. Donnelley & Sons Co.                                                                       | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62054.70     | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                                          | Dotdash Meredith, Inc.                                                                          | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36069.51     | 0.01%             | 2032-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                          | Dycom Industries, Inc.                                                                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158172.68    | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                  | EchoStar Corp.                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $199184.61    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                                     | Emergent BioSolutions, Inc.                                                                     | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126337.37    | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                                      | Encore Capital Group, Inc.                                                                      | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482795.09    | 0.09%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                                                          | Encompass Health Corp.                                                                          | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169828.39    | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enova International, Inc.                                                                       | Enova International, Inc.                                                                       | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319579.20    | 0.06%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ESAB Corp.                                                                                      | ESAB Corp.                                                                                      | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236777.41    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Excelerate Energy LP                                                                            | Excelerate Energy LP                                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53012.90     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                                | Fair Isaac Corp.                                                                                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613791.32    | 0.11%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                                       | Forvia SE                                                                                       | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $354020.04    | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                                                     | Five Point Operating Co. LP                                                                     | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41850.20     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                   | Freedom Mortgage Holdings LLC                                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31603.19     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Galaxy 35 CLO Ltd.                                                                              | Galaxy 35 CLO Ltd., Series 2025-35A, Class E                                                    | CUSIP: 362932AA3<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |   2749000 | PA      | $2744513.63   | 0.50%             | 2038-04-20      | Variable      | 8.88%                 | Yes           |                  3 | On Loan: No      |
| Galaxy 35 CLO Ltd.                                                                              | Galaxy 35 CLO Ltd., Series 2025-35A                                                             | CUSIP: 362932AC9<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |   8010000 | PA      | $6295835.22   | 1.16%             | 2038-04-20      | Variable      | 12.89%                | Yes           |                  3 | On Loan: No      |
| Garda World Security Corp.                                                                      | Garda World Security Corp.                                                                      | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102387.14    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corp.                                                                                   | Magnera Corp.                                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64803.59     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                                | Goodyear Tire & Rubber Co. (The)                                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296633.86    | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                                | Gray Media, Inc.                                                                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120120.80    | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                                | Gray Media, Inc.                                                                                | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $186355.95    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                                        | Great Canadian Gaming Corp. / Raptor LLC                                                        | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40432.98     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                                 | Gulfport Energy Operating Corp.                                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217125.52    | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SARL LLC / Herbalife International, Inc.                                          | HLF Financing SARL LLC / Herbalife International, Inc.                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $479664.60    | 0.09%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                               | Hertz Corp. (The)                                                                               | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20514.00     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                                               | Hertz Corp. (The)                                                                               | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10093.10     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                    | Hess Midstream Operations LP                                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408951.60    | 0.08%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9545.11      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112795.10    | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                                       | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19019.54     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                                             | Hilton Domestic Operating Co., Inc.                                                             | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38993.48     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                                             | Hilton Domestic Operating Co., Inc.                                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124554.26    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower, Inc.                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower, Inc.                     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $612352.38    | 0.11%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                                       | Howard Hughes Corp. (The)                                                                       | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200106.46    | 0.04%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                                                                        | HPS Loan Management Ltd., Series 2024-19A                                                       | CUSIP: 442912AC5<br>LEI: 213800O5I3HWAET47X03 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1133940.56   | 0.21%             | 2037-04-15      | Variable      | 12.21%                | Yes           |                  3 | On Loan: No      |
| Iliad Holding SAS                                                                               | Iliad Holding SAS                                                                               | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $10319.03     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| IAMGOLD Corp.                                                                                   | IAMGOLD Corp.                                                                                   | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29941.04     | 0.01%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp.                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                                          | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86653.08     | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp.                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                                          | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $319420.80    | 0.06%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                                      | iHeartCommunications, Inc.                                                                      | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155705.22    | 0.03%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| JB Poindexter & Co., Inc.                                                                       | JB Poindexter & Co., Inc.                                                                       | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52436.31     | 0.01%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                                | Jaguar Land Rover Automotive plc                                                                | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60031.73     | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance, Inc.                                                       | Jane Street Group LLC / JSG Finance, Inc.                                                       | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173099.10    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                                  | Jefferson Capital Holdings LLC                                                                  | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52623.35     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp. / JetBlue Loyalty LP                                                      | JetBlue Airways Corp. / JetBlue Loyalty LP                                                      | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $282334.14    | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                                    | Jones Deslauriers Insurance Management, Inc.                                                    | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52440.15     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                           | Kioxia Holdings Corp.                                                                           | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $154460.35    | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kohl's Corp.                                                                                    | Kohl's Corp.                                                                                    | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28530.72     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                                    | Kohl's Corp.                                                                                    | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132300.84    | 0.02%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                                   | Kraken Oil & Gas Partners LLC                                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39650.41     | 0.01%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                                 | LGI Homes, Inc.                                                                                 | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93932.37     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                               | Lamar Media Corp.                                                                               | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $600930.09    | 0.11%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                                           | LD Holdings Group LLC                                                                           | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9310.74      | 0.00%             | 2028-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                                           | LD Holdings Group LLC                                                                           | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19675.07     | 0.00%             | 2027-11-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                                 | M/I Homes, Inc.                                                                                 | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230485.16    | 0.04%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                                | MPT Operating Partnership LP / MPT Finance Corp.                                                | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $486390.73    | 0.09%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                                      | Macy's Retail Holdings LLC                                                                      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $148568.98    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                                      | Warnermedia Holdings, Inc.                                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131860.50    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                          | Mauser Packaging Solutions Holding Co.                                                          | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29791.06     | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                                                             | Stagwell Global LLC                                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58554.77     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XIX Ltd.                                                                    | MidOcean Credit CLO XIX Ltd., Series 2025-19A, Class SUB                                        | CUSIP: 59803JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1471085.67   | 0.27%             | 2036-07-20      | Variable      | 8.12%                 | Yes           |                  3 | On Loan: No      |
| Mineral Resources Ltd.                                                                          | Mineral Resources Ltd.                                                                          | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $605348.43    | 0.11%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                                    | Mueller Water Products, Inc.                                                                    | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146585.49    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                                             | NGL Energy Operating LLC / NGL Energy Finance Corp.                                             | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $279779.40    | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                         | Nabors Industries, Inc.                                                                         | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368895.28    | 0.07%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                                                   | Nassau Cos. of New York (The)                                                                   | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38216.07     | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp.                                                                                   | Navient Corp.                                                                                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59606.17     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                                   | Navient Corp.                                                                                   | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    158000 | PA      | $177089.09    | 0.03%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                                   | Navient Corp.                                                                                   | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335181.12    | 0.06%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                                          | Neptune Bidco US, Inc.                                                                          | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123109.32    | 0.02%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                                        | New Home Co., Inc. (The)                                                                        | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51555.15     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                             | Rithm Capital Corp.                                                                             | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30822.78     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                             | Rithm Capital Corp.                                                                             | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399197.42    | 0.07%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                                           | Nissan Motor Co. Ltd.                                                                           | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $47170.04     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                                 | Nissan Motor Acceptance Co. LLC                                                                 | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    530000 | PA      | $550089.28    | 0.10%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                                                            | Noble Finance II LLC                                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62373.82     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                                 | Nordstrom, Inc.                                                                                 | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30122.97     | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                                 | Nordstrom, Inc.                                                                                 | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9572.46      | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                                 | Nordstrom, Inc.                                                                                 | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18572.76     | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                                   | Brundage-Bone Concrete Pumping Holdings, Inc.                                                   | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20426.58     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                                                   | Novelis Corp.                                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116003.45    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nufarm Australia Ltd. / Nufarm Americas, Inc.                                                   | Nufarm Australia Ltd. / Nufarm Americas, Inc.                                                   | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     40000 | PA      | $36836.55     | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                                                            | OI European Group BV                                                                            | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $368046.11    | 0.07%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                           | OneMain Finance Corp.                                                                           | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20563.30     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                           | OneMain Finance Corp.                                                                           | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332854.53    | 0.06%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                           | OneMain Finance Corp.                                                                           | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243330.86    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                                 | Open Text Corp.                                                                                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196396.62    | 0.04%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                                            | Owens-Brockway Glass Container, Inc.                                                            | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122643.24    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                                            | Owens-Brockway Glass Container, Inc.                                                            | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30472.89     | 0.01%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Co. LLC / PBF Finance Corp.                                                         | PBF Holding Co. LLC / PBF Finance Corp.                                                         | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $216166.02    | 0.04%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                                 | PRA Group, Inc.                                                                                 | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28237.06     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pagaya US Holdings Co. LLC                                                                      | Pagaya US Holdings Co. LLC                                                                      | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $139701.19    | 0.03%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                                      | Park-Ohio Industries, Inc.                                                                      | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113494.15    | 0.02%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Domtar Corp.                                                                                    | Domtar Corp.                                                                                    | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8416.48      | 0.00%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                                           | PetSmart LLC / PetSmart Finance Corp.                                                           | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91700.05     | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                             | Post Holdings, Inc.                                                                             | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94891.19     | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corp.                                                                        | Precision Drilling Corp.                                                                        | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131557.79    | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                                 | Prime Healthcare Services, Inc.                                                                 | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63096.34     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                                             | PROG Holdings, Inc.                                                                             | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198196.00    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rfna LP                                                                                         | Rfna LP                                                                                         | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10215.53     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                             | Rakuten Group, Inc.                                                                             | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $111936.04    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Galileo Parent, Inc.                                                                            | Galileo Parent, Inc., Revolver                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    672187 | PA      | $672187.05    | 0.12%             | 2029-05-03      | Variable      | 9.42%                 | Yes           |                  3 | On Loan: No      |
| SESI LLC                                                                                        | SESI LLC                                                                                        | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39404.23     | 0.01%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Seadrill Finance Ltd.                                                                           | Seadrill Finance Ltd.                                                                           | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $41626.16     | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                       | Seagate Data Storage Technology Pte. Ltd.                                                       | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $245230.65    | 0.05%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corp.                                                                            | Select Medical Corp.                                                                            | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19569.73     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                    | Diversified Healthcare Trust                                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $386421.80    | 0.07%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                                     | Service Corp. International                                                                     | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112307.24    | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                 | Sinclair Television Group, Inc.                                                                 | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54552.30     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                   | Smyrna Ready Mix Concrete LLC                                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21407.36     | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                                                            | Star Leasing Co. LLC                                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46558.19     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Star Holding LLC                                                                                | Star Holding LLC                                                                                | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38564.40     | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                   | Starwood Property Trust, Inc.                                                                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74014.64     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                   | Starwood Property Trust, Inc.                                                                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166927.84    | 0.03%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                                             | Station Casinos LLC                                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41128.92     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Stena International SA                                                                          | Stena International SA                                                                          | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $61400.16     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corp.                                    | Suburban Propane Partners LP / Suburban Energy Finance Corp.                                    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $375321.30    | 0.07%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC                                                                   | Summit Midstream Holdings LLC                                                                   | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $280146.06    | 0.05%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                            | SunCoke Energy, Inc.                                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148714.45    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Superior Plus LP / Superior General Partner, Inc.                                               | Superior Plus LP / Superior General Partner, Inc.                                               | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195355.68    | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                             | Synchrony Financial                                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268761.12    | 0.05%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                                          | TTM Technologies, Inc.                                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39219.06     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Talos Production, Inc.                                                                          | Talos Production, Inc.                                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    410000 | PA      | $428446.72    | 0.08%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                               | Taylor Morrison Communities, Inc.                                                               | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499147.79    | 0.09%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                                                  | Somnigroup International, Inc.                                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146358.57    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                                   | Tenneco, Inc.                                                                                   | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70271.59     | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                                   | TerraForm Power Operating LLC                                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9753.31      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tidewater, Inc.                                                                                 | Tidewater, Inc.                                                                                 | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225487.30    | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                   | Transocean International Ltd.                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    340000 | PA      | $342899.86    | 0.06%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                   | Transocean International Ltd.                                                                   | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $89207.18     | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                                              | TriNet Group, Inc.                                                                              | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303686.69    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tronox, Inc.                                                                                    | Tronox, Inc.                                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21027.49     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                                           | TrueNoord Capital DAC                                                                           | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $42430.76     | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Tutor Perini Corp.                                                                              | Tutor Perini Corp.                                                                              | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33442.49     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Twilio, Inc.                                                                                    | Twilio, Inc.                                                                                    | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299976.15    | 0.06%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                                | UWM Holdings LLC                                                                                | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70927.43     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                                   | United Wholesale Mortgage LLC                                                                   | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59645.30     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                                  | Univision Communications, Inc.                                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182839.76    | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Optus 1011. GmbH                                                                                | Optus 1011. GmbH, Delayed Draw Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    793436 | PA      | $922532.42    | 0.17%             | 2032-03-24      | Variable      | 6.91%                 | Yes           |                  3 | On Loan: No      |
| Optus 1011. GmbH                                                                                | Optus 1011. GmbH, Term Loan                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   9423398 | PA      | $10956636.74  | 2.01%             | 2032-03-24      | Variable      | 7.00%                 | Yes           |                  3 | On Loan: No      |
| ISQ Hawkeye Holdco, Inc.                                                                        | ISQ Hawkeye Holdco, Inc., Term Loan                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4298119 | PA      | $4298119.04   | 0.79%             | 2031-08-20      | Variable      | 8.43%                 | Yes           |                  3 | On Loan: No      |
| VF Corp.                                                                                        | VF Corp.                                                                                        | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99692.85     | 0.02%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC / Valor Co-Issuer, Inc.                                                          | VFH Parent LLC / Valor Co-Issuer, Inc.                                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41994.88     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                                                    | Valaris Ltd.                                                                                    | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    370000 | PA      | $385199.23    | 0.07%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   3366363 | PA      | $3366363.09   | 0.62%             | 2030-12-31      | Variable      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   5834882 | PA      | $632932.87    | 0.12%             | 2030-12-31      | Variable      | 7.21%                 | Yes           |                  3 | On Loan: No      |
| eResearchTechnology, Inc.                                                                       | eResearchTechnology, Inc., Term Loan                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5176626 | PA      | $5176625.92   | 0.95%             | 2032-01-20      | Variable      | 8.47%                 | Yes           |                  3 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     26096 | PA      | $35100.21     | 0.01%             | 2030-12-31      | Variable      | 9.22%                 | Yes           |                  3 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     29892 | PA      | $35106.93     | 0.01%             | 2030-12-31      | Variable      | 7.36%                 | Yes           |                  3 | On Loan: No      |
| eResearchTechnology, Inc.                                                                       | eResearchTechnology, Inc., Delayed Draw Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    859515 | PA      | $859515.25    | 0.16%             | 2032-01-19      | Variable      | 8.47%                 | Yes           |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                              | Venture Global Plaquemines LNG LLC                                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75673.92     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                              | Venture Global Plaquemines LNG LLC                                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51237.50     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                              | Venture Global Plaquemines LNG LLC                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71733.22     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                        | Venture Global LNG, Inc.                                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119400.71    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                        | Venture Global LNG, Inc.                                                                        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103369.74    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                                           | Veritiv Operating Co.                                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53823.15     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Viasat, Inc.                                                                                    | Viasat, Inc.                                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38081.84     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                                           | Viavi Solutions, Inc.                                                                           | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124556.88    | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                                      | Virgin Media Vendor Financing Notes IV DAC                                                      | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $39272.63     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                              | Voyager Parent LLC                                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74321.17     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                                                           | Wabash National Corp.                                                                           | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28096.68     | 0.01%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                                     | Wayfair LLC                                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104470.50    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                                     | Wayfair LLC                                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    490000 | PA      | $504332.50    | 0.09%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ground Penetrating Radar Systems LLC                                                            | Ground Penetrating Radar Systems LLC, Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5763100 | PA      | $5763100.50   | 1.06%             | 2032-01-02      | Variable      | 8.17%                 | Yes           |                  3 | On Loan: No      |
| Whirlpool Corp.                                                                                 | Whirlpool Corp.                                                                                 | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9704.16      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO V Ltd.                                                                             | Whitebox CLO V Ltd., Series 2025-5A, Class SUB                                                  | CUSIP: 96467NAE3<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $1960128.34   | 0.36%             | 2038-07-20      | Variable      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                                              | Wildfire Intermediate Holdings LLC                                                              | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40476.92     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                                         | Williams Scotsman, Inc.                                                                         | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20742.08     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                | WULF Compute LLC                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113410.93    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                                            | Travel + Leisure Co.                                                                            | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29382.83     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                                               | Yum! Brands, Inc.                                                                               | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270544.05    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                  | ZF North America Capital, Inc.                                                                  | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97868.03     | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                  | ZF North America Capital, Inc.                                                                  | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30343.86     | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                                                        | Ziggo BV                                                                                        | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $104078.29    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZipRecruiter, Inc.                                                                              | ZipRecruiter, Inc.                                                                              | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $141492.96    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC / ZoomInfo Finance Corp.                                              | ZoomInfo Technologies LLC / ZoomInfo Finance Corp.                                              | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9452.24      | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AS Renewable Technologies Holdings LLC                                                          | AS Renewable Technologies Holdings LLC, Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9249659 | PA      | $9249659.01   | 1.70%             | 2029-10-07      | Variable      | 10.53%                | Yes           |                  3 | On Loan: No      |
| Dropbox, Inc.                                                                                   | Dropbox, Inc., Term Loan                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4809472 | PA      | $4761377.20   | 0.87%             | 2029-12-10      | Variable      | 7.48%                 | Yes           |                  3 | On Loan: No      |
| Galileo Parent, Inc.                                                                            | Galileo Parent, Inc., Term Loan                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6452509 | PA      | $6452508.55   | 1.18%             | 2030-05-03      | Variable      | 9.42%                 | Yes           |                  3 | On Loan: No      |
| Ground Penetrating Radar Systems LLC                                                            | Ground Penetrating Radar Systems LLC, Revolver                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29703 | PA      | $29702.97     | 0.01%             | 2032-01-02      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| IRI Group Holdings, Inc.                                                                        | IRI Group Holdings, Inc., Term Loan                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3656883 | PA      | $3656883.20   | 0.67%             | 2029-12-01      | Variable      | 7.97%                 | Yes           |                  3 | On Loan: No      |
| ISQ Hawkeye Holdco, Inc.                                                                        | ISQ Hawkeye Holdco, Inc., Revolver                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    220615 | PA      | $220614.97    | 0.04%             | 2030-08-20      | Variable      | 8.43%                 | Yes           |                  3 | On Loan: No      |
| ISQ Hawkeye Holdco, Inc.                                                                        | ISQ Hawkeye Holdco, Inc., Delayed Draw Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159148 | PA      | $159148.39    | 0.03%             | 2031-08-20      | Variable      | 8.43%                 | Yes           |                  3 | On Loan: No      |
| ISQ Hawkeye Holdco, Inc.                                                                        | ISQ Hawkeye Holdco, Inc., Delayed Draw Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1561696 | PA      | $1561695.75   | 0.29%             | 2031-08-20      | Variable      | 8.43%                 | Yes           |                  3 | On Loan: No      |
| eResearchTechnology, Inc.                                                                       | eResearchTechnology, Inc., Delayed Draw Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    136570 | PA      | $136569.71    | 0.03%             | 2032-09-13      | Variable      | 8.47%                 | Yes           |                  3 | On Loan: No      |
| Ground Penetrating Radar Systems LLC                                                            | Ground Penetrating Radar Systems LLC, Delayed Draw Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    140885 | PA      | $140884.89    | 0.03%             | 2032-01-02      | Variable      | 8.17%                 | Yes           |                  3 | On Loan: No      |
| Jupiter Purchaser LLC                                                                           | Jupiter Purchaser LLC, Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6116051 | PA      | $6116051.41   | 1.12%             | 2031-11-08      | Variable      | 8.92%                 | Yes           |                  3 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Delayed Draw Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   1029833 | PA      | $1029832.56   | 0.19%             | 2030-12-31      | Variable      | 8.96%                 | Yes           |                  3 | On Loan: No      |
| Enstructure LLC                                                                                 | Enstructure LLC, Term Loan                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195599 | PA      | $195599.00    | 0.04%             | 2032-08-15      | Variable      | 8.24%                 | Yes           |                  3 | On Loan: No      |
| Auxilior Capital Partners, Inc.                                                                 | Auxilior Capital Partners, Inc., Delayed Draw Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  17857143 | PA      | $17857142.86  | 3.28%             | 2030-03-30      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| Denali Holdco Ltd.                                                                              | Denali Holdco Ltd., Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   4467845 | PA      | $5949380.42   | 1.09%             | 2032-09-05      | Fixed         | 11.20%                | Yes           |                  3 | On Loan: No      |
| Denali Bidco Ltd.                                                                               | Denali Bidco Ltd., Term Loan                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     38572 | PA      | $51622.52     | 0.01%             | 2031-09-05      | Variable      | 8.97%                 | Yes           |                  3 | On Loan: No      |
| Denali Bidco Ltd.                                                                               | Denali Bidco Ltd., Term Loan                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     84305 | PA      | $98517.13     | 0.02%             | 2031-09-05      | Variable      | 7.02%                 | Yes           |                  3 | On Loan: No      |
| Denali Holdco Ltd.                                                                              | Denali Holdco Ltd., Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   7760179 | PA      | $9022802.27   | 1.66%             | 2032-09-05      | Fixed         | 9.80%                 | Yes           |                  3 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Delayed Draw Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |    371813 | PA      | $500106.99    | 0.09%             | 2030-09-09      | Variable      | 12.95%                | Yes           |                  3 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                                      | BCPE Empire Holdings, Inc., Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  20000000 | PA      | $19900000.00  | 3.65%             | 2031-12-31      | Variable      | 9.07%                 | Yes           |                  3 | On Loan: No      |
| Saber Power Services LLC                                                                        | Saber Power Services LLC, Revolver                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    230769 | PA      | $230769.23    | 0.04%             | 2029-10-31      | Variable      | 9.27%                 | Yes           |                  3 | On Loan: No      |
| Saber Power Services LLC                                                                        | Saber Power Services LLC, Term Loan                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  13846154 | PA      | $13846153.85  | 2.54%             | 2031-10-21      | Variable      | 9.27%                 | Yes           |                  3 | On Loan: No      |
| Odevo AB                                                                                        | Odevo AB, Delayed Draw Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   1235171 | PA      | $1450647.05   | 0.27%             | 2030-12-31      | Variable      | 7.36%                 | Yes           |                  3 | On Loan: No      |
| Evergreen Services Group PIK HoldCo LLC                                                         | Evergreen Services Group PIK HoldCo LLC, Delayed Draw Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2534191 | PA      | $2483506.84   | 0.46%             | 2031-04-05      | Fixed         | 12.75%                | Yes           |                  3 | On Loan: No      |
| Evergreen Services Group PIK HoldCo LLC                                                         | Evergreen Services Group PIK HoldCo LLC, Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  12998382 | PA      | $12738414.65  | 2.34%             | 2031-04-05      | Fixed         | 12.75%                | Yes           |                  3 | On Loan: No      |
| Veregy Consolidated, Inc.                                                                       | Veregy Consolidated, Inc., Term Loan                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4002627 | PA      | $4002627.38   | 0.73%             | 2031-04-16      | Variable      | 8.39%                 | Yes           |                  3 | On Loan: No      |
| Langan Midco LLC                                                                                | Langan Midco LLC, Term Loan                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  12588684 | PA      | $12588683.79  | 2.31%             | 2029-01-16      | Variable      | 8.67%                 | Yes           |                  3 | On Loan: No      |
| Scutum SA                                                                                       | Scutum SA, Term Loan                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   8535673 | PA      | $9899411.74   | 1.82%             | 2032-07-25      | Variable      | 7.02%                 | Yes           |                  3 | On Loan: No      |
| Blackstone Private Credit Fund                                                                  | Blackstone Private Credit Fund, Class I                                                         | CUSIP: 09261H305<br>LEI: 549300ORP3TTCNXSYO43 | Long             |  | RF                | US        |   8263256 | NS      | $205341900.72 | 37.69%            |  |  |  | Yes           |                  3 | On Loan: No      |
| Foundry Insurance Services Ltd.                                                                 | Foundry Insurance Services Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |        10 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Pibb Member Holdings LLC                                                                        | Pibb Member Holdings LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |  25000000 | NS      | $25297500.00  | 4.64%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rossini SARL                                                                                    | Rossini SARL                                                                                    | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |   6945105 | PA      | $8095504.04   | 1.49%             | 2030-03-30      | Variable      | 9.12%                 | Yes           |                  3 | On Loan: No      |
| Blackstone Private Real Estate Credit and Income Fund                                           | Blackstone Private Real Estate Credit and Income Fund                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |   5205353 | NS      | $135755611.85 | 24.92%            |  |  |  | Yes           |                  3 | On Loan: No      |
| Carval CLO XIII-C Ltd.                                                                          | Carval CLO XIII-C Ltd.                                                                          | CUSIP: N/A<br>LEI: 2549005XZEW4MLAUOG12       | Long             | ABS-O            | CORP              | KY        |    768750 | PA      | $768750.00    | 0.14%             | 2028-10-08      | None          |  | Yes           |                  3 | On Loan: No      |
| Regatta Kilo                                                                                    | Regatta Kilo                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | KY        |    973438 | PA      | $973437.50    | 0.18%             | 2028-10-08      | None          |  | Yes           |                  3 | On Loan: No      |
| Taurus I Cayman TopCo LP                                                                        | Taurus I Cayman TopCo LP                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |   6708416 | NS      | $6779671.90   | 1.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TeamSystem Holdco 3 SpA                                                                         | TeamSystem Holdco 3 SpA                                                                         | CUSIP: N/A<br>LEI: 815600582FB9F3BB2874       | Long             | DBT              | CORP              | IT        |   8755034 | PA      | $10179526.34  | 1.87%             | 2033-07-07      | Variable      | 7.78%                 | Yes           |                  3 | On Loan: No      |
| Fort Greene Reinsurance Holdings LLC                                                            | Fort Greene Reinsurance Holdings LLC, Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       515 | NS      | $5204964.20   | 0.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Enstructure LLC                                                                                 | Enstructure LLC, Preferred Units                                                                | CUSIP: N/A<br>LEI: 5493008M6JOUHG7G1P40       | Long             | EP               | CORP              | US        |  20525402 | NS      | $20371461.04  | 3.74%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fort Greene Reinsurance Holdings LLC                                                            | Fort Greene Reinsurance Holdings LLC - Preferred Shares, Series A-2, Class A                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       650 | NS      | $6500000.00   | 1.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fort Greene Reinsurance Holdings LLC                                                            | Fort Greene Reinsurance Holdings LLC - Preferred Shares, Series A-3, Class A                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1600 | NS      | $16000000.00  | 2.94%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Azalea Parent Corp.                                                                             | Azalea Parent Corp., Preferred Units, Series A-1                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     10555 | NS      | $10871328.33  | 2.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fort Greene Reinsurance Holdings LLC                                                            | Fort Greene Reinsurance Holdings LLC - Preferred Shares, Series A-4, Class A                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       349 | PA      | $3492260.00   | 0.64%             | 2099-12-31      | Fixed         | 10.67%                | Yes           |                  3 | On Loan: No      |
| EURO                                                                                            | EURO                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    591798 | OU      | $695037.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                                                  | Pound Sterling                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    200246 | OU      | $269340.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                                                   | Swedish Krona                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     95653 | OU      | $10375.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management                                                              | Dreyfus Government Cash Management, Class Institutional                                         | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |     25366 | NS      | $25366.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Institutional Money Market Treasury Portfolio                                          | Fidelity Institutional Money Market Treasury Portfolio, Class I                                 | CUSIP: 316175504<br>LEI: MXNTE4GH7BW81YELH558 | Long             | STIV             | RF                | US        |   5370949 | NS      | $5370948.60   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -56088 | PA      | $-56087.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -91350 | PA      | $-91350.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -78788 | PA      | $-78787.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -99736 | PA      | $-99735.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -60375 | PA      | $-60375.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -146400 | PA      | $-146400.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -559675 | PA      | $-559675.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -159588 | PA      | $-159587.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -299925 | PA      | $-299925.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -113588 | PA      | $-113587.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -244012 | PA      | $-244012.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -71225 | PA      | $-71225.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -403662 | PA      | $-403662.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -117325 | PA      | $-117325.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -163800 | PA      | $-163800.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -124800 | PA      | $-124800.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -120902 | PA      | $-120902.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -278225 | PA      | $-278225.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -223200 | PA      | $-223200.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -80625 | PA      | $-80625.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -165600 | PA      | $-165600.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -59062 | PA      | $-59062.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -119275 | PA      | $-119275.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -134625 | PA      | $-134625.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -114238 | PA      | $-114237.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -200550 | PA      | $-200550.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -140062 | PA      | $-140062.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -85838 | PA      | $-85837.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -470400 | PA      | $-470400.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -70700 | PA      | $-70700.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -93825 | PA      | $-93825.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -65975 | PA      | $-65975.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -116550 | PA      | $-116550.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -124150 | PA      | $-124150.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -329000 | PA      | $-329000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -106562 | PA      | $-106562.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -228000 | PA      | $-228000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -172350 | PA      | $-172350.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -191750 | PA      | $-191750.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -249532 | PA      | $-249532.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -164450 | PA      | $-164450.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -179400 | PA      | $-179400.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -170888 | PA      | $-170887.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -333000 | PA      | $-333000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -224625 | PA      | $-224625.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -253200 | PA      | $-253200.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -159375 | PA      | $-159375.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -66675 | PA      | $-66675.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -107700 | PA      | $-107700.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -122250 | PA      | $-122250.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -147500 | PA      | $-147500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -198000 | PA      | $-198000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -201250 | PA      | $-201250.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -268800 | PA      | $-268800.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -44925 | PA      | $-44925.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -64012 | PA      | $-64012.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -92850 | PA      | $-92850.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -110726 | PA      | $-110726.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -97825 | PA      | $-97825.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -29250 | PA      | $-29250.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -92250 | PA      | $-92250.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -62700 | PA      | $-62700.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -35706 | PA      | $-35705.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -125375 | PA      | $-125375.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -35875 | PA      | $-35875.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -68336 | PA      | $-68336.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -78750 | PA      | $-78750.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -101800 | PA      | $-101800.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -74125 | PA      | $-74125.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -51888 | PA      | $-51887.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -78438 | PA      | $-78437.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -128988 | PA      | $-128987.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -76375 | PA      | $-76375.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -91162 | PA      | $-91162.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -79600 | PA      | $-79600.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -76800 | PA      | $-76800.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -107800 | PA      | $-107800.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -66238 | PA      | $-66237.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -95500 | PA      | $-95500.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -76900 | PA      | $-76900.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -62672 | PA      | $-62671.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -56100 | PA      | $-56100.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -88200 | PA      | $-88200.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -56475 | PA      | $-56475.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -104250 | PA      | $-104250.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -84262 | PA      | $-84262.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -131250 | PA      | $-131250.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -75900 | PA      | $-75900.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -134812 | PA      | $-134812.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -68862 | PA      | $-68862.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -67200 | PA      | $-67200.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -82012 | PA      | $-82012.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -68862 | PA      | $-68862.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -114000 | PA      | $-114000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -125300 | PA      | $-125300.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -106700 | PA      | $-106700.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -86400 | PA      | $-86400.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -76200 | PA      | $-76200.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -121712 | PA      | $-121712.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -70700 | PA      | $-70700.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -74700 | PA      | $-74700.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -211312 | PA      | $-211312.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -160438 | PA      | $-160437.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -176700 | PA      | $-176700.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -105050 | PA      | $-105050.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -152775 | PA      | $-152775.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -267050 | PA      | $-267050.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -149250 | PA      | $-149250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -161250 | PA      | $-161250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -338625 | PA      | $-338625.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -237538 | PA      | $-237537.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -349941 | PA      | $-349940.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -141900 | PA      | $-141900.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -240375 | PA      | $-240375.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -151000 | PA      | $-151000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -211889 | PA      | $-211888.96   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -234300 | PA      | $-234300.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -177525 | PA      | $-177525.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -178838 | PA      | $-178837.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -181225 | PA      | $-181225.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -206550 | PA      | $-206550.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -188100 | PA      | $-188100.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -140250 | PA      | $-140250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -354343 | PA      | $-354343.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -87375 | PA      | $-87375.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -97000 | PA      | $-97000.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -166690 | PA      | $-166690.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -103400 | PA      | $-103400.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -316812 | PA      | $-316812.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -140525 | PA      | $-140525.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -128275 | PA      | $-128275.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -170850 | PA      | $-170850.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -69738 | PA      | $-69737.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A                                                                        | Morgan Stanley Bank, N.A                                                                        | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | Short            | RA               | CORP              | US        |    -28400 | PA      | $-28400.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -182250 | PA      | $-182250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                      | J.P. MORGAN SECURITIES LLC                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -280178 | PA      | $-280177.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -138600 | PA      | $-138600.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -162590 | PA      | $-162589.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -155200 | PA      | $-155200.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -140800 | PA      | $-140800.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -313088 | PA      | $-313087.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -236700 | PA      | $-236700.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -91250 | PA      | $-91250.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -210650 | PA      | $-210650.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -189250 | PA      | $-189250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -65625 | PA      | $-65625.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A                                                                        | Morgan Stanley Bank, N.A                                                                        | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | Short            | RA               | CORP              | US        |    -16088 | PA      | $-16087.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |    -85162 | PA      | $-85162.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -162988 | PA      | $-162987.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -123938 | PA      | $-123937.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                                           | Nomura Securities International, Inc.                                                           | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |   -199500 | PA      | $-199500.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Blackstone Private Multi-Asset Credit & Income Fund

**Signature:** Gregory Roppa

**Name of Signer:** Gregory Roppa

**Title:** Chief Accounting Officer