# EDGAR Filing Document

**Accession Number:** 0001864843
**File Stem:** 0001410368-26-054534
**Filing Date:** 2026-5
**Character Count:** 785781
**Document Hash:** 59a42c1817aa5ba3eb7d28b267795faa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054534.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054534

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ESG Capital Allocation Term Trust
- **CENTRAL INDEX KEY:** 0001864843

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23701
- **FILM NUMBER:** 261030957

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** (800) 882-0052

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock ESG Capital Allocation Trust
- **DATE OF NAME CHANGE:** 20210527

## Nport-Ex

March 31, 2026

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**BlackRock ESG Capital Allocation Term Trust (ECAT)**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Consolidated Schedule of Investments (unaudited)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par* <br>*(000)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| **Cayman Islands**<sup>(a)(b)</sup> **— 0.1%** | **Cayman Islands**<sup>(a)(b)</sup> **— 0.1%** | **Cayman Islands**<sup>(a)(b)</sup> **— 0.1%** |  |
| CarVal CLO VC Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class D, (3-mo. CME Term SOFR + <br> 3.51%), 7.18%, 10/15/34<br>| USD | 250 | &nbsp;&nbsp; $245788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class E, (3-mo. CME Term SOFR + <br> 7.01%), 10.68%, 10/15/34<br>|  | 250 | &nbsp;&nbsp; 231722 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO VII Ltd., Series 2020-4A, Class SUB, <br> 0.00%, 10/17/37<br>|  | 1000 | &nbsp;&nbsp; 294300 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO Ltd., <br> Series 2021-46A, Class BR, (3-mo. CME Term <br> SOFR + 1.50%), 5.17%, 01/20/37<br>|  | 250 | &nbsp;&nbsp; 249942 |
| &nbsp;&nbsp;&nbsp; Regatta XXIV Funding Ltd., Series 2021-5A, <br> Class D1R, (3-mo. CME Term SOFR + 2.80%), <br> 6.47%, 01/20/38<br>|  | 250 | &nbsp;&nbsp; 245134 |
| &nbsp;&nbsp;&nbsp; Stratus CLO Ltd., Series 2021-1A, Class SUB, 0.00%, <br> 12/29/29<sup>(c)</sup><br>|  | 1250 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Voya CLO Ltd., Series 2019-3A, Class BR, (3-mo. <br> CME Term SOFR + 1.91%), 5.58%, 10/17/32<br>|  | 250 | &nbsp;&nbsp; 250498 |
|  |  |  | &nbsp;&nbsp; 1517384 |
| **Ireland**<sup>(a)(d)</sup> **— 0.8%** | **Ireland**<sup>(a)(d)</sup> **— 0.8%** | **Ireland**<sup>(a)(d)</sup> **— 0.8%** |  |
| &nbsp;&nbsp;&nbsp; AB Carval Euro CLO II-C DAC, Series 2X, Class D, <br> (3-mo. EURIBOR + 3.75%), 5.73%, 02/15/37<br>| EUR | 270 | &nbsp;&nbsp; 313640 |
| &nbsp;&nbsp;&nbsp; Arbour CLO VI DAC, Series 6X, Class DR, (3-mo. <br> EURIBOR + 3.20%), 5.18%, 11/15/37<br>|  | 300 | &nbsp;&nbsp; 343469 |
| &nbsp;&nbsp;&nbsp; Arcano Euro CLO I DAC, Series 1X, Class D, (3-mo. <br> EURIBOR + 3.40%), 5.43%, 04/25/39<br>|  | 350 | &nbsp;&nbsp; 403772 |
| &nbsp;&nbsp;&nbsp; Arcano Euro CLO II DAC, Series 2X, Class D, (3-mo. <br> EURIBOR + 3.30%), 5.33%, 07/25/39<br>|  | 160 | &nbsp;&nbsp; 184033 |
| &nbsp;&nbsp;&nbsp; Arini European CLO IV DAC, Series 4X, Class D, (3-<br> mo. EURIBOR + 3.50%), 5.52%, 01/15/38<br>|  | 430 | &nbsp;&nbsp; 497738 |
| &nbsp;&nbsp;&nbsp; Arini European CLO V DAC, Series 5X, Class D, (3-<br> mo. EURIBOR + 2.80%), 4.82%, 01/15/39<br>|  | 230 | &nbsp;&nbsp; 260126 |
| &nbsp;&nbsp;&nbsp; Aurium CLO VII DAC, Series 7X, Class DR, (3-mo. <br> EURIBOR + 3.15%), 5.28%, 10/15/38<br>|  | 110 | &nbsp;&nbsp; 125046 |
| &nbsp;&nbsp;&nbsp; Aurium CLO XIII DAC, Series 13X, Class D, (3-mo. <br> EURIBOR + 2.80%), 4.82%, 04/15/38<br>|  | 160 | &nbsp;&nbsp; 180671 |
| &nbsp;&nbsp;&nbsp; Avoca CLO XVIII DAC, Series 18X, Class DR, (3-mo. <br> EURIBOR + 3.05%), 5.07%, 01/15/38<br>|  | 170 | &nbsp;&nbsp; 193614 |
| &nbsp;&nbsp;&nbsp; Capital Four CLO VIII DAC, Series 8X, Class D, (3-mo. <br> EURIBOR + 3.25%), 5.28%, 10/25/37<br>|  | 350 | &nbsp;&nbsp; 400939 |
| &nbsp;&nbsp;&nbsp; CIFC European Funding CLO II DAC, Series 2X, <br> Class DR, (3-mo. EURIBOR + 3.00%), 5.02%, <br> 10/15/39<br>|  | 210 | &nbsp;&nbsp; 240897 |
| &nbsp;&nbsp;&nbsp; CIFC European Funding CLO III DAC, Series 3X, <br> Class DR, (3-mo. EURIBOR + 2.55%), 4.54%, <br> 01/15/39<br>|  | 100 | &nbsp;&nbsp; 112686 |
| &nbsp;&nbsp;&nbsp; Contego CLO V DAC, Series 5X, Class DR, (3-mo. <br> EURIBOR + 3.10%), 5.12%, 10/15/37<br>|  | 230 | &nbsp;&nbsp; 263719 |
| &nbsp;&nbsp;&nbsp; Contego CLO VII DAC, Series 7X, Class DR, (3-mo. <br> EURIBOR + 3.45%), 5.48%, 01/23/38<br>|  | 290 | &nbsp;&nbsp; 327587 |
| &nbsp;&nbsp;&nbsp; Contego CLO XI DAC, Series 11X, Class DR, (3-mo. <br> EURIBOR + 3.20%), 5.21%, 11/20/38<br>|  | 220 | &nbsp;&nbsp; 250071 |
| &nbsp;&nbsp;&nbsp; CVC Cordatus Opportunity Loan Fund-R DAC, <br> Series 1X, Class DR, (3-mo. EURIBOR + 2.80%), <br> 4.78%, 08/15/33<br>|  | 700 | &nbsp;&nbsp; 795665 |
| &nbsp;&nbsp;&nbsp; Elm Park CLO DAC, Series 1X, Class DR3, (3-mo. <br> EURIBOR + 3.20%), 5.32%, 01/15/38<br>|  | 100 | &nbsp;&nbsp; 114323 |
| &nbsp;&nbsp;&nbsp; Fidelity Grand Harbour CLO DAC, Series 2023-1X, <br> Class DR, (3-mo. EURIBOR + 2.70%), 4.68%, <br> 02/15/38<br>|  | 300 | &nbsp;&nbsp; 336308 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |  |
| &nbsp;&nbsp;&nbsp; Hambridge Euro CLO 1 DAC, Series 1X, Class D, (3-<br> mo. EURIBOR + 3.30%), 5.34%, 10/20/38<br>| EUR | 210 | &nbsp;&nbsp; $242039 |
| &nbsp;&nbsp;&nbsp; Henley CLO XI DAC, Series 11X, Class D, (3-mo. <br> EURIBOR + 2.60%), 4.63%, 04/25/39<br>|  | 330 | &nbsp;&nbsp; 368084 |
| &nbsp;&nbsp;&nbsp; Henley CLO XII DAC, Series 12X, Class D, (3-mo. <br> EURIBOR + 3.10%), 5.12%, 01/15/38<br>|  | 220 | &nbsp;&nbsp; 252874 |
| &nbsp;&nbsp;&nbsp; Jubilee CLO XXIX DAC, Series 2024-29X, Class D, <br> (3-mo. EURIBOR + 3.20%), 5.22%, 01/15/39<br>|  | 370 | &nbsp;&nbsp; 420993 |
| &nbsp;&nbsp;&nbsp; Newbridge Park CLO DAC, Series 1X, Class D, (3-mo. <br> EURIBOR + 2.50%), 4.70%, 04/15/40<br>|  | 210 | &nbsp;&nbsp; 238426 |
| Palmer Square European Loan Funding DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2X, Class D, (3-mo. EURIBOR + <br> 3.15%), 5.13%, 05/15/34<br>|  | 270 | &nbsp;&nbsp; 312374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3X, Class D, (3-mo. EURIBOR + <br> 3.05%), 5.03%, 05/15/34<br>|  | 220 | &nbsp;&nbsp; 254694 |
| &nbsp;&nbsp;&nbsp; Penta CLO 17 DAC, Series 2024-17X, Class DR, (3-<br> mo. EURIBOR + 2.60%), 4.62%, 02/15/39<br>|  | 170 | &nbsp;&nbsp; 188146 |
| &nbsp;&nbsp;&nbsp; Providus CLO II DAC, Series 2X, Class DRR, (3-mo. <br> EURIBOR + 3.20%), 5.22%, 10/15/38<br>|  | 238 | &nbsp;&nbsp; 272527 |
| &nbsp;&nbsp;&nbsp; Providus Clo XIV DAC, Series 14X, Class D, (3-mo. <br> EURIBOR + 2.65%), 4.92%, 04/18/40<br>|  | 100 | &nbsp;&nbsp; 112319 |
| Rockford Tower Europe CLO DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1X, Class D, (3-mo. EURIBOR + <br> 3.00%), 5.03%, 10/25/37<br>|  | 290 | &nbsp;&nbsp; 332797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3X, Class D, (3-mo. EURIBOR + <br> 3.10%), 5.18%, 01/15/40<br>|  | 160 | &nbsp;&nbsp; 184273 |
| &nbsp;&nbsp;&nbsp; Signal Harmonic CLO I DAC, Series 1X, Class DR, <br> (3-mo. EURIBOR + 3.50%), 5.52%, 07/15/38<br>|  | 190 | &nbsp;&nbsp; 216527 |
| &nbsp;&nbsp;&nbsp; Sona Fios CLO III DAC, Series 3X, Class D, (3-mo. <br> EURIBOR + 3.25%), 5.28%, 04/20/37<br>|  | 470 | &nbsp;&nbsp; 540534 |
| &nbsp;&nbsp;&nbsp; Sona Fios CLO V DAC, Series 5X, Class D, (3-mo. <br> EURIBOR + 3.30%), 5.33%, 08/25/38<br>|  | 180 | &nbsp;&nbsp; 207476 |
| &nbsp;&nbsp;&nbsp; Texas Debt Capital Euro CLO DAC, Series 2025-1X, <br> Class D, (3-mo. EURIBOR + 3.00%), 5.02%, <br> 04/16/39<br>|  | 350 | &nbsp;&nbsp; 402013 |
| &nbsp;&nbsp;&nbsp; Tikehau CLO XII DAC, Series 12X, Class D, (3-mo. <br> EURIBOR + 3.25%), 5.28%, 10/20/38<br>|  | 380 | &nbsp;&nbsp; 437027 |
| &nbsp;&nbsp;&nbsp; Victory Street CLO I DAC, Series 1X, Class D, (3-mo. <br> EURIBOR + 3.45%), 5.47%, 01/15/38<br>|  | 320 | &nbsp;&nbsp; 369380 |
| &nbsp;&nbsp;&nbsp; Victory Street CLO II DAC, Series 2X, Class D, (3-mo. <br> EURIBOR + 3.10%), 5.20%, 01/15/39<br>|  | 250 | &nbsp;&nbsp; 286637 |
|  |  |  | &nbsp;&nbsp; 10983444 |
| **United Kingdom — 0.0%** | **United Kingdom — 0.0%** | **United Kingdom — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Unique Pub Finance Co. PLC, Series 02, Class N, <br> 6.46%, 03/30/32<sup>(d)</sup><br>| GBP | 272 | &nbsp;&nbsp; 369916 |
| **United States — 2.4%** | **United States — 2.4%** | **United States — 2.4%** |  |
| &nbsp;&nbsp;&nbsp; FirstKey Homes Trust, Series 2022-SFR1, Class E1, <br> 5.00%, 05/19/39<sup>(b)</sup><br>| USD | 3000 | &nbsp;&nbsp; 2964713 |
| Home Partners of America Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2, Class F, 3.80%, 12/17/26 |  | 2398 | &nbsp;&nbsp; 2363158 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class F, 4.24%, 01/17/41 |  | 3591 | &nbsp;&nbsp; 3327019 |
| &nbsp;&nbsp;&nbsp; Mariner Finance Issuance Trust, Series 2021-BA, <br> Class E, 4.68%, 11/20/36<sup>(b)</sup><br>|  | 470 | &nbsp;&nbsp; 441067 |
| Mill City Solar Loan Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class C, 5.92%, 03/20/43 |  | 920 | &nbsp;&nbsp; 717854 |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class D, 7.14%, 03/20/43 |  | 1423 | &nbsp;&nbsp; 1016410 |
| &nbsp;&nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2018-2GS, Class C, <br> 5.97%, 02/22/44<sup>(b)</sup><br>|  | 240 | &nbsp;&nbsp; 212818 |
| &nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, Series 2022-<br> SFR1, Class F, 4.44%, 02/17/39<sup>(b)</sup><br>|  | 3000 | &nbsp;&nbsp; 2946198 |
| Progress Residential Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR10, Class F, 4.61%, 12/17/40 |  | 2487 | &nbsp;&nbsp; 2434721 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |  |
| Progress Residential Trust<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR11, Class G, 4.69%, 01/17/39 | USD | 3000 | &nbsp;&nbsp; $2896691 |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR9, Class F, 4.05%, 11/17/40 |  | 2400 | &nbsp;&nbsp; 2327579 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR1, Class F, 4.88%, 02/17/41 |  | 2000 | &nbsp;&nbsp; 1936755 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR1, Class G, 5.52%, 02/17/41 |  | 2000 | &nbsp;&nbsp; 1952135 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class E1, 5.20%, 04/17/39 |  | 2700 | &nbsp;&nbsp; 2686127 |
| &nbsp;&nbsp;&nbsp; RMF Buyout Issuance Trust, Series 2021-HB1, <br> Class M4, 4.70%, 11/25/31<sup>(a)(b)</sup><br>|  | 3500 | &nbsp;&nbsp; 3325203 |
| &nbsp;&nbsp;&nbsp; Silver Point Euro CLO 1 DAC, Series 1X, Class D, <br> (3-mo. EURIBOR + 3.00%), 5.10%, 01/15/39<sup>(a)(d)</sup><br>| EUR | 110 | &nbsp;&nbsp; 126210 |
| Tricon Residential Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR1, Class F, 3.69%, 07/17/38 | USD | 1375 | &nbsp;&nbsp; 1365376 |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR1, Class G, 4.13%, 07/17/38 |  | 887 | &nbsp;&nbsp; 880064 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR1, Class E2, 5.74%, 04/17/39 |  | 1200 | &nbsp;&nbsp; 1190255 |
|  |  |  | &nbsp;&nbsp; 35110353 |
| **Total Asset-Backed Securities — 3.3%** <br>**(Cost: $50,782,987)** | **Total Asset-Backed Securities — 3.3%** <br>**(Cost: $50,782,987)** | **Total Asset-Backed Securities — 3.3%** <br>**(Cost: $50,782,987)** | &nbsp;&nbsp; 47981097 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Brazil — 0.0%** | **Brazil — 0.0%** |  |
| MercadoLibre, Inc.<sup>(e)</sup> | 191 | &nbsp;&nbsp; 330243 |
| **Canada — 0.9%** | **Canada — 0.9%** |  |
| Cameco Corp. | 109662 | &nbsp;&nbsp; 11910390 |
| Enbridge, Inc. | 22000 | &nbsp;&nbsp; 1192596 |
|  |  | &nbsp;&nbsp; 13102986 |
| **China — 0.8%** | **China — 0.8%** |  |
| Alibaba Group Holding Ltd., ADR | 910 | &nbsp;&nbsp; 114169 |
| BYD Co. Ltd., Class H | 557366 | &nbsp;&nbsp; 7619934 |
| &nbsp;&nbsp;&nbsp; Contemporary Amperex Technology Co. Ltd., <br> Class H<sup>(f)</sup><br>| 4915 | &nbsp;&nbsp; 391765 |
| Tencent Holdings Ltd. | 45834 | &nbsp;&nbsp; 2890858 |
|  |  | &nbsp;&nbsp; 11016726 |
| **Denmark — 0.7%** | **Denmark — 0.7%** |  |
| DSV A/S | 39266 | &nbsp;&nbsp; 9483056 |
| **France — 3.8%** | **France — 3.8%** |  |
| Arkema SA | 23768 | &nbsp;&nbsp; 1631860 |
| EssilorLuxottica SA | 26657 | &nbsp;&nbsp; 6211751 |
| Hermes International SCA | 4637 | &nbsp;&nbsp; 8784105 |
| LVMH Moet Hennessy Louis Vuitton SE | 3345 | &nbsp;&nbsp; 1828542 |
| Sanofi SA | 53836 | &nbsp;&nbsp; 5198930 |
| Schneider Electric SE | 62857 | &nbsp;&nbsp; 17121092 |
| Societe Generale SA | 88461 | &nbsp;&nbsp; 6459147 |
| TotalEnergies SE | 79810 | &nbsp;&nbsp; 7289551 |
|  |  | &nbsp;&nbsp; 54524978 |
| **Germany — 0.3%** | **Germany — 0.3%** |  |
| Heidelberg Materials AG | 7304 | &nbsp;&nbsp; 1541411 |
| Siemens AG, Class N, Registered Shares | 10861 | &nbsp;&nbsp; 2646110 |
|  |  | &nbsp;&nbsp; 4187521 |
| **India — 0.3%** | **India — 0.3%** |  |
| LG Electronics India Ltd.<sup>(e)</sup> | 32102 | &nbsp;&nbsp; 494874 |
| Mahindra & Mahindra Ltd. | 68958 | &nbsp;&nbsp; 2162975 |
| SBI Life Insurance Co. Ltd.<sup>(b)</sup> | 86171 | &nbsp;&nbsp; 1630016 |
|  |  | &nbsp;&nbsp; 4287865 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Israel — 0.0%** | **Israel — 0.0%** |  |
| Deep Instinct Ltd.<sup>(c)(e)</sup> | 52360 | &nbsp;&nbsp; $3142 |
| **Italy — 1.9%** | **Italy — 1.9%** |  |
| Intesa Sanpaolo SpA | 2315114 | &nbsp;&nbsp; 14001542 |
| UniCredit SpA | 189986 | &nbsp;&nbsp; 13630315 |
|  |  | &nbsp;&nbsp; 27631857 |
| **Luxembourg — 0.0%** | **Luxembourg — 0.0%** |  |
| New Kleo Holdco<sup>(c)(e)</sup> | 33634 | &nbsp;&nbsp; 50539 |
| **Netherlands — 2.4%** | **Netherlands — 2.4%** |  |
| ASML Holding NV | 22581 | &nbsp;&nbsp; 30027220 |
| ING Groep NV | 173323 | &nbsp;&nbsp; 4498888 |
|  |  | &nbsp;&nbsp; 34526108 |
| **Norway — 0.1%** | **Norway — 0.1%** |  |
| Equinor ASA, ADR | 24000 | &nbsp;&nbsp; 1012800 |
| **South Korea — 0.6%** | **South Korea — 0.6%** |  |
| Samsung Electronics Co. Ltd. | 63202 | &nbsp;&nbsp; 7392187 |
| SK Hynix, Inc. | 2933 | &nbsp;&nbsp; 1664081 |
|  |  | &nbsp;&nbsp; 9056268 |
| **Spain — 0.0%** | **Spain — 0.0%** |  |
| CaixaBank SA | 37354 | &nbsp;&nbsp; 447787 |
| Industria de Diseno Textil SA | 3209 | &nbsp;&nbsp; 186792 |
|  |  | &nbsp;&nbsp; 634579 |
| **Sweden — 0.0%** | **Sweden — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Volta Trucks, Series C, (Acquired 02/22/22, Cost: <br> $293,944), Preference Shares<sup>(c)(e)(g)</sup><br>| 2492 | &nbsp;&nbsp; — |
| **Taiwan — 3.1%** | **Taiwan — 3.1%** |  |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 57000 | &nbsp;&nbsp; 3296568 |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR | 124157 | &nbsp;&nbsp; 41958858 |
|  |  | &nbsp;&nbsp; 45255426 |
| **United Kingdom — 2.3%** | **United Kingdom — 2.3%** |  |
| AstraZeneca PLC | 32844 | &nbsp;&nbsp; 6422314 |
| Compass Group PLC | 168888 | &nbsp;&nbsp; 4712129 |
| National Grid PLC | 882078 | &nbsp;&nbsp; 14889564 |
| RELX PLC | 196026 | &nbsp;&nbsp; 6422273 |
| Shell PLC | 25660 | &nbsp;&nbsp; 1199889 |
| &nbsp;&nbsp;&nbsp; Teya Services Ltd., Series C, (Acquired 11/16/21, Cost: <br> $1,099,370)<sup>(c)(e)(g)</sup><br>| 566 | &nbsp;&nbsp; 128086 |
|  |  | &nbsp;&nbsp; 33774255 |
| **United States — 51.1%** | **United States — 51.1%** |  |
| Abbott Laboratories | 18376 | &nbsp;&nbsp; 1886664 |
| AbbVie, Inc. | 22069 | &nbsp;&nbsp; 4799787 |
| Advanced Drainage Systems, Inc. | 866 | &nbsp;&nbsp; 118755 |
| Alphabet, Inc., Class C | 156886 | &nbsp;&nbsp; 45004318 |
| Amazon.com, Inc.<sup>(e)</sup> | 87686 | &nbsp;&nbsp; 18262363 |
| Amphenol Corp., Class A | 2209 | &nbsp;&nbsp; 279107 |
| Anthropic PBC, Series G<sup>(c)(e)</sup> | 2921 | &nbsp;&nbsp; 756937 |
| Apple, Inc. | 134576 | &nbsp;&nbsp; 34154043 |
| AppLovin Corp., Class A<sup>(e)</sup> | 1891 | &nbsp;&nbsp; 752618 |
| Arista Networks, Inc.<sup>(e)</sup> | 9514 | &nbsp;&nbsp; 1168129 |
| Autodesk, Inc.<sup>(e)</sup> | 5449 | &nbsp;&nbsp; 1304491 |
| AutoZone, Inc.<sup>(e)</sup> | 45 | &nbsp;&nbsp; 152000 |
| Bank of America Corp.<sup>(h)</sup> | 189602 | &nbsp;&nbsp; 9243097 |
| Best Buy Co., Inc. | 2195 | &nbsp;&nbsp; 140919 |
| Booking Holdings, Inc. | 347 | &nbsp;&nbsp; 1460981 |
| Boston Scientific Corp.<sup>(e)</sup> | 152918 | &nbsp;&nbsp; 9595604 |
| Broadcom, Inc. | 71855 | &nbsp;&nbsp; 22239841 |
| Builders FirstSource, Inc.<sup>(e)</sup> | 1234 | &nbsp;&nbsp; 101595 |
| Burlington Stores, Inc.<sup>(e)</sup> | 993 | &nbsp;&nbsp; 323102 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| Cadence Design Systems, Inc.<sup>(e)</sup> | 28866 | &nbsp;&nbsp; $8020995 |
| Carrier Global Corp. | 2906 | &nbsp;&nbsp; 163637 |
| Caterpillar, Inc. | 4110 | &nbsp;&nbsp; 2911771 |
| Cheniere Energy, Inc. | 4595 | &nbsp;&nbsp; 1303877 |
| Cisco Systems, Inc. | 134320 | &nbsp;&nbsp; 10421889 |
| Citigroup, Inc. | 136012 | &nbsp;&nbsp; 15425121 |
| Citizens Financial Group, Inc. | 48388 | &nbsp;&nbsp; 2901828 |
| Coinbase Global, Inc., Class A<sup>(e)</sup> | 1670 | &nbsp;&nbsp; 291599 |
| Coreweave, Inc., Class A<sup>(e)</sup> | 10353 | &nbsp;&nbsp; 802047 |
| Costco Wholesale Corp. | 20518 | &nbsp;&nbsp; 20444751 |
| CRH PLC | 103940 | &nbsp;&nbsp; 10926173 |
| CSX Corp. | 148172 | &nbsp;&nbsp; 6082461 |
| D.R. Horton, Inc. | 27752 | &nbsp;&nbsp; 3808129 |
| Darden Restaurants, Inc. | 818 | &nbsp;&nbsp; 160361 |
| Datadog, Inc., Class A<sup>(e)</sup> | 6008 | &nbsp;&nbsp; 709244 |
| Delta Air Lines, Inc. | 109761 | &nbsp;&nbsp; 7296911 |
| DF Residential III LP<sup>(c)(e)</sup> | 2270079 | &nbsp;&nbsp; 2497087 |
| Dick's Sporting Goods, Inc. | 831 | &nbsp;&nbsp; 164779 |
| Eaton Corp. PLC | 16339 | &nbsp;&nbsp; 5843970 |
| Edwards Lifesciences Corp.<sup>(e)</sup> | 66623 | &nbsp;&nbsp; 5335170 |
| Eli Lilly & Co. | 31572 | &nbsp;&nbsp; 29038978 |
| Estee Lauder Cos., Inc., Class A | 8128 | &nbsp;&nbsp; 583347 |
| Fifth Third Bancorp | 139071 | &nbsp;&nbsp; 6461239 |
| Flyr AS, Series D X<sup>(c)(e)</sup> | 392187 | &nbsp;&nbsp; 4 |
| Freeport-McMoRan, Inc. | 85387 | &nbsp;&nbsp; 5019048 |
| Freewire Equity<sup>(c)(e)</sup> | 63 | &nbsp;&nbsp; — |
| GE Vernova, Inc. | 4564 | &nbsp;&nbsp; 3983916 |
| General Electric Co. | 23862 | &nbsp;&nbsp; 6771320 |
| Gilead Sciences, Inc. | 21565 | &nbsp;&nbsp; 3005514 |
| Goldman Sachs Group, Inc. | 2193 | &nbsp;&nbsp; 1855256 |
| Hilton Worldwide Holdings, Inc. | 24807 | &nbsp;&nbsp; 7543313 |
| &nbsp;&nbsp;&nbsp; HNG Hospitality Offshore LP, (Acquired 02/16/24, <br> Cost: $2,660,000)<sup>(c)(e)(g)</sup><br>| 2660000 | &nbsp;&nbsp; 1596000 |
| Home Depot, Inc. | 36053 | &nbsp;&nbsp; 11857471 |
| Intuit, Inc. | 14806 | &nbsp;&nbsp; 6401818 |
| Intuitive Surgical, Inc.<sup>(e)</sup> | 35677 | &nbsp;&nbsp; 16446740 |
| James Hardie Industries PLC<sup>(e)</sup> | 6185 | &nbsp;&nbsp; 117144 |
| Johnson & Johnson | 33506 | &nbsp;&nbsp; 8190207 |
| JPMorgan Chase & Co. | 42349 | &nbsp;&nbsp; 12457382 |
| KLA Corp. | 186 | &nbsp;&nbsp; 273868 |
| Lam Research Corp. | 13730 | &nbsp;&nbsp; 2933552 |
| Linde PLC | 16945 | &nbsp;&nbsp; 8400653 |
| Lionsgate Studios Corp.<sup>(e)</sup> | 66792 | &nbsp;&nbsp; 640535 |
| Live Nation Entertainment, Inc.<sup>(e)</sup> | 35435 | &nbsp;&nbsp; 5404192 |
| Lowe's Cos., Inc. | 128 | &nbsp;&nbsp; 30244 |
| Marsh & McLennan Cos., Inc. | 81570 | &nbsp;&nbsp; 14148316 |
| Mastercard, Inc., Class A | 33100 | &nbsp;&nbsp; 16538746 |
| McDonald's Corp. | 19547 | &nbsp;&nbsp; 6075012 |
| McKesson Corp. | 19433 | &nbsp;&nbsp; 16816541 |
| Merck & Co., Inc. | 45971 | &nbsp;&nbsp; 5529852 |
| Meta Platforms, Inc., Class A | 25375 | &nbsp;&nbsp; 14517799 |
| Micron Technology, Inc. | 50033 | &nbsp;&nbsp; 16903149 |
| Microsoft Corp.<sup>(h)</sup> | 88845 | &nbsp;&nbsp; 32887754 |
| MongoDB, Inc., Class A<sup>(e)</sup> | 7204 | &nbsp;&nbsp; 1763323 |
| Netflix, Inc.<sup>(e)</sup> | 66739 | &nbsp;&nbsp; 6416955 |
| NextEra Energy, Inc. | 215933 | &nbsp;&nbsp; 20055857 |
| NRG Energy, Inc. | 2271 | &nbsp;&nbsp; 331884 |
| NVIDIA Corp.<sup>(h)</sup> | 333123 | &nbsp;&nbsp; 58096650 |
| Oracle Corp. | 20484 | &nbsp;&nbsp; 3013401 |
| Parker-Hannifin Corp. | 7214 | &nbsp;&nbsp; 6458261 |
| PepsiCo, Inc. | 20107 | &nbsp;&nbsp; 3122416 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| Progressive Corp. | 48425 | &nbsp;&nbsp; $9599772 |
| RH<sup>(e)</sup> | 750 | &nbsp;&nbsp; 104865 |
| Roche Holding AG | 10886 | &nbsp;&nbsp; 4344503 |
| Rockwell Automation, Inc. | 5219 | &nbsp;&nbsp; 1872995 |
| Ross Stores, Inc. | 509 | &nbsp;&nbsp; 110265 |
| Royal Caribbean Cruises Ltd. | 532 | &nbsp;&nbsp; 146396 |
| RSA Security LLC<sup>(c)(e)</sup> | 95550 | &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp; Screaming Eagle Acquisition Crop., Pipe, (Acquired <br> 05/14/24, Cost: $1,168,975)<sup>(e)(g)</sup><br>| 115000 | &nbsp;&nbsp; 1091416 |
| ServiceNow, Inc.<sup>(e)</sup> | 8035 | &nbsp;&nbsp; 840059 |
| ServiceTitan, Inc., Class A<sup>(e)</sup> | 11422 | &nbsp;&nbsp; 724840 |
| Sonder Holdings, Inc., Class A<sup>(e)</sup> | 15727 | &nbsp;&nbsp; — |
| Source Global PBC<sup>(c)(e)</sup> | 4243 | &nbsp;&nbsp; 339 |
| Starbucks Corp. | 2106 | &nbsp;&nbsp; 188676 |
| Starz Entertainment Corp.<sup>(e)</sup> | 1506 | &nbsp;&nbsp; 17319 |
| Stryker Corp. | 30804 | &nbsp;&nbsp; 10121886 |
| Synopsys, Inc.<sup>(e)</sup> | 642 | &nbsp;&nbsp; 254540 |
| Targa Resources Corp. | 12225 | &nbsp;&nbsp; 3065174 |
| Tesla, Inc.<sup>(e)</sup> | 26715 | &nbsp;&nbsp; 9931301 |
| Thermo Fisher Scientific, Inc. | 12784 | &nbsp;&nbsp; 6283719 |
| TJX Cos., Inc. | 35818 | &nbsp;&nbsp; 5720135 |
| Toll Brothers, Inc. | 2037 | &nbsp;&nbsp; 277989 |
| TopBuild Corp.<sup>(e)</sup> | 214 | &nbsp;&nbsp; 75178 |
| Trane Technologies PLC | 31817 | &nbsp;&nbsp; 13259417 |
| Uber Technologies, Inc.<sup>(e)</sup> | 31890 | &nbsp;&nbsp; 2293848 |
| Ulta Beauty, Inc.<sup>(e)</sup> | 341 | &nbsp;&nbsp; 178244 |
| Union Pacific Corp. | 38783 | &nbsp;&nbsp; 9409531 |
| United Airlines Holdings, Inc.<sup>(e)</sup> | 29023 | &nbsp;&nbsp; 2672148 |
| UnitedHealth Group, Inc. | 10008 | &nbsp;&nbsp; 2708065 |
| Vertex Pharmaceuticals, Inc.<sup>(e)</sup> | 8998 | &nbsp;&nbsp; 4017967 |
| Vertiv Holdings Co., Class A | 3681 | &nbsp;&nbsp; 922385 |
| Walmart, Inc. | 158185 | &nbsp;&nbsp; 19659232 |
| Walt Disney Co. | 103734 | &nbsp;&nbsp; 9997883 |
| Wells Fargo & Co. | 5799 | &nbsp;&nbsp; 461658 |
| Wolfspeed, Inc.<sup>(e)</sup> | 31 | &nbsp;&nbsp; 506 |
| Zeitview, Series E3<sup>(c)(e)</sup> | 977080 | &nbsp;&nbsp; 991336 |
|  |  | &nbsp;&nbsp; 740287396 |
| **Total Common Stocks — 68.3%** <br>**(Cost: $696,643,991)** | **Total Common Stocks — 68.3%** <br>**(Cost: $696,643,991)** | &nbsp;&nbsp; 989165745 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Angola**<sup>(b)</sup> **— 0.1%** | **Angola**<sup>(b)</sup> **— 0.1%** | **Angola**<sup>(b)</sup> **— 0.1%** | **Angola**<sup>(b)</sup> **— 0.1%** |
| Azule Energy Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/22/31 | USD | 350 | &nbsp;&nbsp; 353339 |
| &nbsp;&nbsp;&nbsp; 8.63%, 01/22/33 |  | 253 | &nbsp;&nbsp; 254900 |
|  |  |  | &nbsp;&nbsp; 608239 |
| **Australia — 0.5%** | **Australia — 0.5%** | **Australia — 0.5%** | **Australia — 0.5%** |
| Fortescue Treasury Pty. Ltd., 4.38%, 04/01/31<sup>(b)</sup> |  | 290 | &nbsp;&nbsp; 274005 |
| Mineral Resources Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/27 |  | 167 | &nbsp;&nbsp; 169132 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/31 |  | 261 | &nbsp;&nbsp; 266721 |
| &nbsp;&nbsp;&nbsp; Oceana Australian Fixed Income Trust, A Note <br> Upsize<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/31/28 | AUD | 3541 | &nbsp;&nbsp; 2409643 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; Oceana Australian Fixed Income Trust, A Note <br> Upsize<sup>(c)</sup> (continued)<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A, 12.50%, 07/31/26 | AUD | 2524 | &nbsp;&nbsp; $1750141 |
| &nbsp;&nbsp;&nbsp; Class A, 12.50%, 07/31/27 |  | 4206 | &nbsp;&nbsp; 2949232 |
|  |  |  | &nbsp;&nbsp; 7818874 |
| **Belgium — 0.2%** | **Belgium — 0.2%** | **Belgium — 0.2%** | **Belgium — 0.2%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc., 8.20%, <br> 01/15/39<br>| USD | 2189 | &nbsp;&nbsp; 2750929 |
| &nbsp;&nbsp;&nbsp; Telenet Finance Luxembourg Notes SARL, 5.50%, <br> 03/01/28<sup>(b)</sup><br>|  | 600 | &nbsp;&nbsp; 588787 |
|  |  |  | &nbsp;&nbsp; 3339716 |
| **Canada — 0.1%** | **Canada — 0.1%** | **Canada — 0.1%** | **Canada — 0.1%** |
| Air Canada, 3.88%, 08/15/26<sup>(b)</sup> |  | 60 | &nbsp;&nbsp; 59701 |
| Bombardier, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/01/29 |  | 22 | &nbsp;&nbsp; 22843 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/01/31 |  | 146 | &nbsp;&nbsp; 152996 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC, 4.88%, 02/15/30<sup>(b)</sup><br>|  | 138 | &nbsp;&nbsp; 126702 |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands International, <br> Inc.)/New Red Finance, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/28 |  | 26 | &nbsp;&nbsp; 25414 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/29 |  | 202 | &nbsp;&nbsp; 202440 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/30 |  | 100 | &nbsp;&nbsp; 93993 |
| Garda World Security Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/32 |  | 96 | &nbsp;&nbsp; 94995 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/15/32 |  | 94 | &nbsp;&nbsp; 94064 |
| &nbsp;&nbsp;&nbsp; Jones Deslauriers Insurance Management, Inc., <br> 8.50%, 03/15/30<sup>(b)</sup><br>|  | 57 | &nbsp;&nbsp; 57936 |
| Mattamy Group Corp., 6.00%, 12/15/33<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 93905 |
| Methanex Corp., 5.13%, 10/15/27 |  | 159 | &nbsp;&nbsp; 158010 |
| NOVA Chemicals Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/27 |  | 208 | &nbsp;&nbsp; 207683 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/15/30 |  | 19 | &nbsp;&nbsp; 20058 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/31 |  | 52 | &nbsp;&nbsp; 55041 |
| Open Text Corp., 3.88%, 12/01/29<sup>(b)</sup> |  | 160 | &nbsp;&nbsp; 142985 |
| Open Text Holdings, Inc., 4.13%, 12/01/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 85339 |
| RB Global Holdings, Inc., 6.75%, 03/15/28<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 62767 |
| Rogers Communications, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.62%), 7.13%, 04/15/55 |  | 112 | &nbsp;&nbsp; 114608 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.65%), 7.00%, 04/15/55 |  | 100 | &nbsp;&nbsp; 100394 |
|  |  |  | &nbsp;&nbsp; 1971874 |
| **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** |
| &nbsp;&nbsp;&nbsp; SGL Group ApS, (3-mo. EURIBOR + 4.25%), 6.27%, <br> 02/24/31<sup>(a)</sup><br>| EUR | 148 | &nbsp;&nbsp; 157234 |
| **Finland**<sup>(d)</sup> **— 0.0%** | **Finland**<sup>(d)</sup> **— 0.0%** | **Finland**<sup>(d)</sup> **— 0.0%** | **Finland**<sup>(d)</sup> **— 0.0%** |
| Citycon Treasury BV, 5.38%, 07/08/31 |  | 100 | &nbsp;&nbsp; 106490 |
| Mehilainen Yhtiot OYJ, 5.13%, 06/30/32 |  | 162 | &nbsp;&nbsp; 186596 |
|  |  |  | &nbsp;&nbsp; 293086 |
| **France — 0.3%** | **France — 0.3%** | **France — 0.3%** | **France — 0.3%** |
| Afflelou SAS, 6.00%, 07/25/29<sup>(d)</sup> |  | 199 | &nbsp;&nbsp; 233847 |
| Atos SE, 9.73%, 12/18/29<sup>(d)(i)</sup> |  | 239 | &nbsp;&nbsp; 311221 |
| &nbsp;&nbsp;&nbsp; Bertrand Franchise Finance SAS, (3-mo. EURIBOR + <br> 3.75%), 5.78%, 07/18/30<sup>(a)(d)</sup><br>|  | 137 | &nbsp;&nbsp; 153775 |
| Clariane SE, 0.88%, 03/06/27<sup>(d)(j)</sup> |  | 251 | &nbsp;&nbsp; 171336 |
| Forvia SE |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/31<sup>(d)</sup> |  | 360 | &nbsp;&nbsp; 411984 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/33<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 195278 |
| FR Bondco SAS, 6.88%, 10/31/32<sup>(d)</sup> | EUR | 113 | &nbsp;&nbsp; 124323 |
| Goldstory SAS, 6.75%, 02/01/30<sup>(d)</sup> |  | 328 | &nbsp;&nbsp; 370635 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** | **France (continued)** |
| Iliad Holding SAS<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 | USD | 200 | &nbsp;&nbsp; $201290 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/32 |  | 200 | &nbsp;&nbsp; 200239 |
| Loxam SAS, 6.38%, 05/31/29<sup>(d)</sup> | EUR | 596 | &nbsp;&nbsp; 706492 |
| Lune Holdings SARL, 5.63%, 11/15/28<sup>(d)</sup> |  | 315 | &nbsp;&nbsp; 7780 |
| New Immo Holding SA<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/17/28 |  | 100 | &nbsp;&nbsp; 115799 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/08/28 |  | 300 | &nbsp;&nbsp; 338658 |
| RCI Banque SA<sup>(a)(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year EURIBOR ICE Swap + 2.20%), 4.75%, <br> 03/24/37<br>|  | 200 | &nbsp;&nbsp; 223755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year EURIBOR ICE Swap + 2.75%), 5.50%, <br> 10/09/34<br>|  | 500 | &nbsp;&nbsp; 585768 |
| &nbsp;&nbsp;&nbsp; Schneider Electric SE, Series SUFP, 1.25%, <br> 09/23/33<sup>(d)(j)</sup><br>|  | 400 | &nbsp;&nbsp; 459339 |
|  |  |  | &nbsp;&nbsp; 4811519 |
| **Germany — 0.7%** | **Germany — 0.7%** | **Germany — 0.7%** | **Germany — 0.7%** |
| alstria SARL<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/29 |  | 200 | &nbsp;&nbsp; 220536 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/20/31 |  | 100 | &nbsp;&nbsp; 114447 |
| &nbsp;&nbsp;&nbsp; Aroundtown Finance SARL, (5-year EURIBOR ICE <br> Swap + 3.43%), 5.25%<sup>(a)(d)(k)</sup><br>|  | 621 | &nbsp;&nbsp; 653157 |
| BRANICKS Group AG, 2.25%, 09/22/26<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 63717 |
| &nbsp;&nbsp;&nbsp; Commerzbank AG, (5-year EURIBOR ICE Swap + <br> 5.13%), 7.88%<sup>(a)(d)(k)</sup><br>|  | 200 | &nbsp;&nbsp; 250735 |
| &nbsp;&nbsp;&nbsp; DEMIRE Deutsche Mittelstand Real Estate AG, 5.00%, <br> 12/31/27<sup>(d)(i)</sup><br>|  | 440 | &nbsp;&nbsp; 465195 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, (5-year EURIBOR ICE Swap + <br> 4.75%), 4.63%<sup>(a)(d)(k)</sup><br>|  | 800 | &nbsp;&nbsp; 893997 |
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG, (5-year EURIBOR ICE Swap <br> + 2.86%), 5.25%, 01/15/55<sup>(a)(d)</sup><br>|  | 200 | &nbsp;&nbsp; 226335 |
| Dynamo Newco II GmbH, 6.25%, 10/15/31<sup>(d)</sup> |  | 121 | &nbsp;&nbsp; 124036 |
| Fressnapf Holding SE, 5.25%, 10/31/31<sup>(d)</sup> |  | 138 | &nbsp;&nbsp; 155916 |
| Gruenenthal GmbH, 4.63%, 11/15/31<sup>(d)</sup> |  | 214 | &nbsp;&nbsp; 242398 |
| &nbsp;&nbsp;&nbsp; IHO Verwaltungs GmbH, (7.00% Cash or 7.75% PIK), <br> 7.00%, 11/15/31<sup>(d)(l)</sup><br>|  | 250 | &nbsp;&nbsp; 302111 |
| &nbsp;&nbsp;&nbsp; Lanxess AG, (6-mo. EURIBOR at 0.00% Floor + 9.50% <br> and 12.00% Cash or 12.00% PIK), 12.00%, <br> 04/01/31<sup>(a)(c)(l)</sup><br>|  | 3632 | &nbsp;&nbsp; 3405726 |
| Mahle GmbH, 6.50%, 05/02/31<sup>(d)</sup> |  | 499 | &nbsp;&nbsp; 583194 |
| &nbsp;&nbsp;&nbsp; Nidda Healthcare Holding GmbH, (3-mo. EURIBOR + <br> 3.25%), 5.23%, 10/15/32<sup>(a)(d)</sup><br>|  | 214 | &nbsp;&nbsp; 245383 |
| &nbsp;&nbsp;&nbsp; PrestigeBidCo GmbH, (3-mo. EURIBOR + 3.75%), <br> 5.77%, 07/01/29<sup>(a)(d)</sup><br>|  | 242 | &nbsp;&nbsp; 279365 |
| Schaeffler AG<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 |  | 100 | &nbsp;&nbsp; 114232 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/31 |  | 100 | &nbsp;&nbsp; 116854 |
| TAG Immobilien AG, 0.63%, 03/11/31<sup>(d)(j)</sup> |  | 100 | &nbsp;&nbsp; 118796 |
| TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 199477 |
| TUI Cruises GmbH, 5.00%, 05/15/30<sup>(d)</sup> | EUR | 108 | &nbsp;&nbsp; 121516 |
| Vonovia SE, Series B, 0.88%, 05/20/32<sup>(d)(j)</sup> |  | 100 | &nbsp;&nbsp; 109475 |
| ZF Europe Finance BV<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/12/30 |  | 100 | &nbsp;&nbsp; 117905 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/17/32 |  | 100 | &nbsp;&nbsp; 109047 |
| ZF North America Capital, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/14/28 | USD | 150 | &nbsp;&nbsp; 152146 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/14/30 |  | 450 | &nbsp;&nbsp; 443683 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/24/31 |  | 150 | &nbsp;&nbsp; 147347 |
|  |  |  | &nbsp;&nbsp; 9976726 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** |
| &nbsp;&nbsp;&nbsp; Cedacri SpA, (3-mo. EURIBOR + 4.63%), 6.61%, <br> 05/15/28<sup>(a)(d)</sup><br>| EUR | 102 | &nbsp;&nbsp; $114198 |
| GGAM Finance Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/27 | USD | 155 | &nbsp;&nbsp; 156426 |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/28 |  | 100 | &nbsp;&nbsp; 103786 |
| &nbsp;&nbsp;&nbsp; Virgin Media O2 Vendor Financing Notes V DAC, <br> 7.88%, 03/15/32<sup>(d)</sup><br>| GBP | 364 | &nbsp;&nbsp; 426777 |
| &nbsp;&nbsp;&nbsp; Virgin Media O2 Vendor Financing Notes VI DAC, <br> 8.50%, 03/15/33<sup>(b)</sup><br>| USD | 200 | &nbsp;&nbsp; 174764 |
|  |  |  | &nbsp;&nbsp; 975951 |
| **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II BV, <br> 4.13%, 06/01/31<br>| EUR | 261 | &nbsp;&nbsp; 296944 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 3.15%, 10/01/26<br>| USD | 218 | &nbsp;&nbsp; 215892 |
|  |  |  | &nbsp;&nbsp; 512836 |
| **Italy — 0.3%** | **Italy — 0.3%** | **Italy — 0.3%** | **Italy — 0.3%** |
| &nbsp;&nbsp;&nbsp; A2A SpA, (5-year EURIBOR ICE Swap + 2.26%), <br> 5.00%<sup>(a)(d)(k)</sup><br>| EUR | 200 | &nbsp;&nbsp; 233210 |
| Bubbles Bidco SpA<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/30/31 |  | 241 | &nbsp;&nbsp; 278384 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 4.25%), 6.38%, 09/30/31<sup>(a)</sup> |  | 135 | &nbsp;&nbsp; 156098 |
| Dolcetto Holdco SpA<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/14/32 |  | 166 | &nbsp;&nbsp; 190584 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.63%), 5.78%, 07/14/32<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 115477 |
| &nbsp;&nbsp;&nbsp; Duomo Bidco SpA, (3-mo. EURIBOR + 3.25%), 5.31%, <br> 01/15/32<sup>(a)(d)</sup><br>|  | 183 | &nbsp;&nbsp; 208046 |
| &nbsp;&nbsp;&nbsp; Engineering - Ingegneria Informatica - SpA, 11.13%, <br> 05/15/28<sup>(d)</sup><br>|  | 156 | &nbsp;&nbsp; 182854 |
| Eni SpA, (5-year EUR Swap + 2.40%), 4.88%<sup>(a)(d)(k)</sup> |  | 225 | &nbsp;&nbsp; 257662 |
| Fedrigoni SpA, 6.13%, 06/15/31<sup>(d)</sup> |  | 410 | &nbsp;&nbsp; 436594 |
| Fiber Midco SpA, (10.75% PIK), 10.75%, 06/15/29<sup>(d)(l)</sup> |  | 231 | &nbsp;&nbsp; 192727 |
| &nbsp;&nbsp;&nbsp; FIS Fabbrica Italiana Sintetici SpA, (3-mo. EURIBOR + <br> 3.25%), 5.28%, 02/05/31<sup>(a)(d)</sup><br>|  | 100 | &nbsp;&nbsp; 113323 |
| &nbsp;&nbsp;&nbsp; IMA Industria Macchine Automatiche SpA, (3-mo. <br> EURIBOR + 3.75%), 5.77%, 04/15/29<sup>(a)(d)</sup><br>|  | 411 | &nbsp;&nbsp; 475111 |
| &nbsp;&nbsp;&nbsp; Italmatch Chemicals SpA, (3-mo. EURIBOR + 4.13%), <br> 6.15%, 02/05/31<sup>(a)(d)</sup><br>|  | 100 | &nbsp;&nbsp; 111460 |
| Itelyum Regeneration SpA, 5.75%, 04/15/30<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 114012 |
| Pachelbel Bidco SpA<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 05/17/31 |  | 137 | &nbsp;&nbsp; 158417 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 4.25%), 6.28%, 05/17/31<sup>(a)</sup> |  | 125 | &nbsp;&nbsp; 143875 |
| Rossini SARL<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/31/29 |  | 149 | &nbsp;&nbsp; 177003 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.88%), 6.00%, 12/31/29<sup>(a)</sup> |  | 90 | &nbsp;&nbsp; 104240 |
| TeamSystem SpA<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/31 |  | 100 | &nbsp;&nbsp; 106679 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.25%), 5.27%, 07/01/32<sup>(a)</sup> |  | 125 | &nbsp;&nbsp; 135807 |
| Telecom Italia Capital SA, 7.72%, 06/04/38 | USD | 78 | &nbsp;&nbsp; 86868 |
|  |  |  | &nbsp;&nbsp; 3978431 |
| **Japan — 0.3%** | **Japan — 0.3%** | **Japan — 0.3%** | **Japan — 0.3%** |
| Kioxia Holdings Corp., 6.25%, 07/24/30 |  | 200 | &nbsp;&nbsp; 203226 |
| &nbsp;&nbsp;&nbsp; Mizuho Financial Group, Inc., (1-year CMT + 1.25%), <br> 3.26%, 05/22/30<sup>(a)</sup><br>|  | 2040 | &nbsp;&nbsp; 1962632 |
| Nissan Motor Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/29<sup>(d)</sup> | EUR | 231 | &nbsp;&nbsp; 264302 |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/17/30<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 181573 |
| SoftBank Group Corp.<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/08/29 | EUR | 182 | &nbsp;&nbsp; 211181 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/06/29 |  | 100 | &nbsp;&nbsp; 108830 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| SoftBank Group Corp.<sup>(d)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/10/31 | EUR | 270 | &nbsp;&nbsp; $303986 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/08/32 |  | 357 | &nbsp;&nbsp; 391474 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/10/33 |  | 230 | &nbsp;&nbsp; 255070 |
|  |  |  | &nbsp;&nbsp; 3882274 |
| **Jersey**<sup>(d)</sup> **— 0.0%** | **Jersey**<sup>(d)</sup> **— 0.0%** | **Jersey**<sup>(d)</sup> **— 0.0%** | **Jersey**<sup>(d)</sup> **— 0.0%** |
| Aston Martin Capital Holdings Ltd., 10.38%, 03/31/29 | GBP | 296 | &nbsp;&nbsp; 300656 |
| Deepocean Ltd., 6.00%, 04/08/31 | EUR | 100 | &nbsp;&nbsp; 117556 |
|  |  |  | &nbsp;&nbsp; 418212 |
| **Luxembourg — 0.4%** | **Luxembourg — 0.4%** | **Luxembourg — 0.4%** | **Luxembourg — 0.4%** |
| &nbsp;&nbsp;&nbsp; Adler Financing SARL, Series 1L, (8.25% PIK), 8.25%, <br> 12/31/28<sup>(l)</sup><br>|  | 402 | &nbsp;&nbsp; 513674 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 SARL/Aggreko Holdings, Inc., <br> 5.38%, 05/21/30<sup>(d)</sup><br>|  | 186 | &nbsp;&nbsp; 215463 |
| &nbsp;&nbsp;&nbsp; Alexandrite Lake Lux Holdings SARL, 6.75%, <br> 07/30/30<sup>(d)</sup><br>|  | 303 | &nbsp;&nbsp; 342343 |
| Breakwater Energy Holdings SARL, 9.25%, 11/15/30<sup>(b)</sup> | USD | 250 | &nbsp;&nbsp; 262546 |
| Garfunkelux Holdco 3 SA, 9.00%, 09/01/28<sup>(d)</sup> | EUR | 485 | &nbsp;&nbsp; 563664 |
| INEOS Finance PLC<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/29 |  | 393 | &nbsp;&nbsp; 427659 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/31/31 |  | 201 | &nbsp;&nbsp; 211180 |
| ION Platform Finance SARL<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/01/29 |  | 292 | &nbsp;&nbsp; 313562 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/30/30 |  | 128 | &nbsp;&nbsp; 122616 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/30/32 |  | 100 | &nbsp;&nbsp; 92204 |
| &nbsp;&nbsp;&nbsp; Kleopatra Finco SARL, (6.00% PIK), 6.00%, <br> 01/30/31<sup>(l)</sup><br>|  | 336 | &nbsp;&nbsp; 343374 |
| Luna 25 SARL, 5.50%, 07/01/32<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 113690 |
| Maxam Prill SARL, 6.00%, 07/15/30<sup>(d)</sup> |  | 456 | &nbsp;&nbsp; 520877 |
| Summer BC Holdco B SARL<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/30 |  | 201 | &nbsp;&nbsp; 199838 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 4.25%), 6.23%, 02/15/30<sup>(a)</sup> |  | 131 | &nbsp;&nbsp; 131568 |
| Vivion Investments SARL<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/08/30 |  | 308 | &nbsp;&nbsp; 332730 |
| &nbsp;&nbsp;&nbsp; (6.50% Cash and 1.75% PIK), 8.25%, 08/31/28<sup>(l)</sup> |  | 75 | &nbsp;&nbsp; 86866 |
| &nbsp;&nbsp;&nbsp; (6.50% PIK), 6.50%, 02/28/29<sup>(l)</sup> |  | 256 | &nbsp;&nbsp; 295732 |
|  |  |  | &nbsp;&nbsp; 5089586 |
| **Netherlands — 0.2%** | **Netherlands — 0.2%** | **Netherlands — 0.2%** | **Netherlands — 0.2%** |
| Boels Topholding BV, 5.75%, 05/15/30<sup>(d)</sup> |  | 335 | &nbsp;&nbsp; 389037 |
| Sunrise FinCo I BV, 4.88%, 07/15/31<sup>(b)</sup> | USD | 580 | &nbsp;&nbsp; 552183 |
| Trivium Packaging Finance BV, 12.25%, 01/15/31<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 216542 |
| VZ Secured Financing BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 171439 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33<sup>(d)</sup> | EUR | 358 | &nbsp;&nbsp; 381482 |
| Ziggo Bond Co. BV, 5.13%, 02/28/30<sup>(b)</sup> | USD | 540 | &nbsp;&nbsp; 463366 |
|  |  |  | &nbsp;&nbsp; 2174049 |
| **Slovenia — 0.0%** | **Slovenia — 0.0%** | **Slovenia — 0.0%** | **Slovenia — 0.0%** |
| United Group BV, 6.50%, 10/31/31<sup>(d)</sup> | EUR | 104 | &nbsp;&nbsp; 118413 |
| **Spain**<sup>(d)</sup> **— 0.0%** | **Spain**<sup>(d)</sup> **— 0.0%** | **Spain**<sup>(d)</sup> **— 0.0%** | **Spain**<sup>(d)</sup> **— 0.0%** |
| &nbsp;&nbsp;&nbsp; CaixaBank SA, (5-year EURIBOR ICE Swap + 3.94%), <br> 6.25%<sup>(a)(k)</sup><br>|  | 200 | &nbsp;&nbsp; 235193 |
| Grifols SA, 7.50%, 05/01/30 |  | 100 | &nbsp;&nbsp; 119549 |
| Iberdrola Finanzas SA, Series IBE, 1.50%, 03/27/30<sup>(j)</sup> |  | 100 | &nbsp;&nbsp; 133577 |
| &nbsp;&nbsp;&nbsp; Telefonica Emisiones SA, (5-year EURIBOR ICE Swap <br> + 1.84%), 4.38%<sup>(a)(k)</sup><br>|  | 100 | &nbsp;&nbsp; 111643 |
|  |  |  | &nbsp;&nbsp; 599962 |
| **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** |
| Heimstaden AB, 7.36%, 01/24/31<sup>(d)</sup> |  | 107 | &nbsp;&nbsp; 120629 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; Intrum Investments And Financing AB, 8.00%, <br> 09/11/27<sup>(d)</sup><br>| EUR | 216 | &nbsp;&nbsp; $248421 |
| Stena International SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/31<sup>(d)</sup> | USD | 327 | &nbsp;&nbsp; 330443 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/31<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 202106 |
|  |  |  | &nbsp;&nbsp; 901599 |
| **Switzerland — 0.0%** | **Switzerland — 0.0%** | **Switzerland — 0.0%** | **Switzerland — 0.0%** |
| &nbsp;&nbsp;&nbsp; gategroup Finance Luxembourg SA, 3.00%, <br> 02/28/27<sup>(d)</sup><br>| CHF | 270 | &nbsp;&nbsp; 338908 |
| **United Kingdom — 0.7%** | **United Kingdom — 0.7%** | **United Kingdom — 0.7%** | **United Kingdom — 0.7%** |
| Amber Finco PLC, 6.63%, 07/15/29<sup>(d)</sup> | EUR | 200 | &nbsp;&nbsp; 237222 |
| Ardonagh Finco Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/31<sup>(d)</sup> |  | 1052 | &nbsp;&nbsp; 1207566 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/31<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 202343 |
| BCP V Modular Services Finance II PLC<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/30/28 | GBP | 300 | &nbsp;&nbsp; 371220 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/10/31 | EUR | 555 | &nbsp;&nbsp; 545057 |
| Bellis Acquisition Co. PLC, 8.00%, 07/01/31<sup>(d)</sup> |  | 256 | &nbsp;&nbsp; 278789 |
| Biffa Group Holdings Ltd.<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 |  | 115 | &nbsp;&nbsp; 128587 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/15/31 | GBP | 100 | &nbsp;&nbsp; 129249 |
| &nbsp;&nbsp;&nbsp; Bracken MidCo1 PLC, (6.75% Cash or 7.50% PIK), <br> 6.75%, 11/01/27<sup>(d)(l)</sup><br>|  | 123 | &nbsp;&nbsp; 160690 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica Sustainable <br> Infrastructure PLC, 5.63%, 02/15/32<sup>(d)</sup><br>| EUR | 202 | &nbsp;&nbsp; 225689 |
| CD&R Firefly Bidco PLC, 8.63%, 04/30/29<sup>(d)</sup> | GBP | 100 | &nbsp;&nbsp; 134560 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, 9.00%, <br> 09/15/29<sup>(b)</sup><br>| USD | 200 | &nbsp;&nbsp; 210108 |
| &nbsp;&nbsp;&nbsp; Deuce Finco PLC, (3-mo. EURIBOR + 3.50%), 5.65%, <br> 11/20/32<sup>(a)(d)</sup><br>| EUR | 128 | &nbsp;&nbsp; 147589 |
| Edge Finco PLC, 8.13%, 08/15/31<sup>(d)</sup> | GBP | 203 | &nbsp;&nbsp; 277166 |
| Froneri Lux FinCo SARL, 4.75%, 08/01/32<sup>(d)</sup> | EUR | 306 | &nbsp;&nbsp; 334105 |
| Global Switch Finance BV, 1.38%, 10/07/30<sup>(d)</sup> |  | 224 | &nbsp;&nbsp; 238645 |
| Heathrow Finance PLC, 6.63%, 03/01/31<sup>(d)</sup> | GBP | 290 | &nbsp;&nbsp; 380682 |
| &nbsp;&nbsp;&nbsp; Howden U.K. Refinance PLC/Howden U.K. Refinance <br> 2 PLC/Howden U.S. Refinance LLC, 8.13%, <br> 02/15/32<sup>(b)</sup><br>| USD | 200 | &nbsp;&nbsp; 187390 |
| INEOS Quattro Finance 2 PLC, 8.50%, 03/15/29<sup>(d)</sup> | EUR | 178 | &nbsp;&nbsp; 169975 |
| Mobico Group PLC, 4.88%, 09/26/31<sup>(d)</sup> |  | 306 | &nbsp;&nbsp; 273800 |
| Motion Finco SARL, 7.38%, 06/15/30<sup>(d)</sup> |  | 104 | &nbsp;&nbsp; 103808 |
| &nbsp;&nbsp;&nbsp; Nationwide Building Society, (5-year UK Government <br> Bond + 5.63%), 5.75%<sup>(a)(d)(k)</sup><br>| GBP | 200 | &nbsp;&nbsp; 262727 |
| Ocado Group PLC, 11.00%, 06/15/30<sup>(d)</sup> |  | 146 | &nbsp;&nbsp; 192675 |
| OEG Finance PLC, 7.25%, 09/27/29<sup>(d)</sup> | EUR | 290 | &nbsp;&nbsp; 345247 |
| Pinnacle Bidco PLC, 10.00%, 10/11/28<sup>(d)</sup> | GBP | 181 | &nbsp;&nbsp; 248442 |
| Stonegate Pub Co. Financing PLC<sup>(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.75%, 07/31/29 |  | 155 | &nbsp;&nbsp; 203128 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 6.63%), 8.62%, 07/31/29<sup>(a)</sup> | EUR | 125 | &nbsp;&nbsp; 141335 |
| Virgin Media Secured Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/30<sup>(d)</sup> | GBP | 292 | &nbsp;&nbsp; 341519 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 177370 |
| Vmed O2 U.K. Financing I PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/31<sup>(d)</sup> | GBP | 165 | &nbsp;&nbsp; 183031 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/32<sup>(d)</sup> | EUR | 469 | &nbsp;&nbsp; 496598 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/33<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 178689 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC, (5-year CMT + 2.77%), 4.13%, <br> 06/04/81<sup>(a)</sup><br>|  | 190 | &nbsp;&nbsp; 173909 |
| Zegona Finance PLC, 6.75%, 07/15/29<sup>(d)</sup> | EUR | 760 | &nbsp;&nbsp; 911311 |
|  |  |  | &nbsp;&nbsp; 9800221 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States — 8.4%** | **United States — 8.4%** | **United States — 8.4%** | **United States — 8.4%** |
| Acrisure LLC/Acrisure Finance, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/06/30 | USD | 107 | &nbsp;&nbsp; $107328 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/01/32 |  | 114 | &nbsp;&nbsp; 109853 |
| AdaptHealth LLC, 4.63%, 08/01/29<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 95275 |
| Adient Global Holdings Ltd., 7.50%, 02/15/33<sup>(b)</sup> |  | 115 | &nbsp;&nbsp; 116266 |
| ADT Security Corp., 4.13%, 08/01/29<sup>(b)</sup> |  | 88 | &nbsp;&nbsp; 84071 |
| Advance Auto Parts, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/30 |  | 100 | &nbsp;&nbsp; 101305 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33 |  | 31 | &nbsp;&nbsp; 31397 |
| Albertsons Cos, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 |  | 215 | &nbsp;&nbsp; 216442 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/31/34 |  | 102 | &nbsp;&nbsp; 99791 |
| Alcoa Nederland Holding BV, 7.13%, 03/15/31<sup>(b)</sup> |  | 399 | &nbsp;&nbsp; 417239 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings Co-<br> Issuer<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 165 | &nbsp;&nbsp; 159642 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/32 |  | 85 | &nbsp;&nbsp; 84188 |
| Allied Universal Holdco LLC, 7.88%, 02/15/31<sup>(b)</sup> |  | 139 | &nbsp;&nbsp; 143339 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp., 6.00%, 06/01/29<sup>(b)</sup><br>|  | 217 | &nbsp;&nbsp; 209682 |
| Allison Transmission, Inc., 4.75%, 10/01/27<sup>(b)</sup> |  | 90 | &nbsp;&nbsp; 89442 |
| &nbsp;&nbsp;&nbsp; Ally Financial, Inc., (5-year CMT + 2.45%), 6.65%, <br> 01/17/40<sup>(a)</sup><br>|  | 100 | &nbsp;&nbsp; 96523 |
| Alpha Generation LLC, 6.75%, 10/15/32<sup>(b)</sup> |  | 125 | &nbsp;&nbsp; 126829 |
| AMC Networks, Inc., 10.50%, 07/15/32<sup>(b)</sup> |  | 94 | &nbsp;&nbsp; 92771 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP Ltd., <br> 5.75%, 04/20/29<sup>(b)</sup><br>|  | 160 | &nbsp;&nbsp; 159125 |
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing, Inc., 7.75%, <br> 10/15/33<sup>(b)</sup><br>|  | 228 | &nbsp;&nbsp; 221958 |
| &nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc., <br> 3.88%, 11/15/29<sup>(b)</sup><br>|  | 80 | &nbsp;&nbsp; 75831 |
| American Tower Corp., 2.95%, 01/15/51 |  | 2500 | &nbsp;&nbsp; 1542703 |
| Amgen, Inc., 2.77%, 09/01/53 |  | 2025 | &nbsp;&nbsp; 1195618 |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(b)</sup> |  | 144 | &nbsp;&nbsp; 148366 |
| Aramark Services, Inc., 5.00%, 02/01/28<sup>(b)</sup> |  | 82 | &nbsp;&nbsp; 81516 |
| Arches Buyer, Inc., 4.25%, 06/01/28<sup>(b)</sup> |  | 101 | &nbsp;&nbsp; 97242 |
| Arcosa, Inc., 6.88%, 08/15/32<sup>(b)</sup> |  | 65 | &nbsp;&nbsp; 66602 |
| Ardagh Group SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30 |  | 419 | &nbsp;&nbsp; 439190 |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30<sup>(b)</sup> |  | 162 | &nbsp;&nbsp; 169867 |
| &nbsp;&nbsp;&nbsp; (4.50% Cash + 7.50% PIK), 12.00%, 12/01/30<sup>(d)(l)</sup> | EUR | 418 | &nbsp;&nbsp; 396686 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29 | USD | 200 | &nbsp;&nbsp; 183140 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/30/31 |  | 200 | &nbsp;&nbsp; 198283 |
| Aretec Group, Inc., 10.00%, 08/15/30<sup>(b)</sup> |  | 108 | &nbsp;&nbsp; 114714 |
| Arsenal AIC Parent LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/01/30 |  | 18 | &nbsp;&nbsp; 18741 |
| &nbsp;&nbsp;&nbsp; 11.50%, 10/01/31 |  | 140 | &nbsp;&nbsp; 151270 |
| Asbury Automotive Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 |  | 126 | &nbsp;&nbsp; 123732 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 96673 |
| &nbsp;&nbsp;&nbsp; Ashton Woods USA LLC/Ashton Woods Finance Co., <br> 6.88%, 08/01/33<sup>(b)</sup><br>|  | 45 | &nbsp;&nbsp; 43413 |
| AT&T, Inc., 6.05%, 08/15/56 |  | 718 | &nbsp;&nbsp; 707073 |
| ATI, Inc., 7.25%, 08/15/30 |  | 110 | &nbsp;&nbsp; 114067 |
| Avantor Funding, Inc., 4.63%, 07/15/28<sup>(b)</sup> |  | 153 | &nbsp;&nbsp; 149330 |
| Avient Corp., 7.13%, 08/01/30<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 120922 |
| &nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC/Avis Budget Finance, <br> Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/31 |  | 100 | &nbsp;&nbsp; 98841 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/32 |  | 179 | &nbsp;&nbsp; 178018 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems Dutch Holding B BV, 7.25%, <br> 02/15/31<sup>(b)</sup><br>| USD | 150 | &nbsp;&nbsp; $156858 |
| Axon Enterprise, Inc., 6.13%, 03/15/30<sup>(b)</sup> |  | 29 | &nbsp;&nbsp; 29480 |
| Azorra Finance Ltd., 6.25%, 02/15/34<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 92943 |
| Ball Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/29 |  | 130 | &nbsp;&nbsp; 131869 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/30 |  | 35 | &nbsp;&nbsp; 31856 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp., (1-day SOFR + 1.37%), 1.92%, <br> 10/24/31<sup>(a)</sup><br>|  | 119 | &nbsp;&nbsp; 105463 |
| Bath & Body Works, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/15/29 |  | 108 | &nbsp;&nbsp; 109312 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/30<sup>(b)</sup> |  | 84 | &nbsp;&nbsp; 84791 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(b)</sup> |  | 211 | &nbsp;&nbsp; 217857 |
| &nbsp;&nbsp;&nbsp; Bausch & Lomb Netherlands BV & Bausch & Lomb, <br> Inc., (3-mo. EURIBOR + 3.88%), 5.89%, <br> 01/15/31<sup>(a)(d)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115588 |
| &nbsp;&nbsp;&nbsp; BCPE Flavor Debt Merger Sub LLC and BCPE Flavor <br> Issuer, Inc., 9.50%, 07/01/32<sup>(b)</sup><br>| USD | 83 | &nbsp;&nbsp; 75266 |
| Beach Acquisition Bidco LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/32<sup>(d)</sup> | EUR | 137 | &nbsp;&nbsp; 151874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10.00% Cash or 10.75% PIK), 10.00%, <br> 07/15/33<sup>(b)(l)</sup><br>| USD | 211 | &nbsp;&nbsp; 224515 |
| Beignet Investor LLC, 6.58%, 05/30/49<sup>(b)</sup> |  | 3057 | &nbsp;&nbsp; 3143073 |
| Block, Inc., 6.50%, 05/15/32 |  | 237 | &nbsp;&nbsp; 239164 |
| Brink's Co., 4.63%, 10/15/27<sup>(b)</sup> |  | 120 | &nbsp;&nbsp; 118430 |
| Builders FirstSource, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/30 |  | 79 | &nbsp;&nbsp; 76942 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/34 |  | 141 | &nbsp;&nbsp; 139198 |
| CCO Holdings LLC/CCO Holdings Capital Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 |  | 234 | &nbsp;&nbsp; 218668 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 |  | 454 | &nbsp;&nbsp; 410492 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33 |  | 67 | &nbsp;&nbsp; 67185 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36 |  | 101 | &nbsp;&nbsp; 100581 |
| Century Communities, Inc., 6.63%, 09/15/33<sup>(b)</sup> |  | 78 | &nbsp;&nbsp; 76412 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories International, Inc., 4.25%, <br> 05/01/28<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 97747 |
| Chemours Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29 |  | 92 | &nbsp;&nbsp; 86273 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/15/33 |  | 100 | &nbsp;&nbsp; 100546 |
| &nbsp;&nbsp;&nbsp; Chobani LLC/Chobani Finance Corp., Inc., 7.63%, <br> 07/01/29<sup>(b)</sup><br>|  | 145 | &nbsp;&nbsp; 148169 |
| CHS/Community Health Systems, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.88%, 01/15/32 |  | 180 | &nbsp;&nbsp; 193115 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/34 |  | 242 | &nbsp;&nbsp; 251164 |
| Cinemark USA, Inc., 7.00%, 08/01/32<sup>(b)</sup> |  | 117 | &nbsp;&nbsp; 120216 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(b)</sup> |  | 56 | &nbsp;&nbsp; 58018 |
| Citigroup, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/09/30 |  | 2000 | &nbsp;&nbsp; 1959450 |
| &nbsp;&nbsp;&nbsp; 5.92%, 12/11/30 |  | 893 | &nbsp;&nbsp; 848354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.65%), 3.67%, <br> 07/24/28<br>|  | 1000 | &nbsp;&nbsp; 989350 |
| &nbsp;&nbsp;&nbsp; Clarios Global LP/Clarios U.S. Finance Co., 6.75%, <br> 09/15/32<sup>(b)</sup><br>|  | 163 | &nbsp;&nbsp; 164304 |
| Clarivate Science Holdings Corp., 3.88%, 07/01/28<sup>(b)</sup> |  | 157 | &nbsp;&nbsp; 148164 |
| Clear Channel Outdoor Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30 |  | 121 | &nbsp;&nbsp; 126627 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31 |  | 107 | &nbsp;&nbsp; 112103 |
| Clearway Energy Operating LLC, 5.75%, 01/15/34<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 98270 |
| Cleveland-Cliffs, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/29 |  | 100 | &nbsp;&nbsp; 99991 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/32 |  | 20 | &nbsp;&nbsp; 19351 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33 |  | 92 | &nbsp;&nbsp; 90001 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Cleveland-Cliffs, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/34 | USD | 178 | &nbsp;&nbsp; $173900 |
| Cloud Software Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/29 |  | 111 | &nbsp;&nbsp; 108288 |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/29 |  | 249 | &nbsp;&nbsp; 240204 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/32 |  | 223 | &nbsp;&nbsp; 211501 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/33 |  | 117 | &nbsp;&nbsp; 104022 |
| Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 04/15/30 |  | 173 | &nbsp;&nbsp; 161422 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/32 |  | 100 | &nbsp;&nbsp; 94614 |
| &nbsp;&nbsp;&nbsp; Cogent Communications Group LLC/Cogent Finance, <br> Inc., 6.50%, 07/01/32<sup>(b)</sup><br>|  | 111 | &nbsp;&nbsp; 96769 |
| Commercial Metals Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/33 |  | 109 | &nbsp;&nbsp; 107854 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/35 |  | 98 | &nbsp;&nbsp; 96613 |
| &nbsp;&nbsp;&nbsp; Constellation Energy Generation LLC, 4.63%, <br> 02/01/29<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 98790 |
| Cooper-Standard Automotive, Inc., 9.25%, 03/01/31<sup>(b)</sup> |  | 98 | &nbsp;&nbsp; 92095 |
| CoreWeave, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/30 |  | 33 | &nbsp;&nbsp; 32065 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/31 |  | 170 | &nbsp;&nbsp; 161758 |
| Credit Acceptance Corp., 6.63%, 03/15/30<sup>(b)</sup> |  | 119 | &nbsp;&nbsp; 116221 |
| &nbsp;&nbsp;&nbsp; CrossCountry Intermediate HoldCo LLC, 6.50%, <br> 10/01/30<sup>(b)</sup><br>|  | 70 | &nbsp;&nbsp; 66720 |
| Crown Americas LLC, 5.25%, 04/01/30 |  | 103 | &nbsp;&nbsp; 102894 |
| CSC Holdings LLC, 5.38%, 02/01/28<sup>(b)</sup> |  | 1294 | &nbsp;&nbsp; 956979 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 6.75%, <br> 05/15/28<sup>(b)</sup><br>|  | 91 | &nbsp;&nbsp; 91131 |
| &nbsp;&nbsp;&nbsp; Cyprium Corp./Cyprium Holdings Luxembourg SARL, <br> 6.38%, 04/15/34<sup>(b)</sup><br>|  | 25 | &nbsp;&nbsp; 24266 |
| Darling Global Finance BV, 4.50%, 07/15/32<sup>(d)</sup> | EUR | 210 | &nbsp;&nbsp; 241530 |
| Darling Ingredients, Inc., 5.25%, 04/15/27<sup>(b)</sup> | USD | 148 | &nbsp;&nbsp; 147693 |
| DaVita, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32 |  | 60 | &nbsp;&nbsp; 61466 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/33 |  | 258 | &nbsp;&nbsp; 262425 |
| Dell International LLC/EMC Corp., 5.30%, 10/01/29 |  | 300 | &nbsp;&nbsp; 306161 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(b)</sup> |  | 107 | &nbsp;&nbsp; 106762 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, <br> Inc., 10.00%, 02/15/31<sup>(b)</sup><br>|  | 232 | &nbsp;&nbsp; 236832 |
| Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 |  | 144 | &nbsp;&nbsp; 104109 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 |  | 260 | &nbsp;&nbsp; 190533 |
| Discovery Global Holdings, Inc., 4.28%, 03/15/32 |  | 134 | &nbsp;&nbsp; 118590 |
| Duke Energy Florida LLC, 2.40%, 12/15/31 |  | 1500 | &nbsp;&nbsp; 1339684 |
| EchoStar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; (6.75% Cash or 6.75% PIK), 6.75%, 11/30/30<sup>(l)</sup> |  | 35 | &nbsp;&nbsp; 35342 |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/30/29 |  | 294 | &nbsp;&nbsp; 317594 |
| Edgewell Personal Care Co., 4.13%, 04/01/29<sup>(b)</sup> |  | 109 | &nbsp;&nbsp; 102972 |
| Eli Lilly & Co., 5.00%, 02/09/54 |  | 2640 | &nbsp;&nbsp; 2404692 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP/Emerald Co-Issuer, Inc., 6.63%, <br> 12/15/30<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 101706 |
| Encompass Health Corp., 4.63%, 04/01/31 |  | 119 | &nbsp;&nbsp; 114873 |
| Endo Finance Holdings, Inc., 8.50%, 04/15/31<sup>(b)</sup> |  | 117 | &nbsp;&nbsp; 122508 |
| Energizer Holdings, Inc., 6.00%, 09/15/33<sup>(b)</sup> |  | 146 | &nbsp;&nbsp; 136734 |
| Entegris, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 |  | 106 | &nbsp;&nbsp; 104784 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/30 |  | 29 | &nbsp;&nbsp; 29183 |
| EquipmentShare.com, Inc., 8.63%, 05/15/32<sup>(b)</sup> |  | 249 | &nbsp;&nbsp; 259896 |
| Fair Isaac Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/33 |  | 108 | &nbsp;&nbsp; 105972 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/34 |  | 177 | &nbsp;&nbsp; 174085 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment <br> Finance Co., Inc., 6.75%, 01/15/30<sup>(b)</sup><br>| USD | 205 | &nbsp;&nbsp; $191481 |
| &nbsp;&nbsp;&nbsp; Flyr Secured Notes, (1-mo. CME Term SOFR at 0.50% <br> Floor + 5.00%, 9.44% Cash and 3.75% PIK), <br> 10.00%, 01/20/27<sup>(a)(c)(l)</sup><br>|  | 1111 | &nbsp;&nbsp; 67582 |
| Focus Financial Partners LLC, 6.75%, 09/15/31<sup>(b)</sup> |  | 167 | &nbsp;&nbsp; 165855 |
| Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/01/26 |  | 1915 | &nbsp;&nbsp; 1912319 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 |  | 1042 | &nbsp;&nbsp; 1029144 |
| Freedom Mortgage Holdings LLC, 6.88%, 05/01/31<sup>(b)</sup> |  | 418 | &nbsp;&nbsp; 390792 |
| Freedom Mortgage Holdings, LLC, 7.88%, 04/01/33<sup>(b)</sup> |  | 132 | &nbsp;&nbsp; 123760 |
| Frontier Communications Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/29 |  | 779 | &nbsp;&nbsp; 779975 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/30 |  | 75 | &nbsp;&nbsp; 75449 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30 |  | 1250 | &nbsp;&nbsp; 1282607 |
| Frontier Florida LLC, Series E, 6.86%, 02/01/28 |  | 500 | &nbsp;&nbsp; 516465 |
| FTAI Aviation Investors LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30 |  | 148 | &nbsp;&nbsp; 154541 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/31 |  | 100 | &nbsp;&nbsp; 102513 |
| Gap, Inc., 3.88%, 10/01/31<sup>(b)</sup> |  | 104 | &nbsp;&nbsp; 94210 |
| Gen Digital, Inc., 6.75%, 09/30/27<sup>(b)</sup> |  | 81 | &nbsp;&nbsp; 81082 |
| General Motors Financial Co., Inc., 5.55%, 07/15/29 |  | 2575 | &nbsp;&nbsp; 2634359 |
| GFL Environmental, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 |  | 92 | &nbsp;&nbsp; 90266 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/29 |  | 145 | &nbsp;&nbsp; 141074 |
| Gilead Sciences, Inc., 5.50%, 11/15/54 |  | 1198 | &nbsp;&nbsp; 1161368 |
| Global Medical Response, Inc., 7.38%, 10/01/32<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 78921 |
| &nbsp;&nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., Inc., <br> 5.25%, 12/01/27<sup>(b)</sup><br>|  | 99 | &nbsp;&nbsp; 98596 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Bank USA, Series BKNT, 6.60%, <br> 09/12/30<sup>(a)(c)</sup><br>|  | 2000 | &nbsp;&nbsp; 1913200 |
| Goodyear Tire & Rubber Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/30/31 |  | 191 | &nbsp;&nbsp; 172299 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/31 |  | 305 | &nbsp;&nbsp; 272806 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/30/33 |  | 78 | &nbsp;&nbsp; 68393 |
| GoTo Group, Inc., 5.50%, 05/01/28<sup>(b)</sup> |  | 660 | &nbsp;&nbsp; 327838 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging International LLC, 3.75%, <br> 02/01/30<sup>(b)</sup><br>|  | 99 | &nbsp;&nbsp; 90859 |
| Gray Media, Inc., 9.63%, 07/15/32<sup>(b)</sup> |  | 225 | &nbsp;&nbsp; 224986 |
| Group 1 Automotive, Inc., 6.38%, 01/15/30<sup>(b)</sup> |  | 118 | &nbsp;&nbsp; 118792 |
| GS Finance Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.11%, 02/17/31 |  | 1017 | &nbsp;&nbsp; 987811 |
| &nbsp;&nbsp;&nbsp; 7.35%, 02/17/31 |  | 2112 | &nbsp;&nbsp; 2055498 |
| HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 |  | 1515 | &nbsp;&nbsp; 1559215 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 |  | 1301 | &nbsp;&nbsp; 1251375 |
| Healthpeak OP LLC, 5.25%, 12/15/32 |  | 3000 | &nbsp;&nbsp; 3019824 |
| Herc Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30 |  | 178 | &nbsp;&nbsp; 182516 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/33 |  | 100 | &nbsp;&nbsp; 102474 |
| Hilton Domestic Operating Co., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/29 |  | 21 | &nbsp;&nbsp; 21207 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/31 |  | 322 | &nbsp;&nbsp; 301924 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/32 |  | 119 | &nbsp;&nbsp; 120785 |
| &nbsp;&nbsp;&nbsp; HLF Financing SARL LLC/Herbalife International, Inc., <br> 4.88%, 06/01/29<sup>(b)</sup><br>|  | 151 | &nbsp;&nbsp; 141297 |
| Hologic, Inc., 4.63%, 02/01/28<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 99850 |
| Howard Hughes Corp., 4.38%, 02/01/31<sup>(b)</sup> |  | 53 | &nbsp;&nbsp; 48657 |
| HUB International Ltd., 7.25%, 06/15/30<sup>(b)</sup> |  | 180 | &nbsp;&nbsp; 184393 |
| Huntsman International LLC, 2.95%, 06/15/31 |  | 104 | &nbsp;&nbsp; 86262 |
| iHeartCommunications, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/01/29 |  | 51 | &nbsp;&nbsp; 46313 |
| &nbsp;&nbsp;&nbsp; 7.75%, 08/15/30 |  | 137 | &nbsp;&nbsp; 109073 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Imola Merger Corp., 4.75%, 05/15/29<sup>(b)</sup> | USD | 129 | &nbsp;&nbsp; $125379 |
| Inversion Escrow Issuer LLC, 6.75%, 08/01/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 190465 |
| ION Platform Finance U.S., Inc., 7.88%, 09/30/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 154805 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc./ION Platform Finance <br> SARL<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/28 |  | 400 | &nbsp;&nbsp; 379542 |
| &nbsp;&nbsp;&nbsp; 9.00%, 08/01/29 |  | 100 | &nbsp;&nbsp; 92707 |
| IQVIA, Inc., 5.00%, 10/15/26<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 199784 |
| Iron Mountain, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(b)</sup> |  | 252 | &nbsp;&nbsp; 256841 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30<sup>(b)</sup> |  | 85 | &nbsp;&nbsp; 82582 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(d)</sup> | EUR | 296 | &nbsp;&nbsp; 318359 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., 6.13%, <br> 11/01/32<sup>(b)</sup><br>| USD | 366 | &nbsp;&nbsp; 361933 |
| Jazz Securities DAC, 4.38%, 01/15/29<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 195056 |
| &nbsp;&nbsp;&nbsp; Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, <br> 08/15/28<sup>(b)</sup><br>|  | 200 | &nbsp;&nbsp; 186372 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, <br> 09/20/31<sup>(b)</sup><br>|  | 176 | &nbsp;&nbsp; 166330 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., (1-day SOFR + 1.62%), <br> 5.34%, 01/23/35<sup>(a)</sup><br>|  | 547 | &nbsp;&nbsp; 555395 |
| K Hovnanian Enterprises, Inc., 8.00%, 04/01/31<sup>(b)</sup> |  | 10 | &nbsp;&nbsp; 9887 |
| Kaiser Aluminum Corp., 4.50%, 06/01/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 94474 |
| &nbsp;&nbsp;&nbsp; KeHE Distributors LLC/KeHE Finance Corp./NextWave <br> Distribution, Inc., 9.00%, 02/15/29<sup>(b)</sup><br>|  | 103 | &nbsp;&nbsp; 107228 |
| &nbsp;&nbsp;&nbsp; King U.S. Bidco, Inc., (3-mo. EURIBOR + 3.25%), <br> 5.31%, 12/01/32<sup>(a)(d)</sup><br>| EUR | 182 | &nbsp;&nbsp; 209334 |
| Kohl's Corp., 5.13%, 05/01/31 | USD | 249 | &nbsp;&nbsp; 187407 |
| Kronos International, Inc., 9.50%, 03/15/29<sup>(d)</sup> | EUR | 200 | &nbsp;&nbsp; 198596 |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital <br> Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/27 | USD | 100 | &nbsp;&nbsp; 98793 |
| &nbsp;&nbsp;&nbsp; 7.00%, 07/15/31 |  | 120 | &nbsp;&nbsp; 124047 |
| Lamar Media Corp., 4.88%, 01/15/29 |  | 102 | &nbsp;&nbsp; 100785 |
| Lamb Weston Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/28 |  | 58 | &nbsp;&nbsp; 57319 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/30 |  | 100 | &nbsp;&nbsp; 95205 |
| LCM Investments Holdings II LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/29 |  | 100 | &nbsp;&nbsp; 97311 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/31 |  | 100 | &nbsp;&nbsp; 103874 |
| Lessen Holdings, Inc., 12.18%, 01/05/28<sup>(c)</sup> |  | 1909 | &nbsp;&nbsp; 1434477 |
| Level 3 Financing, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33 |  | 208 | &nbsp;&nbsp; 211811 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/36 |  | 100 | &nbsp;&nbsp; 104341 |
| LGI Homes, Inc., 7.00%, 11/15/32<sup>(b)</sup> |  | 47 | &nbsp;&nbsp; 43580 |
| LifePoint Health, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 08/15/30 |  | 142 | &nbsp;&nbsp; 150167 |
| &nbsp;&nbsp;&nbsp; 11.00%, 10/15/30 |  | 70 | &nbsp;&nbsp; 75283 |
| Lightning Power LLC, 7.25%, 08/15/32<sup>(b)</sup> |  | 115 | &nbsp;&nbsp; 119540 |
| Lithia Motors, Inc., 5.50%, 10/01/30<sup>(b)</sup> |  | 120 | &nbsp;&nbsp; 117592 |
| Live Nation Entertainment, Inc., 4.75%, 10/15/27<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 99378 |
| Madison IAQ LLC, 4.13%, 06/30/28<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 195319 |
| Magnera Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/29 |  | 213 | &nbsp;&nbsp; 192289 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/31 |  | 121 | &nbsp;&nbsp; 111998 |
| Marriott Ownership Resorts, Inc., 6.50%, 10/01/33<sup>(b)</sup> |  | 94 | &nbsp;&nbsp; 89379 |
| Match Group Holdings II LLC, 5.00%, 12/15/27<sup>(b)</sup> |  | 300 | &nbsp;&nbsp; 298748 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co., 9.25%, <br> 04/15/30<sup>(b)</sup><br>|  | 282 | &nbsp;&nbsp; 262025 |
| McGraw-Hill Education, Inc., 7.38%, 09/01/31<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 203757 |
| Medline Borrower LP, 3.88%, 04/01/29<sup>(b)</sup> |  | 115 | &nbsp;&nbsp; 111247 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, <br> 04/01/29<sup>(b)</sup><br>|  | 268 | &nbsp;&nbsp; 273087 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Michaels Cos., Inc., 8.50%, 03/15/33<sup>(b)</sup> | USD | 97 | &nbsp;&nbsp; $94429 |
| Microsoft Corp., 2.53%, 06/01/50 |  | 3342 | &nbsp;&nbsp; 2003880 |
| &nbsp;&nbsp;&nbsp; Miter Brands Acquisition Holdco, Inc./MIWD Borrower <br> LLC, 6.75%, 04/01/32<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 95775 |
| MKS, Inc., 4.25%, 02/15/34<sup>(d)</sup> | EUR | 381 | &nbsp;&nbsp; 420741 |
| Molina Healthcare, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/28 | USD | 108 | &nbsp;&nbsp; 104432 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/31 |  | 186 | &nbsp;&nbsp; 182858 |
| Morgan Stanley<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 1.79%, 02/13/32 |  | 119 | &nbsp;&nbsp; 103047 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 2.70%, 01/22/31 |  | 2500 | &nbsp;&nbsp; 2321308 |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp., <br> 7.00%, 02/15/32<sup>(d)</sup><br>| EUR | 204 | &nbsp;&nbsp; 232048 |
| NCL Corp. Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/29 | USD | 135 | &nbsp;&nbsp; 140552 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/32 |  | 107 | &nbsp;&nbsp; 106188 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/33 |  | 153 | &nbsp;&nbsp; 148462 |
| NCR Atleos Corp., 9.50%, 04/01/29<sup>(b)</sup> |  | 412 | &nbsp;&nbsp; 441022 |
| NCR Voyix Corp., 5.13%, 04/15/29<sup>(b)</sup> |  | 33 | &nbsp;&nbsp; 31563 |
| Neptune Bidco U.S., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.38%, 05/15/31 |  | 183 | &nbsp;&nbsp; 184648 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/33 |  | 125 | &nbsp;&nbsp; 121280 |
| Newell Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/29 |  | 89 | &nbsp;&nbsp; 86871 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30 |  | 100 | &nbsp;&nbsp; 95991 |
| Nexstar Media, Inc., 5.63%, 07/15/27<sup>(b)</sup> |  | 112 | &nbsp;&nbsp; 111947 |
| Nissan Motor Acceptance Co. LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/09/28 |  | 446 | &nbsp;&nbsp; 416982 |
| &nbsp;&nbsp;&nbsp; 7.05%, 09/15/28 |  | 100 | &nbsp;&nbsp; 101559 |
| Northern States Power Co., 2.90%, 03/01/50 |  | 1225 | &nbsp;&nbsp; 792328 |
| Novelis Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30 |  | 103 | &nbsp;&nbsp; 97077 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30 |  | 97 | &nbsp;&nbsp; 97841 |
| NRG Energy, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/29 |  | 100 | &nbsp;&nbsp; 99006 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/29 |  | 278 | &nbsp;&nbsp; 277584 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/31 |  | 73 | &nbsp;&nbsp; 67222 |
| OAK-Eagle Acquireco, Inc., 07/01/33<sup>(d)(m)</sup> | EUR | 348 | &nbsp;&nbsp; 410846 |
| OI European Group BV, 4.75%, 02/15/30<sup>(b)</sup> | USD | 100 | &nbsp;&nbsp; 93318 |
| Olympus Water U.S. Holding Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/31<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 195341 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33<sup>(d)</sup> | EUR | 246 | &nbsp;&nbsp; 273309 |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media Capital <br> Corp., 4.25%, 01/15/29<sup>(b)</sup><br>| USD | 100 | &nbsp;&nbsp; 96400 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 7.25%, <br> 05/15/31<sup>(b)</sup><br>|  | 112 | &nbsp;&nbsp; 107252 |
| Panther Escrow Issuer LLC, 7.13%, 06/01/31<sup>(b)</sup> |  | 220 | &nbsp;&nbsp; 220739 |
| &nbsp;&nbsp;&nbsp; Paramount Global, (3-mo. SOFR US + 4.16%), 6.25%, <br> 02/28/57<sup>(a)</sup><br>|  | 123 | &nbsp;&nbsp; 82410 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property <br> LLC/PK Finance Co-Issuer<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/28 |  | 123 | &nbsp;&nbsp; 122409 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 |  | 71 | &nbsp;&nbsp; 71869 |
| Park River Holdings, Inc., 8.75%, 12/31/30<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 92103 |
| PennyMac Financial Services, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/15/29 |  | 136 | &nbsp;&nbsp; 139123 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34 |  | 100 | &nbsp;&nbsp; 93584 |
| Perimeter Holdings LLC, 6.25%, 01/15/34<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 98075 |
| Perrigo Finance Unlimited Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 |  | 200 | &nbsp;&nbsp; 180548 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/30/32 |  | 90 | &nbsp;&nbsp; 82119 |
| &nbsp;&nbsp;&nbsp; PetSmart LLC/PetSmart Finance Corp., 10.00%, <br> 09/15/33<sup>(b)</sup><br>|  | 250 | &nbsp;&nbsp; 249426 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Pitney Bowes, Inc., 6.88%, 03/15/27<sup>(b)</sup> | USD | 1071 | &nbsp;&nbsp; $1069586 |
| Post Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/32 |  | 53 | &nbsp;&nbsp; 53548 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33 |  | 21 | &nbsp;&nbsp; 20688 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/36 |  | 313 | &nbsp;&nbsp; 306527 |
| &nbsp;&nbsp;&nbsp; PRA Group Europe Holding II SARL, 6.25%, <br> 09/30/32<sup>(d)</sup><br>| EUR | 100 | &nbsp;&nbsp; 109320 |
| &nbsp;&nbsp;&nbsp; Prime Security Services Borrower LLC/Prime Finance, <br> Inc., 3.38%, 08/31/27<sup>(b)</sup><br>| USD | 73 | &nbsp;&nbsp; 71048 |
| Qnity Electronics, Inc., 6.25%, 08/15/33<sup>(b)</sup> |  | 84 | &nbsp;&nbsp; 84936 |
| Quikrete Holdings, Inc., 6.38%, 03/01/32<sup>(b)</sup> |  | 360 | &nbsp;&nbsp; 365041 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(b)</sup> |  | 129 | &nbsp;&nbsp; 131579 |
| &nbsp;&nbsp;&nbsp; Resort Communities LoanCo LP, (13.00% PIK), <br> 13.00%, 11/21/28<sup>(c)(l)</sup><br>|  | 4777 | &nbsp;&nbsp; 4702490 |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties LP/RHP Finance Corp., 4.50%, <br> 02/15/29<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 96940 |
| RingCentral, Inc., 8.50%, 08/15/30<sup>(b)</sup> |  | 1115 | &nbsp;&nbsp; 1166490 |
| RLJ Lodging Trust LP, 3.75%, 07/01/26<sup>(b)</sup> |  | 180 | &nbsp;&nbsp; 179122 |
| ROBLOX Corp., 3.88%, 05/01/30<sup>(b)</sup> |  | 127 | &nbsp;&nbsp; 119352 |
| Rocket Cos., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/29 |  | 205 | &nbsp;&nbsp; 207307 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32 |  | 50 | &nbsp;&nbsp; 51537 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/33 |  | 160 | &nbsp;&nbsp; 161719 |
| Rocket Software, Inc., 9.00%, 11/28/28<sup>(b)</sup> |  | 68 | &nbsp;&nbsp; 67898 |
| Ryan Specialty LLC, 5.88%, 08/01/32<sup>(b)</sup> |  | 86 | &nbsp;&nbsp; 84999 |
| Sabre Financial Borrower LLC, 11.13%, 06/15/29<sup>(b)</sup> |  | 545 | &nbsp;&nbsp; 557711 |
| Sabre GLBL, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/15/29 |  | 339 | &nbsp;&nbsp; 289589 |
| &nbsp;&nbsp;&nbsp; 10.75%, 03/15/30 |  | 418 | &nbsp;&nbsp; 351327 |
| SBA Communications Corp., 3.88%, 02/15/27 |  | 214 | &nbsp;&nbsp; 211823 |
| SCIH Salt Holdings, Inc., 4.88%, 05/01/28<sup>(b)</sup> |  | 113 | &nbsp;&nbsp; 111711 |
| Seagate Data Storage Technology Pte. Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 12/15/29 |  | 553 | &nbsp;&nbsp; 580754 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/30 |  | 55 | &nbsp;&nbsp; 55904 |
| &nbsp;&nbsp;&nbsp; Sealed Air Corp./Sealed Air Corp. U.S., 7.25%, <br> 02/15/31<sup>(b)</sup><br>|  | 77 | &nbsp;&nbsp; 80744 |
| Sensata Technologies, Inc., 4.38%, 02/15/30<sup>(b)</sup> |  | 79 | &nbsp;&nbsp; 75550 |
| Service Corp. International |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 |  | 86 | &nbsp;&nbsp; 85129 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 |  | 74 | &nbsp;&nbsp; 73521 |
| Service Properties Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30 |  | 323 | &nbsp;&nbsp; 286831 |
| &nbsp;&nbsp;&nbsp; 8.88%, 06/15/32 |  | 61 | &nbsp;&nbsp; 60459 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance Sub, <br> Inc., 5.50%, 05/15/33<sup>(d)</sup><br>| EUR | 407 | &nbsp;&nbsp; 443502 |
| Shift4 Payments, Inc., 6.75%, 08/15/32<sup>(b)</sup> | USD | 84 | &nbsp;&nbsp; 82601 |
| Sirius XM Radio LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 |  | 83 | &nbsp;&nbsp; 82884 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/28 |  | 212 | &nbsp;&nbsp; 204635 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/01/31 |  | 100 | &nbsp;&nbsp; 90792 |
| Six Flags Entertainment Corp., 7.25%, 05/15/31<sup>(b)</sup> |  | 71 | &nbsp;&nbsp; 68360 |
| SLM Corp., 3.13%, 11/02/26 |  | 41 | &nbsp;&nbsp; 40622 |
| Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28<sup>(b)</sup> |  | 95 | &nbsp;&nbsp; 94284 |
| Snap, Inc., 6.88%, 03/15/34<sup>(b)</sup> |  | 130 | &nbsp;&nbsp; 122274 |
| Solstice Advanced Materials, Inc., 5.63%, 09/30/33<sup>(b)</sup> |  | 149 | &nbsp;&nbsp; 146920 |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc., (7.00% PIK), 7.00%, <br> 12/10/27<sup>(c)(e)(l)(n)</sup><br>|  | 6533 | &nbsp;&nbsp; 1 |
| Sonic Automotive, Inc., 4.88%, 11/15/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 94783 |
| Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)</sup> |  | 143 | &nbsp;&nbsp; 136143 |
| Standard Building Solutions, Inc., 6.50%, 08/15/32<sup>(b)</sup> |  | 157 | &nbsp;&nbsp; 157081 |
| Standard Industries, Inc., 4.38%, 07/15/30<sup>(b)</sup> |  | 112 | &nbsp;&nbsp; 105567 |
| Starwood Property Trust, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/26 |  | 99 | &nbsp;&nbsp; 98393 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Starwood Property Trust, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30 | USD | 107 | &nbsp;&nbsp; $108521 |
| Starz Capital Holdings 1, Inc., 6.00%, 04/15/30<sup>(b)</sup> |  | 1171 | &nbsp;&nbsp; 1074392 |
| Steel Dynamics, Inc., 3.45%, 04/15/30 |  | 3060 | &nbsp;&nbsp; 2926424 |
| Stem, Inc., 0.50%, 12/01/28<sup>(b)(j)</sup> |  | 275 | &nbsp;&nbsp; 112595 |
| Stonex Escrow Issuer LLC, 6.88%, 07/15/32<sup>(b)</sup> |  | 116 | &nbsp;&nbsp; 117233 |
| SV RNO Property Owner 1 LLC, 5.88%, 03/01/31<sup>(b)</sup> |  | 195 | &nbsp;&nbsp; 192756 |
| Synchrony Financial, 7.25%, 02/02/33 |  | 48 | &nbsp;&nbsp; 49026 |
| Taylor Morrison Communities, Inc., 5.75%, 01/15/28<sup>(b)</sup> |  | 233 | &nbsp;&nbsp; 233602 |
| Teleflex, Inc., 4.25%, 06/01/28<sup>(b)</sup> |  | 114 | &nbsp;&nbsp; 110854 |
| Tenet Healthcare Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 |  | 104 | &nbsp;&nbsp; 103069 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/01/28 |  | 72 | &nbsp;&nbsp; 72167 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/29 |  | 131 | &nbsp;&nbsp; 127024 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 |  | 106 | &nbsp;&nbsp; 106689 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32<sup>(b)</sup> |  | 110 | &nbsp;&nbsp; 108985 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(b)</sup> |  | 208 | &nbsp;&nbsp; 207260 |
| Terex Corp., 6.25%, 10/15/32<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 100652 |
| T-Mobile USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 |  | 2750 | &nbsp;&nbsp; 2732977 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 |  | 2180 | &nbsp;&nbsp; 2112688 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 |  | 1310 | &nbsp;&nbsp; 1165185 |
| TopBuild Corp., 4.13%, 02/15/32<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 92158 |
| TransDigm, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/28 |  | 258 | &nbsp;&nbsp; 261132 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29 |  | 100 | &nbsp;&nbsp; 101866 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/31 |  | 315 | &nbsp;&nbsp; 325129 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/33 |  | 172 | &nbsp;&nbsp; 171083 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34 |  | 49 | &nbsp;&nbsp; 49642 |
| Travel & Leisure Co., 6.63%, 07/31/26<sup>(b)</sup> |  | 148 | &nbsp;&nbsp; 148125 |
| U.S. Foods, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/28 |  | 100 | &nbsp;&nbsp; 102206 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30 |  | 100 | &nbsp;&nbsp; 97370 |
| UKG, Inc., 6.88%, 02/01/31<sup>(b)</sup> |  | 191 | &nbsp;&nbsp; 186667 |
| United Airlines Holdings, Inc., 4.88%, 03/01/29 |  | 197 | &nbsp;&nbsp; 192682 |
| United Rentals North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/30 |  | 159 | &nbsp;&nbsp; 158097 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/32 |  | 241 | &nbsp;&nbsp; 220872 |
| United Wholesale Mortgage LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 |  | 46 | &nbsp;&nbsp; 45274 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/29 |  | 179 | &nbsp;&nbsp; 167542 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC, 4.75%, 04/15/28<sup>(b)</sup><br>|  | 133 | &nbsp;&nbsp; 132308 |
| Univision Communications, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/30 |  | 100 | &nbsp;&nbsp; 97992 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/31/31 |  | 231 | &nbsp;&nbsp; 232127 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/32 |  | 22 | &nbsp;&nbsp; 22674 |
| UWM Holdings LLC, 6.25%, 03/15/31<sup>(b)</sup> |  | 128 | &nbsp;&nbsp; 116568 |
| Vail Resorts, Inc., 6.50%, 05/15/32<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 101127 |
| Verizon Communications, Inc., 4.75%, 01/15/33 |  | 461 | &nbsp;&nbsp; 455301 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(b)</sup> |  | 74 | &nbsp;&nbsp; 75732 |
| Viasat, Inc., 5.63%, 04/15/27<sup>(b)</sup> |  | 210 | &nbsp;&nbsp; 208581 |
| Viking Cruises Ltd., 9.13%, 07/15/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 105494 |
| VOC Escrow Ltd., 5.00%, 02/15/28<sup>(b)</sup> |  | 103 | &nbsp;&nbsp; 102576 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 78493 |
| Voyager Parent LLC, 9.25%, 07/01/32<sup>(b)</sup> |  | 145 | &nbsp;&nbsp; 150541 |
| Wand NewCo 3, Inc., 7.63%, 01/30/32<sup>(b)</sup> |  | 136 | &nbsp;&nbsp; 139060 |
| Wayfair LLC, 7.75%, 09/15/30<sup>(b)</sup> |  | 301 | &nbsp;&nbsp; 313382 |
| WESCO Distribution, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/28 |  | 77 | &nbsp;&nbsp; 77420 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/29 |  | 103 | &nbsp;&nbsp; 104845 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Westbay, 11.00%, 02/06/30<sup>(c)</sup> | USD | 9276 | &nbsp;&nbsp; $9160050 |
| Whirlpool Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 |  | 100 | &nbsp;&nbsp; 97638 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 |  | 100 | &nbsp;&nbsp; 94743 |
| Williams Scotsman, Inc., 6.63%, 06/15/29<sup>(b)</sup> |  | 164 | &nbsp;&nbsp; 165844 |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(b)</sup> |  | 286 | &nbsp;&nbsp; 297340 |
| Wolfspeed, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/31<sup>(j)</sup> |  | 4 | &nbsp;&nbsp; 5705 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/31<sup>(b)(j)</sup> |  | 3 | &nbsp;&nbsp; 4279 |
| &nbsp;&nbsp;&nbsp; (7.00% Cash or 12.00% PIK), 7.00%, 06/15/31<sup>(l)</sup> |  | 5 | &nbsp;&nbsp; 3804 |
| WR Grace Holdings LLC, 7.00%, 08/01/33<sup>(b)</sup> |  | 166 | &nbsp;&nbsp; 161215 |
| Xerox Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.25%, 10/15/30 |  | 1749 | &nbsp;&nbsp; 1311750 |
| &nbsp;&nbsp;&nbsp; 13.50%, 04/15/31 |  | 118 | &nbsp;&nbsp; 58115 |
| &nbsp;&nbsp;&nbsp; XPLR Infrastructure Operating Partners LP, 8.38%, <br> 01/15/31<sup>(b)</sup><br>|  | 105 | &nbsp;&nbsp; 110534 |
| XPO, Inc., 7.13%, 02/01/32<sup>(b)</sup> |  | 95 | &nbsp;&nbsp; 97985 |
| Xylem, Inc., 2.25%, 01/30/31 |  | 3000 | &nbsp;&nbsp; 2700505 |
| Yum! Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/30<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 98332 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/31 |  | 85 | &nbsp;&nbsp; 78521 |
| &nbsp;&nbsp;&nbsp; Zayo Group Holdings, Inc., (5.75% Cash and 0.50% <br> PIK), 9.25%, 03/09/30<sup>(b)(l)</sup><br>|  | 113 | &nbsp;&nbsp; 112338 |
|  |  |  | &nbsp;&nbsp; 121471797 |
| **Total Corporate Bonds — 12.4%** <br>**(Cost: $189,185,131)** | **Total Corporate Bonds — 12.4%** <br>**(Cost: $189,185,131)** | **Total Corporate Bonds — 12.4%** <br>**(Cost: $189,185,131)** | &nbsp;&nbsp; 179239507 |
| **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** | **Fixed Rate Loan Interests** |
| **United States — 0.2%** | **United States — 0.2%** | **United States — 0.2%** | **United States — 0.2%** |
| AMF MF Portfolio, Term Loan, 7.89%, 11/01/28<sup>(c)</sup> |  | 2720 | &nbsp;&nbsp; 2825522 |
| **Total Fixed Rate Loan Interests — 0.2%** <br>**(Cost: $2,700,425)** | **Total Fixed Rate Loan Interests — 0.2%** <br>**(Cost: $2,700,425)** | **Total Fixed Rate Loan Interests — 0.2%** <br>**(Cost: $2,700,425)** | &nbsp;&nbsp; 2825522 |
| **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> |
| **France — 0.3%** | **France — 0.3%** | **France — 0.3%** | **France — 0.3%** |
| &nbsp;&nbsp;&nbsp; Hestiafloor 2 SASU, 2026 EUR Repriced Term Loan B, <br> (3-mo. EURIBOR at 0.00% Floor + 3.00%), 5.13%, <br> 02/27/30<br>| EUR | 588 | &nbsp;&nbsp; 671182 |
| &nbsp;&nbsp;&nbsp; Kersia International SAS, 2026 EUR Term Loan, (3-mo. <br> EURIBOR at 0.00% Floor + 3.50%), 5.63%, <br> 12/18/30<br>|  | 1000 | &nbsp;&nbsp; 1142269 |
| &nbsp;&nbsp;&nbsp; Obol France 2.5 SAS, 2024 EUR Term Loan B, (6-mo. <br> EURIBOR at 0.00% Floor + 5.00%), 7.10%, <br> 12/31/28<br>|  | 917 | &nbsp;&nbsp; 1046483 |
| &nbsp;&nbsp;&nbsp; Ramsay Generale de Sante SA, 2025 EUR Term Loan <br> B4, (3-mo. EURIBOR at 0.00% Floor + 3.25%), <br> 5.28%, 08/13/31<br>|  | 900 | &nbsp;&nbsp; 1029602 |
|  |  |  | &nbsp;&nbsp; 3889536 |
| **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** |
| &nbsp;&nbsp;&nbsp; Aviv Group GmbH, 2026 EUR Term Loan B, (3-mo. <br> EURIBOR at 0.00% Floor + 3.50%), 6.10%, <br> 04/23/32<br>|  | 288 | &nbsp;&nbsp; 313537 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; Nidda Healthcare Holding AG, 2025 EUR Repriced <br> Term Loan B, (3-mo. EURIBOR at 0.00% Floor + <br> 3.50%), 5.52%, 12/09/32<br>| EUR | 1439 | &nbsp;&nbsp; $1658532 |
| &nbsp;&nbsp;&nbsp; Node AcquiCo GmbH, EUR Term Loan, (1-mo. <br> EURIBOR at 0.00% Floor + 3.50%), 5.46%, <br> 12/08/32<br>|  | 1000 | &nbsp;&nbsp; 1149516 |
|  |  |  | &nbsp;&nbsp; 3121585 |
| **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** | **Ireland — 0.1%** |
| &nbsp;&nbsp;&nbsp; Applegreen Finance Ireland DAC, 2025 EUR Term <br> Loan B, (3-mo. EURIBOR at 0.00% Floor + 4.50%), <br> 6.53%, 01/30/32<br>|  | 570 | &nbsp;&nbsp; 659548 |
| &nbsp;&nbsp;&nbsp; Promontoria Beech Designated Activity Co., EUR Term <br> Loan, (1-mo. EURIBOR + 3.75%), 5.69%, <br> 05/17/27<sup>(c)</sup><br>|  | 681 | &nbsp;&nbsp; 787102 |
|  |  |  | &nbsp;&nbsp; 1446650 |
| **Luxembourg — 0.4%** | **Luxembourg — 0.4%** | **Luxembourg — 0.4%** | **Luxembourg — 0.4%** |
| &nbsp;&nbsp;&nbsp; Cobham Ultra SeniorCo SARL, EUR Term Loan B, <br> 08/06/29<sup>(o)</sup><br>|  | 1000 | &nbsp;&nbsp; 1150799 |
| &nbsp;&nbsp;&nbsp; INEOS Finance PLC, 2024 EUR 1st Lien Term Loan B, <br> (1-mo. EURIBOR at 0.00% Floor + 3.50%), 5.39%, <br> 06/23/31<br>|  | 1000 | &nbsp;&nbsp; 1024372 |
| &nbsp;&nbsp;&nbsp; Speed Midco 3 SARL, 2025 EUR Term Loan, (6-mo. <br> EURIBOR at 0.00% Floor + 2.75%), 4.85%, <br> 10/07/32<br>|  | 1000 | &nbsp;&nbsp; 1117661 |
| &nbsp;&nbsp;&nbsp; Tackle SARL, 2025 EUR Repriced Term Loan B2, (1-<br> mo. EURIBOR at 0.00% Floor + 3.25%), 5.14%, <br> 05/22/28<br>|  | 1226 | &nbsp;&nbsp; 1413779 |
| &nbsp;&nbsp;&nbsp; Traviata BV, 2025 EUR PIK Term Loan, (1-mo. <br> EURIBOR at 0.00% Floor + 8.00%), 9.96%, <br> 04/22/33<sup>(c)(l)</sup><br>|  | 1098 | &nbsp;&nbsp; 1048520 |
|  |  |  | &nbsp;&nbsp; 5755131 |
| **Netherlands — 0.1%** | **Netherlands — 0.1%** | **Netherlands — 0.1%** | **Netherlands — 0.1%** |
| &nbsp;&nbsp;&nbsp; Median BV, 2026 EUR Term Loan B, (3-mo. EURIBOR <br> at 0.00% Floor + 5.25%), 7.39%, 10/14/30<br>|  | 982 | &nbsp;&nbsp; 1115327 |
| **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| &nbsp;&nbsp;&nbsp; FNZ NZ Finco Ltd., 2024 GBP Term Loan B, (1-mo. <br> SONIA at 0.00% Floor + 6.00%), 9.73%, 11/05/31<br>| GBP | 1000 | &nbsp;&nbsp; 1072116 |
| **Norway — 0.0%** | **Norway — 0.0%** | **Norway — 0.0%** | **Norway — 0.0%** |
| &nbsp;&nbsp;&nbsp; Sector Alarm Holding AS, 2026 EUR Term Loan B, <br> (3-mo. EURIBOR at 0.00% Floor + 3.00%), 5.01%, <br> 06/14/32<br>| EUR | 407 | &nbsp;&nbsp; 465842 |
| **Spain — 0.2%** | **Spain — 0.2%** | **Spain — 0.2%** | **Spain — 0.2%** |
| &nbsp;&nbsp;&nbsp; Aernnova Aerospace SAU, 2024 EUR Term Loan B, <br> (3-mo. EURIBOR at 0.00% Floor + 4.00%), 6.03%, <br> 02/27/30<br>|  | 1303 | &nbsp;&nbsp; 1454834 |
| &nbsp;&nbsp;&nbsp; Cervantes Bidco SL, 2026 EUR Term Loan B, (3-mo. <br> EURIBOR at 0.00% Floor + 3.00%), 5.02%, <br> 12/03/31<br>|  | 742 | &nbsp;&nbsp; 853106 |
|  |  |  | &nbsp;&nbsp; 2307940 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** |
| &nbsp;&nbsp;&nbsp; Quimper AB, 2026 EUR Term Loan B, (3-mo. <br> EURIBOR at 0.00% Floor + 3.00%), 4.99%, <br> 03/31/30<br>| EUR | 1009 | &nbsp;&nbsp; $1147107 |
| &nbsp;&nbsp;&nbsp; Verisure Holding AB, 2025 EUR Term Loan B, (3-mo. <br> EURIBOR at 0.00% Floor + 2.25%), 4.28%, <br> 11/03/32<br>|  | 1000 | &nbsp;&nbsp; 1151320 |
|  |  |  | &nbsp;&nbsp; 2298427 |
| **United Kingdom — 0.2%** | **United Kingdom — 0.2%** | **United Kingdom — 0.2%** | **United Kingdom — 0.2%** |
| &nbsp;&nbsp;&nbsp; Boots Group Bidco Ltd., GBP Term Loan B, (1-mo. <br> SONIA at 0.00% Floor + 4.50%), 8.23%, 08/30/32<br>| GBP | 1159 | &nbsp;&nbsp; 1531202 |
| &nbsp;&nbsp;&nbsp; CD&R Firefly Bidco PLC, 2025 GBP Term Loan, (3-mo. <br> SONIA at 0.00% Floor + 4.75%), 8.48%, 04/29/29<br>|  | 1000 | &nbsp;&nbsp; 1318491 |
|  |  |  | &nbsp;&nbsp; 2849693 |
| **United States — 1.7%** | **United States — 1.7%** | **United States — 1.7%** | **United States — 1.7%** |
| &nbsp;&nbsp;&nbsp; Altar Bidco, Inc., 2021 2nd Lien Term Loan, (12-mo. <br> CME Term SOFR at 0.50% Floor + 5.60%), 9.11%, <br> 02/01/30<br>| USD | 3107 | &nbsp;&nbsp; 2907970 |
| &nbsp;&nbsp;&nbsp; Coreweave Compute Acquisition Co. II, LLC, Delayed <br> Draw Term Loan, (3-mo. CME Term SOFR at 0.00% <br> Floor + 9.62%), 13.38%, 07/31/28<sup>(c)</sup><br>|  | 4537 | &nbsp;&nbsp; 4525533 |
| Coreweave Compute Acquisition Co. IV, LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Delayed Draw Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 6.00%), 9.70%, 05/16/29<br>|  | 336 | &nbsp;&nbsp; 337382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 5th Amendment Delayed Draw Term Loan, <br> (3-mo. CME Term SOFR at 0.00% Floor + <br> 4.25%), 7.95%, 09/30/30<br>|  | 228 | &nbsp;&nbsp; 221884 |
| EIS Group, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Revolver, (1-mo. CME Term SOFR at 0.75% Floor + <br> 7.00%), 10.67%, 07/10/28<br>|  | 341 | &nbsp;&nbsp; 308714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan, (1-mo. CME Term SOFR at 0.75% Floor <br> + 7.00%), 10.67%, 07/10/28<br>|  | 3406 | &nbsp;&nbsp; 3087139 |
| Electronic Arts, Inc., EUR Term Loan B, 03/24/33<sup>(o)</sup> | EUR | 1000 | &nbsp;&nbsp; 1143899 |
| &nbsp;&nbsp;&nbsp; Galaxy Universal LLC, 1st Lien Term Loan, (3-mo. <br> CME Term SOFR + 6.40%), 10.05%, 05/12/28<sup>(c)</sup><br>| USD | 6211 | &nbsp;&nbsp; 5799641 |
| GoTo Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 First Out Term Loan, (3-mo. CME Term SOFR <br> at 0.00% Floor + 4.90%), 8.57%, 04/28/28<br>|  | 149 | &nbsp;&nbsp; 121694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Second Out Term Loan, (3-mo. CME Term <br> SOFR + 4.90%), 8.57%, 04/28/28<br>|  | 114 | &nbsp;&nbsp; 33858 |
| &nbsp;&nbsp;&nbsp; Hydrofarm Holdings LLC, 2021 Term Loan, (3-mo. <br> CME Term SOFR at 1.00% Floor + 5.76%), 9.43%, <br> 10/25/28<sup>(c)</sup><br>|  | 1037 | &nbsp;&nbsp; 518432 |
| &nbsp;&nbsp;&nbsp; Indy U.S. Bidco LLC, 2025 EUR Term Loan B, (1-mo. <br> EURIBOR at 0.00% Floor + 2.75%), 4.64%, <br> 10/31/30<br>| EUR | 884 | &nbsp;&nbsp; 1006949 |
| Montage Hotels & Resorts LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK Revolver, (3-mo. CME Term SOFR + 6.00%), <br> 9.71%, 02/16/29<sup>(l)</sup><br>| USD | 443 | &nbsp;&nbsp; 417822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK Term Loan, (3-mo. CME Term SOFR + 6.00%), <br> 9.65%, 02/16/29<br>|  | 1283 | &nbsp;&nbsp; 1211341 |
| Redstone Holdco 2 LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Second Out Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 5.50%), 9.17%, 12/31/30<br>|  | 649 | &nbsp;&nbsp; 238930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Tranche A1 First Out Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 5.50%), 9.14%, <br> 12/31/30<br>|  | 1500 | &nbsp;&nbsp; 1309995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Tranche A2 First Out Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 5.25%), 8.92%, <br> 12/31/30<br>|  | 169 | &nbsp;&nbsp; 126493 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Verifone Systems, Inc., 2025 Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 5.51%), 9.18%, <br> 08/18/28<br>| USD | 1729 | &nbsp;&nbsp; $1623373 |
| &nbsp;&nbsp;&nbsp; Xerox Corp., 2023 Non-CoOp Term Loan, (6-mo. CME <br> Term SOFR + 4.00%), 7.71%, 11/19/29<br>|  | 122 | &nbsp;&nbsp; 77186 |
|  |  |  | &nbsp;&nbsp; 25018235 |
| **Total Floating Rate Loan Interests — 3.4%** <br>**(Cost: $51,358,248)** | **Total Floating Rate Loan Interests — 3.4%** <br>**(Cost: $51,358,248)** | **Total Floating Rate Loan Interests — 3.4%** <br>**(Cost: $51,358,248)** | &nbsp;&nbsp; 49340482 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Grantor Trust** | **Grantor Trust** | **Grantor Trust** |
| **United States — 1.2%** | **United States — 1.2%** |  |
| SPDR Gold Shares<sup>(e)(h)(p)</sup> | 40297 | &nbsp;&nbsp; 17339396 |
| **Total Grantor Trust — 1.2%** <br>**(Cost: $15,501,355)** | **Total Grantor Trust — 1.2%** <br>**(Cost: $15,501,355)** | &nbsp;&nbsp; 17339396 |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **United States — 1.0%** | **United States — 1.0%** |  |
| iShares China Large-Cap ETF<sup>(q)</sup> | 91382 | &nbsp;&nbsp; 3280614 |
| iShares Russell 2000 ETF<sup>(q)</sup> | 9500 | &nbsp;&nbsp; 2356000 |
| KraneShares CSI China Internet ETF | 52473 | &nbsp;&nbsp; 1491807 |
| State Street SPDR S&P Biotech ETF<sup>(f)</sup> | 40000 | &nbsp;&nbsp; 5109200 |
| State Street SPDR S&P Homebuilders ETF<sup>(f)</sup> | 4200 | &nbsp;&nbsp; 414624 |
| State Street SPDR S&P Regional Banking ETF<sup>(f)</sup> | 17671 | &nbsp;&nbsp; 1151266 |
| **Total Investment Companies — 1.0%** <br>**(Cost: $12,663,412)** | **Total Investment Companies — 1.0%** <br>**(Cost: $12,663,412)** | &nbsp;&nbsp; 13803511 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.0%** | **Arizona — 0.0%** | **Arizona — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Maricopa County Industrial Development Authority, RB, <br> 7.38%, 10/01/29<sup>(b)</sup><br>| USD | 325 | &nbsp;&nbsp; 342627 |
| **Puerto Rico — 0.2%** | **Puerto Rico — 0.2%** | **Puerto Rico — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Puerto Rico, Notes, 0.00%, <br> 11/01/51<sup>(a)(e)(n)</sup><br>|  | 4013 | &nbsp;&nbsp; 2448191 |
| **Total Municipal Bonds — 0.2%** <br>**(Cost: $2,157,527)** | **Total Municipal Bonds — 0.2%** <br>**(Cost: $2,157,527)** | **Total Municipal Bonds — 0.2%** <br>**(Cost: $2,157,527)** | &nbsp;&nbsp; 2790818 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **United States**<sup>(a)(b)</sup> **— 1.6%** | **United States**<sup>(a)(b)</sup> **— 1.6%** | **United States**<sup>(a)(b)</sup> **— 1.6%** | **United States**<sup>(a)(b)</sup> **— 1.6%** |
| &nbsp;&nbsp;&nbsp; Barclays Mortgage Loan Trust, Series 2021-NQM1, <br> Class B1, 4.38%, 09/25/51<br>|  | 2047 | &nbsp;&nbsp; 1793534 |
| CHNGE Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class M1, 3.99%, 01/25/67 |  | 2000 | &nbsp;&nbsp; 1710310 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class M1, 4.61%, 03/25/67 |  | 5000 | &nbsp;&nbsp; 4533483 |
| &nbsp;&nbsp;&nbsp; FREMF Trust, Series 2018-W5FX, Class C, 3.42%, <br> 04/25/28<br>|  | 1923 | &nbsp;&nbsp; 1807822 |
| &nbsp;&nbsp;&nbsp; Grace Trust, Series 2020-GRCE, Class D, 2.68%, <br> 12/10/40<br>|  | 2000 | &nbsp;&nbsp; 1764869 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Hudson Yards Mortgage Trust, Series 2019-55HY, <br> Class F, 2.94%, 12/10/41<br>| USD | 2000 | &nbsp;&nbsp; $1717411 |
| &nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities <br> Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NYAH, Class E, (1 mo. Term SOFR + <br> 2.20%), 5.88%, 06/15/38<br>|  | 2000 | &nbsp;&nbsp; 1696941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-NLP, Class F, (1 mo. Term SOFR + <br> 3.79%), 7.46%, 04/15/37<br>|  | 1664 | &nbsp;&nbsp; 1622880 |
| &nbsp;&nbsp;&nbsp; Series 2022-OPO, Class D, 3.45%, 01/05/39 |  | 860 | &nbsp;&nbsp; 665210 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2022-CHM1, Class M1, 4.57%, <br> 09/25/56<br>|  | 4000 | &nbsp;&nbsp; 3553057 |
| &nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, Series 2021-MHC, <br> Class F, (1 mo. Term SOFR + 2.72%), 6.39%, <br> 04/15/38<br>|  | 811 | &nbsp;&nbsp; 809894 |
| &nbsp;&nbsp;&nbsp; SUMIT Mortgage Trust, Series 2022-BVUE, Class D, <br> 2.89%, 02/12/41<br>|  | 650 | &nbsp;&nbsp; 542506 |
| &nbsp;&nbsp;&nbsp; Velocity Commercial Capital Loan Trust, Series 2021-4, <br> Class M4, 4.48%, 12/26/51<br>|  | 2076 | &nbsp;&nbsp; 1693245 |
| **Total Non-Agency Mortgage-Backed Securities — 1.6%** <br>**(Cost: $26,562,469)** | **Total Non-Agency Mortgage-Backed Securities — 1.6%** <br>**(Cost: $26,562,469)** | **Total Non-Agency Mortgage-Backed Securities — 1.6%** <br>**(Cost: $26,562,469)** | &nbsp;&nbsp; 23911162 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 0.5%**<sup>(a)</sup> | **Capital Trusts — 0.5%**<sup>(a)</sup> | **Capital Trusts — 0.5%**<sup>(a)</sup> | **Capital Trusts — 0.5%**<sup>(a)</sup> |
| **Canada — 0.0%** | **Canada — 0.0%** | **Canada — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Bell Telephone Co. of Canada or Bell Canada, 7.00%, <br> 09/15/55<br>|  | 134 | &nbsp;&nbsp; 137151 |
| Rogers Communications, Inc., 5.25%, 03/15/82<sup>(b)</sup> |  | 20 | &nbsp;&nbsp; 19756 |
| TELUS Corp., 6.63%, 06/09/56 |  | 183 | &nbsp;&nbsp; 178381 |
|  |  |  | &nbsp;&nbsp; 335288 |
| **France**<sup>(d)(k)</sup> **— 0.1%** | **France**<sup>(d)(k)</sup> **— 0.1%** | **France**<sup>(d)(k)</sup> **— 0.1%** |  |
| Air France-KLM, 5.75% | EUR | 200 | &nbsp;&nbsp; 224924 |
| Electricite de France SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% |  | 100 | &nbsp;&nbsp; 112040 |
| &nbsp;&nbsp;&nbsp; 5.63% |  | 200 | &nbsp;&nbsp; 236391 |
| Unibail-Rodamco-Westfield SE, 4.75% |  | 200 | &nbsp;&nbsp; 228673 |
| Veolia Environnement SA, 4.32% |  | 100 | &nbsp;&nbsp; 112118 |
|  |  |  | &nbsp;&nbsp; 914146 |
| **Germany**<sup>(d)</sup> **— 0.1%** | **Germany**<sup>(d)</sup> **— 0.1%** | **Germany**<sup>(d)</sup> **— 0.1%** |  |
| Bayer AG, 5.38%, 03/25/82 |  | 300 | &nbsp;&nbsp; 345061 |
| Deutsche Bank AG<sup>(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% |  | 200 | &nbsp;&nbsp; 227991 |
| &nbsp;&nbsp;&nbsp; 7.13% |  | 200 | &nbsp;&nbsp; 235092 |
| Volkswagen International Finance NV<sup>(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.49% |  | 100 | &nbsp;&nbsp; 115359 |
| &nbsp;&nbsp;&nbsp; 5.99% |  | 100 | &nbsp;&nbsp; 115528 |
|  |  |  | &nbsp;&nbsp; 1039031 |
| **Italy**<sup>(d)(k)</sup> **— 0.0%** | **Italy**<sup>(d)(k)</sup> **— 0.0%** | **Italy**<sup>(d)(k)</sup> **— 0.0%** |  |
| BPER Banca SpA, 6.50% |  | 200 | &nbsp;&nbsp; 232175 |
| Prysmian SpA, 5.25% |  | 100 | &nbsp;&nbsp; 117352 |
|  |  |  | &nbsp;&nbsp; 349527 |
| **Japan**<sup>(k)</sup> **— 0.0%** | **Japan**<sup>(k)</sup> **— 0.0%** | **Japan**<sup>(k)</sup> **— 0.0%** |  |
| Rakuten Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%<sup>(d)</sup> |  | 200 | &nbsp;&nbsp; 224146 |
| &nbsp;&nbsp;&nbsp; 8.13%<sup>(b)</sup> | USD | 200 | &nbsp;&nbsp; 198344 |
|  |  |  | &nbsp;&nbsp; 422490 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Luxembourg — 0.0%** | **Luxembourg — 0.0%** | **Luxembourg — 0.0%** |  |
| Vivion Investments SARL, 8.13%<sup>(d)(k)</sup> | EUR | 200 | &nbsp;&nbsp; $193457 |
| **Netherlands**<sup>(k)</sup> **— 0.1%** | **Netherlands**<sup>(k)</sup> **— 0.1%** | **Netherlands**<sup>(k)</sup> **— 0.1%** |  |
| ING Groep NV |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% | USD | 200 | &nbsp;&nbsp; 192604 |
| &nbsp;&nbsp;&nbsp; 7.25%<sup>(d)</sup> |  | 300 | &nbsp;&nbsp; 306368 |
|  |  |  | &nbsp;&nbsp; 498972 |
| **Spain**<sup>(d)(k)</sup> **— 0.0%** | **Spain**<sup>(d)(k)</sup> **— 0.0%** | **Spain**<sup>(d)(k)</sup> **— 0.0%** |  |
| CaixaBank SA, 5.88% | EUR | 200 | &nbsp;&nbsp; 234353 |
| Telefonica Emisiones SA, 4.88% |  | 200 | &nbsp;&nbsp; 219587 |
|  |  |  | &nbsp;&nbsp; 453940 |
| **United Kingdom — 0.1%** | **United Kingdom — 0.1%** | **United Kingdom — 0.1%** |  |
| British Telecommunications PLC, 4.88%, 11/23/81<sup>(b)</sup> | USD | 380 | &nbsp;&nbsp; 362236 |
| Centrica PLC, 6.50%, 05/21/55<sup>(d)</sup> | GBP | 505 | &nbsp;&nbsp; 670089 |
| Nationwide Building Society, 7.50%<sup>(d)(k)</sup> |  | 440 | &nbsp;&nbsp; 583256 |
| Vodafone Group PLC, 7.00%, 04/04/79 | USD | 59 | &nbsp;&nbsp; 60685 |
|  |  |  | &nbsp;&nbsp; 1676266 |
| **United States — 0.1%** | **United States — 0.1%** | **United States — 0.1%** |  |
| CVS Health Corp., 7.00%, 03/10/55 |  | 135 | &nbsp;&nbsp; 139130 |
| Dentsply Sirona, Inc., 8.38%, 09/12/55 |  | 125 | &nbsp;&nbsp; 122066 |
| Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/15/53 |  | 72 | &nbsp;&nbsp; 73304 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/54 |  | 74 | &nbsp;&nbsp; 75805 |
| FMC Corp., 8.45%, 11/01/55 |  | 245 | &nbsp;&nbsp; 157746 |
| Global Atlantic Fin Co., 7.95%, 10/15/54<sup>(b)</sup> |  | 92 | &nbsp;&nbsp; 88583 |
| Paramount Global, 6.38%, 03/30/62 |  | 56 | &nbsp;&nbsp; 40880 |
| PG&E Corp., 7.38%, 03/15/55 |  | 218 | &nbsp;&nbsp; 219398 |
| Stellantis NV<sup>(d)(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% | EUR | 300 | &nbsp;&nbsp; 330973 |
| &nbsp;&nbsp;&nbsp; 6.88% |  | 275 | &nbsp;&nbsp; 299631 |
| &nbsp;&nbsp;&nbsp; 8.25% | GBP | 250 | &nbsp;&nbsp; 316225 |
|  |  |  | &nbsp;&nbsp; 1863741 |
|  |  |  | &nbsp;&nbsp; 7746858 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Preferred Stocks — 1.7%**<sup>(c)</sup> | **Preferred Stocks — 1.7%**<sup>(c)</sup> | **Preferred Stocks — 1.7%**<sup>(c)</sup> |
| **Finland — 0.1%** | **Finland — 0.1%** |  |
| Aiven, Series D<sup>(e)</sup> | 35053 | &nbsp;&nbsp; 1742134 |
| **United States — 1.6%** | **United States — 1.6%** |  |
| &nbsp;&nbsp;&nbsp; Anthropic PBC, Series F, (Acquired 08/18/25, Cost: <br> $693,843)<sup>(e)(g)</sup><br>| 4922 | &nbsp;&nbsp; 1275469 |
| Bright Machines, Inc.<sup>(e)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series C | 472895 | &nbsp;&nbsp; 99308 |
| &nbsp;&nbsp;&nbsp; Series C-1 | 985055 | &nbsp;&nbsp; 78804 |
| Cap Hill Brands, Series B-2<sup>(e)</sup> | 1088268 | &nbsp;&nbsp; 11 |
| Clarify Health, Series D-1<sup>(e)</sup> | 318926 | &nbsp;&nbsp; 762233 |
| CoreWeave, Inc., Series C, 03/25/49 | 1594000 | &nbsp;&nbsp; 1514300 |
| Davidson Homes, Inc.<sup>(e)</sup> | 7258 | &nbsp;&nbsp; 8004268 |
| Lessen Holdings, Inc.<sup>(e)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series BX | 456729 | &nbsp;&nbsp; 5 |
| &nbsp;&nbsp;&nbsp; Series CX | 24168 | &nbsp;&nbsp; — |
| RapidSOS, Series C-1<sup>(e)</sup> | 1707127 | &nbsp;&nbsp; 1809555 |
| Verger Capital Fund LLC<sup>(e)</sup> | 317866 | &nbsp;&nbsp; 50859 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| Veritas Newco<sup>(e)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series G | 973 | &nbsp;&nbsp; $18487 |
| &nbsp;&nbsp;&nbsp; Series G-1 | 672 | &nbsp;&nbsp; 12768 |
| &nbsp;&nbsp;&nbsp; Versa Networks, Inc., Series E, (Acquired 10/14/22, <br> Cost: $4,623,422), 10/07/32<sup>(e)(g)</sup><br>| 1584337 | &nbsp;&nbsp; 8476203 |
|  |  | &nbsp;&nbsp; 22102270 |
|  |  | &nbsp;&nbsp; 23844404 |
| **Total Preferred Securities — 2.2%** <br>**(Cost: $42,056,120)** | **Total Preferred Securities — 2.2%** <br>**(Cost: $42,056,120)** | &nbsp;&nbsp; 31591262 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.7%** | **Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.7%** | **Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.7%** |  |
| Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-35, Class FC, (30-day Avg SOFR + <br> 1.10%), 4.76%, 08/25/53<br>| USD | 722 | &nbsp;&nbsp; 726489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-68, Class FB, (30-day Avg SOFR + <br> 1.05%), 4.71%, 01/25/54<br>|  | 712 | &nbsp;&nbsp; 714709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-63, Class FH, (30-day Avg SOFR + <br> 1.10%), 4.76%, 09/25/54<br>|  | 513 | &nbsp;&nbsp; 515742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-88, Class FC, (30-day Avg SOFR + <br> 1.40%), 5.06%, 12/25/54<br>|  | 427 | &nbsp;&nbsp; 430264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-96, Class FA, (30-day Avg SOFR + <br> 1.40%), 5.06%, 12/25/54<br>|  | 719 | &nbsp;&nbsp; 724188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class FX, (30-day Avg SOFR + <br> 1.35%), 5.01%, 02/25/55<br>|  | 504 | &nbsp;&nbsp; 507141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-13, Class FB, (30-day Avg SOFR + <br> 1.30%), 4.96%, 03/25/55<br>|  | 517 | &nbsp;&nbsp; 520642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-63, Class DF, (30-day Avg SOFR + <br> 1.40%), 5.06%, 08/25/55<br>|  | 357 | &nbsp;&nbsp; 359869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-9, Class FG, (30-day Avg SOFR + <br> 1.35%), 5.01%, 03/25/55<br>|  | 285 | &nbsp;&nbsp; 287293 |
| Freddie Mac REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5468, Class WF, (30-day Avg SOFR + <br> 1.10%), 4.76%, 11/25/54<br>|  | 555 | &nbsp;&nbsp; 556863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5478, Class FD, (30-day Avg SOFR + <br> 1.40%), 5.06%, 02/25/54<br>|  | 349 | &nbsp;&nbsp; 352156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5482, Class FB, (30-day Avg SOFR + <br> 1.50%), 5.16%, 12/25/54<br>|  | 628 | &nbsp;&nbsp; 635119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5500, Class DF, (30-day Avg SOFR + <br> 1.35%), 5.01%, 10/25/54<br>|  | 455 | &nbsp;&nbsp; 458044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5502, Class EF, (30-day Avg SOFR + <br> 1.40%), 5.06%, 02/25/55<br>|  | 360 | &nbsp;&nbsp; 362986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5503, Class FB, (30-day Avg SOFR + <br> 1.35%), 5.01%, 02/25/55<br>|  | 421 | &nbsp;&nbsp; 423756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5508, Class FE, (30-day Avg SOFR + <br> 1.60%), 5.26%, 02/25/55<br>|  | 484 | &nbsp;&nbsp; 489599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5543, Class FH, (30-day Avg SOFR + <br> 1.50%), 5.16%, 06/25/55<br>|  | 499 | &nbsp;&nbsp; 504733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5563, Class FA, (30-day Avg SOFR + <br> 1.35%), 5.01%, 08/25/55<br>|  | 886 | &nbsp;&nbsp; 891869 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |  |
| Freddie Mac REMICS (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5574, Class FB, (30-day Avg SOFR + <br> 1.35%), 5.01%, 09/25/55<br>| USD | 432 | &nbsp;&nbsp; $435604 |
| &nbsp;&nbsp;&nbsp; Ginnie Mae, Series 2025-9, Class FE, (30-day Avg <br> SOFR + 1.25%), 4.92%, 01/20/55<br>|  | 444 | &nbsp;&nbsp; 446378 |
|  |  |  | &nbsp;&nbsp; 10343444 |
| **Mortgage-Backed Securities**<sup>(r)</sup> **— 9.2%** | **Mortgage-Backed Securities**<sup>(r)</sup> **— 9.2%** | **Mortgage-Backed Securities**<sup>(r)</sup> **— 9.2%** |  |
| Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/13/56 |  | 32500 | &nbsp;&nbsp; 28540832 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/13/56 - 05/13/56 |  | 25671 | &nbsp;&nbsp; 23524872 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/13/56 |  | 40005 | &nbsp;&nbsp; 38605052 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/13/56 |  | 26235 | &nbsp;&nbsp; 26355836 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/13/56 - 05/13/56 |  | 15518 | &nbsp;&nbsp; 15809577 |
|  |  |  | &nbsp;&nbsp; 132836169 |
| **Total U.S. Government Sponsored Agency Securities — 9.9%** <br>**(Cost: $144,622,903)** | **Total U.S. Government Sponsored Agency Securities — 9.9%** <br>**(Cost: $144,622,903)** | **Total U.S. Government Sponsored Agency Securities — 9.9%** <br>**(Cost: $144,622,903)** | &nbsp;&nbsp; 143179613 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Warrants** | **Warrants** | **Warrants** |
| **Israel — 0.0%** | **Israel — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Deep Instinct Ltd., Series D, (Acquired 09/20/22, Cost: <br> $0), (Exercisable 09/20/22, 1 Share for 1 Warrant, <br> Expires 09/20/32, Strike Price USD 0.01)<sup>(c)(e)(g)</sup><br>| 36915 | &nbsp;&nbsp; 369 |
| **United States**<sup>(e)</sup> **— 0.1%** | **United States**<sup>(e)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Davidson Homes, Inc., Class A, (Issued 05/16/24, <br> Expires 05/16/34, Strike Price USD 8.47)<sup>(c)</sup><br>| 50374 | &nbsp;&nbsp; 34254 |
| Flyr AS, Series D, (Expires 12/31/49)<sup>(c)</sup> | 5576 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; RapidSOS, Inc., Series C-1, (Issued 12/13/23, Expires <br> 12/13/33, Strike Price USD 0.01)<sup>(c)</sup><br>| 946544 | &nbsp;&nbsp; 993871 |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc., (Expires 04/11/30, Strike Price <br> USD 1.00)<sup>(c)</sup><br>| 155888 | &nbsp;&nbsp; 2 |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc., (Expires 12/30/29, Strike Price <br> USD 0.01)<sup>(c)</sup><br>| 15626 | &nbsp;&nbsp; — |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| &nbsp;&nbsp;&nbsp; Versa Networks, Inc., Series E, (Acquired 10/14/22, <br> Cost: $0), (Exercisable 10/14/22, 1 Share for <br> 1 Warrant, Expires 10/07/32, Strike Price USD <br> 0.01)<sup>(c)(g)</sup><br>| 195273 | &nbsp;&nbsp; $769376 |
| &nbsp;&nbsp;&nbsp; Volato Group, Inc., (Acquired 12/03/23, Cost: $41,409), <br> (Issued 12/04/23, Expires 12/03/28, Strike Price <br> USD 11.50)<sup>(g)</sup><br>| 41409 | &nbsp;&nbsp; 331 |
|  |  | &nbsp;&nbsp; 1797834 |
| **Total Warrants — 0.1%** <br>**(Cost: $41,409)** | **Total Warrants — 0.1%** <br>**(Cost: $41,409)** | &nbsp;&nbsp; 1798203 |
| **Total Long-Term Investments — 103.8%** <br>**(Cost: $1,234,275,977)** | **Total Long-Term Investments — 103.8%** <br>**(Cost: $1,234,275,977)** | &nbsp;&nbsp; 1502966318 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 2.9%** | **Money Market Funds — 2.9%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.77%<sup>(q)(s)(t)</sup><br>| 2706569 | &nbsp;&nbsp; 2707110 |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares, 3.55%<sup>(q)(s)</sup><br>| 38998410 | &nbsp;&nbsp; 38998410 |
| **Total Short-Term Securities — 2.9%** <br>**(Cost: $41,705,520)** | **Total Short-Term Securities — 2.9%** <br>**(Cost: $41,705,520)** | &nbsp;&nbsp; 41705520 |
| **Options Purchased — 0.2%** <br>**(Cost: $8,807,851)** | **Options Purchased — 0.2%** <br>**(Cost: $8,807,851)** | &nbsp;&nbsp; 3104960 |
| **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 106.9%** <br>**(Cost: $1,284,789,348)** | **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 106.9%** <br>**(Cost: $1,284,789,348)** | &nbsp;&nbsp; 1547776798 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **TBA Sale Commitments**<sup>(r)</sup> | **TBA Sale Commitments**<sup>(r)</sup> | **TBA Sale Commitments**<sup>(r)</sup> | **TBA Sale Commitments**<sup>(r)</sup> |
| **United States — (1.0)%** | **United States — (1.0)%** | **United States — (1.0)%** |  |
| Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/13/56 | USD | (8253)<br>| &nbsp;&nbsp; (7565063)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 04/13/56 |  | (6900)<br>| &nbsp;&nbsp; (7033363)<br>|
| **Total TBA Sale Commitments — (1.0)%** <br>**(Proceeds: $(14544443))** | **Total TBA Sale Commitments — (1.0)%** <br>**(Proceeds: $(14544443))** | **Total TBA Sale Commitments — (1.0)%** <br>**(Proceeds: $(14544443))** | &nbsp;&nbsp; (14598426)<br>|
| **Options Written — (0.6)%** <br>**(Premiums Received: $(8920318))** | **Options Written — (0.6)%** <br>**(Premiums Received: $(8920318))** | **Options Written — (0.6)%** <br>**(Premiums Received: $(8920318))** | &nbsp;&nbsp; (8569425)<br>|
| **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 105.3%** <br>**(Cost: $1,261,324,587)** | **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 105.3%** <br>**(Cost: $1,261,324,587)** | **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 105.3%** <br>**(Cost: $1,261,324,587)** | &nbsp;&nbsp; 1524608947 |
| **Liabilities in Excess of Other Assets — (5.3)%** | **Liabilities in Excess of Other Assets — (5.3)%** | **Liabilities in Excess of Other Assets — (5.3)%** | &nbsp;&nbsp; (76757642)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $1447851305 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(b)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(c)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. 

<sup>(d)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. 

<sup>(e)</sup> Non-income producing security.

<sup>(f)</sup> All or a portion of this security is on loan.

<sup>(g)</sup> Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current value of $13,337,250, representing 0.9% of its net assets as of period end, and an original cost of $10,580,963. 

<sup>(h)</sup> All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(i)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. 

<sup>(j)</sup> Convertible security.

<sup>(k)</sup> Perpetual security with no stated maturity date.

<sup>(l)</sup> Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. 

<sup>(m)</sup> When-issued security.

<sup>(n)</sup> Issuer filed for bankruptcy and/or is in default.

<sup>(o)</sup> Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate. 

<sup>(p)</sup> All or a portion of the security is held by a wholly-owned subsidiary.

<sup>(q)</sup> Affiliate of the Trust.

<sup>(r)</sup> Represents or includes a TBA transaction.

<sup>(s)</sup> Annualized 7-day yield as of period end.

<sup>(t)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*12/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*03/31/26*<br>| *Shares* <br>*Held at* <br>*03/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Cash Funds: Institutional, SL Agency Shares | $2149034 | $559260 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $(1017)<br>| $(167)<br>| $2707110 | 2706569 | $5644 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |
| BlackRock Liquidity Funds, T-Fund, Institutional Shares | 22637962 | 16360448 <br><sup>(a)</sup><br>| &nbsp;&nbsp; — |  |  | 38998410 | 38998410 | 323847 | &nbsp;&nbsp; — |
| iShares China Large-Cap ETF | 3499017 |  | &nbsp;&nbsp; — |  | (218403)<br>| 3280614 | 91382 |  | &nbsp;&nbsp; — |
| iShares Russell 2000 ETF |  | 2349105 | &nbsp;&nbsp; — |  | 6895 | 2356000 | 9500 |  | &nbsp;&nbsp; — |
|  |  |  |  | $(1017)<br>| $(211675)<br>| $47342134 |  | $329491 | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; NSE IFSC Nifty 50 Index | &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; $1956 | &nbsp;&nbsp;&nbsp;&nbsp; $(11641)<br>|
| &nbsp;&nbsp;&nbsp; Euro BOBL | &nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22548 | &nbsp;&nbsp;&nbsp;&nbsp; (339357)<br>|
| &nbsp;&nbsp;&nbsp; Euro BTP | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3226 | &nbsp;&nbsp;&nbsp;&nbsp; (104334)<br>|
| &nbsp;&nbsp;&nbsp; Euro Bund | &nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17102 | &nbsp;&nbsp;&nbsp;&nbsp; (349271)<br>|
| &nbsp;&nbsp;&nbsp; Euro-Schatz | &nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp;&nbsp;&nbsp; (30028)<br>|
| &nbsp;&nbsp;&nbsp; Short Term Euro BTP | &nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7096 | &nbsp;&nbsp;&nbsp;&nbsp; (65527)<br>|
| &nbsp;&nbsp;&nbsp; KOSPI 200 Index | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6604 | &nbsp;&nbsp;&nbsp;&nbsp; (694486)<br>|
| &nbsp;&nbsp;&nbsp; Nikkei 225 Index | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp; 06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9313 | &nbsp;&nbsp;&nbsp;&nbsp; (240361)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | &nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2007 | &nbsp;&nbsp;&nbsp;&nbsp; (19630)<br>|
| &nbsp;&nbsp;&nbsp; 3-Year Australian Treasury Bonds | &nbsp;&nbsp; 123 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8797 | &nbsp;&nbsp;&nbsp;&nbsp; (45734)<br>|
| &nbsp;&nbsp;&nbsp; E-mini Russell 2000 Index | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9170 | &nbsp;&nbsp;&nbsp;&nbsp; (32898)<br>|
| &nbsp;&nbsp;&nbsp; NASDAQ 100 E-Mini Index | &nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27741 | &nbsp;&nbsp;&nbsp;&nbsp; (1134635)<br>|
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4204 | &nbsp;&nbsp;&nbsp;&nbsp; (124928)<br>|
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Index | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4700 | &nbsp;&nbsp;&nbsp;&nbsp; (198546)<br>|
| &nbsp;&nbsp;&nbsp; Euro Stoxx Banks Index | &nbsp;&nbsp; 276 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3727 | &nbsp;&nbsp;&nbsp;&nbsp; (106974)<br>|
| &nbsp;&nbsp;&nbsp; Long Gilt | &nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4648 | &nbsp;&nbsp;&nbsp;&nbsp; (263976)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 1168 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 242324 | &nbsp;&nbsp;&nbsp;&nbsp; (1141948)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Futures Contracts (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration*<br> *Date*<br>| &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/*<br> *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; 03/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; $10625 | &nbsp;&nbsp;&nbsp;&nbsp; $(10992)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10614 | &nbsp;&nbsp;&nbsp;&nbsp; 2219 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (4913047)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Euro OAT | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2607 | &nbsp;&nbsp;&nbsp;&nbsp; 64895 |
| &nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4926 | &nbsp;&nbsp;&nbsp;&nbsp; 62745 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 476 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52829 | &nbsp;&nbsp;&nbsp;&nbsp; 940935 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 44921 | &nbsp;&nbsp;&nbsp;&nbsp; 852346 |
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10185 | &nbsp;&nbsp;&nbsp;&nbsp; 78883 |
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7328 | &nbsp;&nbsp;&nbsp;&nbsp; 246632 |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 246 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 26610 | &nbsp;&nbsp;&nbsp;&nbsp; (70383)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2176053 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(2736994)<br>|

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| BRL | 17009305 | USD | 3175155 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $53872 |
| EUR | 436283 | USD | 503675 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2355 |
| EUR | 5756243 | USD | 6652028 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24446 |
| EUR | 487420 | USD | 564864 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| EUR | 1304420 | USD | 1510027 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2927 |
| EUR | 5575657 | USD | 6451660 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15360 |
| EUR | 524389 | USD | 607119 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1102 |
| JPY | 32272553 | USD | 204083 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564 |
| JPY | 33469909 | USD | 211184 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| USD | 5714128 | AUD | 8018907 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187624 |
| USD | 6259955 | CHF | 4820234 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181395 |
| USD | 13712898 | DKK | 87649321 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102055 |
| USD | 258074 | EUR | 220665 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2132 |
| USD | 433590 | EUR | 372094 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2011 |
| USD | 5917809 | EUR | 5067853 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39775 |
| USD | 109335254 | EUR | 93631781 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734865 |
| USD | 117626772 | EUR | 100732415 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790594 |
| USD | 2187633 | EUR | 1880723 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6245 |
| USD | 758688 | EUR | 652441 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1943 |
| USD | 2149977 | EUR | 1845172 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9824 |
| USD | 286403 | GBP | 214115 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3064 |
| USD | 494119 | GBP | 371422 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2615 |
| USD | 243997 | GBP | 182626 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2327 |
| USD | 1961808 | GBP | 1460910 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28582 |
| USD | 43983549 | GBP | 32750274 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645031 |
| USD | 216748 | GBP | 162859 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1236 |
| USD | 265374 | GBP | 197749 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3692 |
| USD | 311678 | GBP | 234131 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1852 |
| USD | 469210 | GBP | 353787 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043 |
| USD | 2955182 | HKD | 23022072 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7459 |
| USD | 6671076 | HKD | 51973662 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16422 |
| USD | 163561 | JPY | 25587522 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1305 |
| USD | 346656 | JPY | 54203555 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2940 |
| USD | 1787011 | JPY | 279831637 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12540 |
| USD | 164774 | JPY | 25957417 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| USD | 302190 | JPY | 46966211 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4368 |
| USD | 345952 | JPY | 54492867 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
| USD | 449249 | JPY | 70231621 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3896 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 16997132 | KRW | 24964027261 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $366089 |
| USD | 1281602 | SEK | 11680252 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43039 |
| USD | 34617677 | TWD | 1099803600 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394797 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3703494 |
| BRL | 12645771 | USD | 2400807 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148)<br>|
| CAD | 144352 | USD | 106765 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2651)<br>|
| CHF | 1352973 | USD | 1756718 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50550)<br>|
| CHF | 79778 | USD | 102442 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1838)<br>|
| DKK | 5671938 | USD | 887267 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6486)<br>|
| EUR | 1598772 | USD | 1860662 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6300)<br>|
| EUR | 9916410 | USD | 11546612 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44898)<br>|
| EUR | 1110949 | USD | 1291788 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3235)<br>|
| EUR | 1228446 | USD | 1429920 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5086)<br>|
| GBP | 456391 | USD | 611320 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7377)<br>|
| GBP | 769066 | USD | 1032805 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15098)<br>|
| GBP | 2264139 | USD | 3040923 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44782)<br>|
| GBP | 122123 | USD | 163197 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1591)<br>|
| GBP | 125884 | USD | 168502 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1920)<br>|
| GBP | 145987 | USD | 194952 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1767)<br>|
| GBP | 168278 | USD | 223905 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1223)<br>|
| HKD | 688169 | USD | 88262 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150)<br>|
| HKD | 1222189 | USD | 156898 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410)<br>|
| IDR | 14481001656 | USD | 857128 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5955)<br>|
| INR | 76522374 | USD | 823344 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16346)<br>|
| JPY | 1477984817 | USD | 9439707 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67494)<br>|
| JPY | 28073668 | USD | 179403 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1382)<br>|
| JPY | 51774123 | USD | 328893 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (583)<br>|
| MXN | 42876495 | USD | 2381366 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3802)<br>|
| MXN | 8542924 | USD | 482199 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8481)<br>|
| MXN | 32714524 | USD | 1845458 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31390)<br>|
| SEK | 23275774 | USD | 2553380 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85239)<br>|
| USD | 1587577 | BRL | 8475848 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21468)<br>|
| USD | 174988 | EUR | 152133 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1466)<br>|
| USD | 525356 | EUR | 454052 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1284)<br>|
| USD | 959077 | EUR | 832437 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6440)<br>|
| USD | 149690 | JPY | 23733495 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (809)<br>|
| USD | 180833 | JPY | 28562578 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288)<br>|
| ZAR | 40266518 | USD | 2381366 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15371)<br>|
| ZAR | 33712048 | USD | 2058313 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77448)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540756)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3162738 |

---

**Exchange-Traded Options Purchased** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; InvesCo QQQ Trust, Series 1 | &nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp; 04/10/26 | USD | 608.00 | USD | 4329 | &nbsp;&nbsp;&nbsp;&nbsp; $2434 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | &nbsp;&nbsp; 276 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 215.00 | USD | 5748 | &nbsp;&nbsp;&nbsp;&nbsp; 91770 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 65.00 | USD | 354 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 75.00 | USD | 2480 | &nbsp;&nbsp;&nbsp;&nbsp; 31891 |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 280.00 | EUR | 317 | &nbsp;&nbsp;&nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 400.00 | USD | 329 | &nbsp;&nbsp;&nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp; InvesCo QQQ Trust, Series 1 | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 615.00 | USD | 1789 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 |
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 90.00 | USD | 833 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 |
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging Markets ETF | &nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 65.00 | USD | 1545 | &nbsp;&nbsp;&nbsp;&nbsp; 703 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | &nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 300.00 | USD | 402 | &nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp; SPDR Gold Shares<sup>(a)</sup> | &nbsp;&nbsp; 949 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 520.00 | USD | 40835 | &nbsp;&nbsp;&nbsp;&nbsp; 32142 |
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 700.00 | USD | 5658 | &nbsp;&nbsp;&nbsp;&nbsp; 968 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Exchange-Traded Options Purchased (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* |
| Call (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 115.00 | USD | 120 | &nbsp;&nbsp;&nbsp;&nbsp; $559 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | &nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 110.00 | USD | 2246 | &nbsp;&nbsp;&nbsp;&nbsp; 2097 |
| &nbsp;&nbsp;&nbsp; Nikkei 225 Index | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 05/08/26 | JPY | 56000.00 | JPY | 102127 | &nbsp;&nbsp;&nbsp;&nbsp; 7435 |
| &nbsp;&nbsp;&nbsp; Abbott Laboratories | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 120.00 | USD | 287 | &nbsp;&nbsp;&nbsp;&nbsp; 686 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 250.00 | USD | 283 | &nbsp;&nbsp;&nbsp;&nbsp; 1053 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 340.00 | USD | 1692 | &nbsp;&nbsp;&nbsp;&nbsp; 7050 |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | &nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 235.00 | USD | 687 | &nbsp;&nbsp;&nbsp;&nbsp; 9883 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 275.00 | USD | 1497 | &nbsp;&nbsp;&nbsp;&nbsp; 16372 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. | &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 50.00 | USD | 307 | &nbsp;&nbsp;&nbsp;&nbsp; 10836 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 380.00 | USD | 557 | &nbsp;&nbsp;&nbsp;&nbsp; 3798 |
| &nbsp;&nbsp;&nbsp; Cameco Corp. | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 125.00 | USD | 282 | &nbsp;&nbsp;&nbsp;&nbsp; 9360 |
| &nbsp;&nbsp;&nbsp; Caterpillar, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 780.00 | USD | 283 | &nbsp;&nbsp;&nbsp;&nbsp; 7330 |
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | &nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 85.00 | USD | 303 | &nbsp;&nbsp;&nbsp;&nbsp; 4037 |
| &nbsp;&nbsp;&nbsp; CSX Corp. | &nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 45.00 | USD | 308 | &nbsp;&nbsp;&nbsp;&nbsp; 3375 |
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 95.00 | USD | 288 | &nbsp;&nbsp;&nbsp;&nbsp; 1890 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1100.00 | USD | 552 | &nbsp;&nbsp;&nbsp;&nbsp; 5040 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1000.00 | USD | 2115 | &nbsp;&nbsp;&nbsp;&nbsp; 62330 |
| &nbsp;&nbsp;&nbsp; GE Aerospace | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 350.00 | USD | 255 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 860.00 | USD | 3142 | &nbsp;&nbsp;&nbsp;&nbsp; 282060 |
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 930.00 | USD | 349 | &nbsp;&nbsp;&nbsp;&nbsp; 17940 |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 385.00 | USD | 296 | &nbsp;&nbsp;&nbsp;&nbsp; 572 |
| &nbsp;&nbsp;&nbsp; Intel Corp. | &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 52.50 | USD | 278 | &nbsp;&nbsp;&nbsp;&nbsp; 9324 |
| &nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 540.00 | USD | 277 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 |
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 85.00 | USD | 2426 | &nbsp;&nbsp;&nbsp;&nbsp; 54667 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | &nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 315.00 | USD | 294 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 |
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 240.00 | USD | 299 | &nbsp;&nbsp;&nbsp;&nbsp; 14280 |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 555.00 | USD | 300 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 |
| &nbsp;&nbsp;&nbsp; McKesson Corp. | &nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1020.00 | USD | 260 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 130.00 | USD | 313 | &nbsp;&nbsp;&nbsp;&nbsp; 5057 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 720.00 | USD | 343 | &nbsp;&nbsp;&nbsp;&nbsp; 1308 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 460.00 | USD | 270 | &nbsp;&nbsp;&nbsp;&nbsp; 3660 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | &nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 445.00 | USD | 1222 | &nbsp;&nbsp;&nbsp;&nbsp; 4125 |
| &nbsp;&nbsp;&nbsp; MongoDB, Inc., Class A | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 300.00 | USD | 269 | &nbsp;&nbsp;&nbsp;&nbsp; 4730 |
| &nbsp;&nbsp;&nbsp; Netflix, Inc. | &nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 105.00 | USD | 308 | &nbsp;&nbsp;&nbsp;&nbsp; 6912 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 200.00 | USD | 1953 | &nbsp;&nbsp;&nbsp;&nbsp; 16296 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 180.00 | USD | 280 | &nbsp;&nbsp;&nbsp;&nbsp; 3145 |
| &nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 370.00 | USD | 1292 | &nbsp;&nbsp;&nbsp;&nbsp; 59760 |
| &nbsp;&nbsp;&nbsp; SPDR Gold Shares<sup>(a)</sup> | &nbsp;&nbsp; 1276 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 495.00 | USD | 54905 | &nbsp;&nbsp;&nbsp;&nbsp; 503735 |
| &nbsp;&nbsp;&nbsp; Tesla, Inc. | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 450.00 | USD | 335 | &nbsp;&nbsp;&nbsp;&nbsp; 2880 |
| &nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 540.00 | USD | 295 | &nbsp;&nbsp;&nbsp;&nbsp; 4620 |
| &nbsp;&nbsp;&nbsp; Trane Technologies PLC | &nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 470.00 | USD | 292 | &nbsp;&nbsp;&nbsp;&nbsp; 2608 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | EUR | 68.00 | EUR | 274 | &nbsp;&nbsp;&nbsp;&nbsp; 4668 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 115.00 | USD | 1713 | &nbsp;&nbsp;&nbsp;&nbsp; 33015 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 135.00 | USD | 609 | &nbsp;&nbsp;&nbsp;&nbsp; 5464 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 110.00 | USD | 289 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | &nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 320.00 | USD | 454 | &nbsp;&nbsp;&nbsp;&nbsp; 14400 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1387919 |
| Put  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; SPDR Gold Shares<sup>(a)</sup> | &nbsp;&nbsp; 759 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 380.00 | USD | 32659 | &nbsp;&nbsp;&nbsp;&nbsp; 142398 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | &nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 125.00 | USD | 1578 | &nbsp;&nbsp;&nbsp;&nbsp; 40322 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 380.00 | USD | 1554 | &nbsp;&nbsp;&nbsp;&nbsp; 266110 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 170.00 | USD | 5511 | &nbsp;&nbsp;&nbsp;&nbsp; 335750 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV | &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | EUR | 1120.00 | EUR | 2574 | &nbsp;&nbsp;&nbsp;&nbsp; 281331 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp; 07/17/26 | USD | 180.00 | USD | 6366 | &nbsp;&nbsp;&nbsp;&nbsp; 625062 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1690973 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $3078892 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> All or a portion of the security is held by a wholly-owned subsidiary.

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**OTC Options Purchased** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | *Number of* <br>*Contracts*<br>| *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; KOSPI 200 Index | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp; KRW | 870.00 | &nbsp;&nbsp; KRW | 1116855 | &nbsp;&nbsp; $15677 |

---

**OTC Interest Rate Swaptions Purchased** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust |  |  |  |  |  |  |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Exercise* <br>*Rate*<br>| &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 30-Year Interest Rate Swap, 05/02/56 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.55% | Annual | Bank of America N.A. | 04/30/26 | 3.55<br> % <br>| USD | 6966 | $1140 |
| &nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 06/10/27 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.00% | Annual | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 3.00 | USD | 33774 | 9251 |
|  |  |  |  |  |  |  |  |  |  | $10391 |

---

**Exchange-Traded Options Written** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 90.00 | USD | 2480 | &nbsp;&nbsp;&nbsp;&nbsp; $(8952)<br>|
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging Markets ETF | &nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 70.00 | USD | 1545 | &nbsp;&nbsp;&nbsp;&nbsp; (33)<br>|
| &nbsp;&nbsp;&nbsp; SPDR Gold Shares<sup>(a)</sup> | &nbsp;&nbsp; 949 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 545.00 | USD | 40835 | &nbsp;&nbsp;&nbsp;&nbsp; (17225)<br>|
| &nbsp;&nbsp;&nbsp; Vertiv Holdings Co., Class A | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 290.00 | USD | 451 | &nbsp;&nbsp;&nbsp;&nbsp; (4005)<br>|
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | &nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 140.00 | USD | 1578 | &nbsp;&nbsp;&nbsp;&nbsp; (889)<br>|
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1080.00 | USD | 2115 | &nbsp;&nbsp;&nbsp;&nbsp; (24955)<br>|
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1000.00 | USD | 3142 | &nbsp;&nbsp;&nbsp;&nbsp; (69750)<br>|
| &nbsp;&nbsp;&nbsp; SPDR Gold Shares<sup>(a)</sup> | &nbsp;&nbsp; 1276 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 570.00 | USD | 54905 | &nbsp;&nbsp;&nbsp;&nbsp; (96466)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 210.00 | USD | 5511 | &nbsp;&nbsp;&nbsp;&nbsp; (81370)<br>|
| &nbsp;&nbsp;&nbsp; ASML Holding NV | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | EUR | 1480.00 | EUR | 3805 | &nbsp;&nbsp;&nbsp;&nbsp; (54232)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 240.00 | USD | 5668 | &nbsp;&nbsp;&nbsp;&nbsp; (106437)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (464314)<br>|
| Put  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Boston Scientific Corp. | &nbsp;&nbsp; 101 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 75.00 | USD | 634 | &nbsp;&nbsp;&nbsp;&nbsp; (126755)<br>|
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 57.50 | USD | 354 | &nbsp;&nbsp;&nbsp;&nbsp; (6048)<br>|
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | &nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 65.00 | USD | 2480 | &nbsp;&nbsp;&nbsp;&nbsp; (108729)<br>|
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 240.00 | EUR | 278 | &nbsp;&nbsp;&nbsp;&nbsp; (66823)<br>|
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 355.00 | USD | 329 | &nbsp;&nbsp;&nbsp;&nbsp; (27050)<br>|
| &nbsp;&nbsp;&nbsp; InvesCo QQQ Trust, Series 1 | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 580.00 | USD | 1789 | &nbsp;&nbsp;&nbsp;&nbsp; (40800)<br>|
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 412 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 72.00 | USD | 3298 | &nbsp;&nbsp;&nbsp;&nbsp; (22237)<br>|
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging Markets ETF | &nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 59.00 | USD | 1545 | &nbsp;&nbsp;&nbsp;&nbsp; (79678)<br>|
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | &nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 260.00 | USD | 402 | &nbsp;&nbsp;&nbsp;&nbsp; (40885)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 96 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 640.00 | USD | 6243 | &nbsp;&nbsp;&nbsp;&nbsp; (79031)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 178 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 645.00 | USD | 11576 | &nbsp;&nbsp;&nbsp;&nbsp; (174473)<br>|
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 95.00 | USD | 120 | &nbsp;&nbsp;&nbsp;&nbsp; (9425)<br>|
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | &nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 95.00 | USD | 2246 | &nbsp;&nbsp;&nbsp;&nbsp; (39144)<br>|
| &nbsp;&nbsp;&nbsp; Nikkei 225 Index | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 05/08/26 | JPY | 50000.00 | JPY | 102127 | &nbsp;&nbsp;&nbsp;&nbsp; (25456)<br>|
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 185.00 | USD | 783 | &nbsp;&nbsp;&nbsp;&nbsp; (6822)<br>|
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | &nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 260.00 | USD | 1377 | &nbsp;&nbsp;&nbsp;&nbsp; (25560)<br>|
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | &nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 265.00 | USD | 1119 | &nbsp;&nbsp;&nbsp;&nbsp; (25545)<br>|
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | &nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 185.00 | USD | 2249 | &nbsp;&nbsp;&nbsp;&nbsp; (44550)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc. | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 105.00 | USD | 657 | &nbsp;&nbsp;&nbsp;&nbsp; (30090)<br>|
| &nbsp;&nbsp;&nbsp; Apple, Inc. | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 235.00 | USD | 1117 | &nbsp;&nbsp;&nbsp;&nbsp; (19690)<br>|
| &nbsp;&nbsp;&nbsp; Boston Scientific Corp. | &nbsp;&nbsp; 99 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 65.00 | USD | 621 | &nbsp;&nbsp;&nbsp;&nbsp; (47025)<br>|
| &nbsp;&nbsp;&nbsp; Boston Scientific Corp. | &nbsp;&nbsp; 101 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 70.00 | USD | 634 | &nbsp;&nbsp;&nbsp;&nbsp; (83325)<br>|
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 250.00 | USD | 1424 | &nbsp;&nbsp;&nbsp;&nbsp; (16560)<br>|
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. | &nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 100.00 | USD | 749 | &nbsp;&nbsp;&nbsp;&nbsp; (14619)<br>|
| &nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 860.00 | USD | 797 | &nbsp;&nbsp;&nbsp;&nbsp; (2700)<br>|
| &nbsp;&nbsp;&nbsp; CRH PLC | &nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 105.00 | USD | 683 | &nbsp;&nbsp;&nbsp;&nbsp; (35425)<br>|
| &nbsp;&nbsp;&nbsp; D.R. Horton, Inc. | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 135.00 | USD | 672 | &nbsp;&nbsp;&nbsp;&nbsp; (35525)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Exchange-Traded Options Written (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* |
| Put (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | &nbsp;&nbsp; 113 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 60.00 | USD | 751 | &nbsp;&nbsp;&nbsp;&nbsp; $(26216)<br>|
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | &nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 70.00 | USD | 777 | &nbsp;&nbsp;&nbsp;&nbsp; (10913)<br>|
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 840.00 | USD | 2115 | &nbsp;&nbsp;&nbsp;&nbsp; (61410)<br>|
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp | &nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 45.00 | USD | 664 | &nbsp;&nbsp;&nbsp;&nbsp; (23952)<br>|
| &nbsp;&nbsp;&nbsp; GE Aerospace | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 260.00 | USD | 738 | &nbsp;&nbsp;&nbsp;&nbsp; (19695)<br>|
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 700.00 | USD | 3142 | &nbsp;&nbsp;&nbsp;&nbsp; (59760)<br>|
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 780.00 | USD | 524 | &nbsp;&nbsp;&nbsp;&nbsp; (19770)<br>|
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 760.00 | USD | 677 | &nbsp;&nbsp;&nbsp;&nbsp; (14420)<br>|
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 325.00 | USD | 658 | &nbsp;&nbsp;&nbsp;&nbsp; (23150)<br>|
| &nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. | &nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 400.00 | USD | 784 | &nbsp;&nbsp;&nbsp;&nbsp; (11730)<br>|
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 70.00 | USD | 2426 | &nbsp;&nbsp;&nbsp;&nbsp; (35947)<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 270.00 | USD | 735 | &nbsp;&nbsp;&nbsp;&nbsp; (13688)<br>|
| &nbsp;&nbsp;&nbsp; MercadoLibre, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1700.00 | USD | 692 | &nbsp;&nbsp;&nbsp;&nbsp; (39120)<br>|
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A | &nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 570.00 | USD | 687 | &nbsp;&nbsp;&nbsp;&nbsp; (39840)<br>|
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 270.00 | USD | 2297 | &nbsp;&nbsp;&nbsp;&nbsp; (57460)<br>|
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 350.00 | USD | 888 | &nbsp;&nbsp;&nbsp;&nbsp; (23400)<br>|
| &nbsp;&nbsp;&nbsp; MongoDB, Inc., Class A | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 250.00 | USD | 587 | &nbsp;&nbsp;&nbsp;&nbsp; (50640)<br>|
| &nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 320.00 | USD | 2440 | &nbsp;&nbsp;&nbsp;&nbsp; (58140)<br>|
| &nbsp;&nbsp;&nbsp; SPDR Gold Shares<sup>(a)</sup> | &nbsp;&nbsp; 729 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 425.00 | USD | 31368 | &nbsp;&nbsp;&nbsp;&nbsp; (1247210)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 635.00 | USD | 1691 | &nbsp;&nbsp;&nbsp;&nbsp; (33844)<br>|
| &nbsp;&nbsp;&nbsp; Tesla, Inc. | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 330.00 | USD | 1375 | &nbsp;&nbsp;&nbsp;&nbsp; (33207)<br>|
| &nbsp;&nbsp;&nbsp; Tesla, Inc. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 320.00 | USD | 706 | &nbsp;&nbsp;&nbsp;&nbsp; (13348)<br>|
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 60.00 | USD | 748 | &nbsp;&nbsp;&nbsp;&nbsp; (9984)<br>|
| &nbsp;&nbsp;&nbsp; UniCredit SpA | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | EUR | 56.00 | EUR | 274 | &nbsp;&nbsp;&nbsp;&nbsp; (13133)<br>|
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 100.00 | USD | 1713 | &nbsp;&nbsp;&nbsp;&nbsp; (233895)<br>|
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 87.50 | USD | 672 | &nbsp;&nbsp;&nbsp;&nbsp; (43435)<br>|
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | &nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 110.00 | USD | 758 | &nbsp;&nbsp;&nbsp;&nbsp; (6131)<br>|
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 95.00 | USD | 704 | &nbsp;&nbsp;&nbsp;&nbsp; (28287)<br>|
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. | &nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 80.00 | USD | 669 | &nbsp;&nbsp;&nbsp;&nbsp; (36540)<br>|
| &nbsp;&nbsp;&nbsp; Abbott Laboratories | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 95.00 | USD | 287 | &nbsp;&nbsp;&nbsp;&nbsp; (7462)<br>|
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | &nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 195.00 | USD | 283 | &nbsp;&nbsp;&nbsp;&nbsp; (6305)<br>|
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 260.00 | USD | 1692 | &nbsp;&nbsp;&nbsp;&nbsp; (48085)<br>|
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | &nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 180.00 | USD | 687 | &nbsp;&nbsp;&nbsp;&nbsp; (16170)<br>|
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc. | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 105.00 | USD | 2652 | &nbsp;&nbsp;&nbsp;&nbsp; (165410)<br>|
| &nbsp;&nbsp;&nbsp; Apple, Inc. | &nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 220.00 | USD | 1497 | &nbsp;&nbsp;&nbsp;&nbsp; (23453)<br>|
| &nbsp;&nbsp;&nbsp; Bank of America Corp. | &nbsp;&nbsp; 141 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 45.00 | USD | 687 | &nbsp;&nbsp;&nbsp;&nbsp; (20657)<br>|
| &nbsp;&nbsp;&nbsp; Bank of America Corp. | &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 40.00 | USD | 307 | &nbsp;&nbsp;&nbsp;&nbsp; (4032)<br>|
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 280.00 | USD | 557 | &nbsp;&nbsp;&nbsp;&nbsp; (27765)<br>|
| &nbsp;&nbsp;&nbsp; Cameco Corp. | &nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 85.00 | USD | 760 | &nbsp;&nbsp;&nbsp;&nbsp; (20160)<br>|
| &nbsp;&nbsp;&nbsp; Cameco Corp. | &nbsp;&nbsp; 91 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 90.00 | USD | 988 | &nbsp;&nbsp;&nbsp;&nbsp; (37082)<br>|
| &nbsp;&nbsp;&nbsp; Cameco Corp. | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 95.00 | USD | 282 | &nbsp;&nbsp;&nbsp;&nbsp; (14365)<br>|
| &nbsp;&nbsp;&nbsp; Cameco Corp. | &nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 80.00 | USD | 1054 | &nbsp;&nbsp;&nbsp;&nbsp; (19206)<br>|
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp. | &nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 190.00 | USD | 639 | &nbsp;&nbsp;&nbsp;&nbsp; (62475)<br>|
| &nbsp;&nbsp;&nbsp; Caterpillar, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 600.00 | USD | 283 | &nbsp;&nbsp;&nbsp;&nbsp; (7670)<br>|
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | &nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 260.00 | USD | 454 | &nbsp;&nbsp;&nbsp;&nbsp; (16720)<br>|
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | &nbsp;&nbsp; 96 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 70.00 | USD | 745 | &nbsp;&nbsp;&nbsp;&nbsp; (19824)<br>|
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | &nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 65.00 | USD | 303 | &nbsp;&nbsp;&nbsp;&nbsp; (4719)<br>|
| &nbsp;&nbsp;&nbsp; CSX Corp. | &nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 35.00 | USD | 308 | &nbsp;&nbsp;&nbsp;&nbsp; (4313)<br>|
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 70.00 | USD | 288 | &nbsp;&nbsp;&nbsp;&nbsp; (5760)<br>|
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 900.00 | USD | 644 | &nbsp;&nbsp;&nbsp;&nbsp; (41510)<br>|
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 850.00 | USD | 552 | &nbsp;&nbsp;&nbsp;&nbsp; (24315)<br>|
| &nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc., Class A | &nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 85.00 | USD | 1328 | &nbsp;&nbsp;&nbsp;&nbsp; (300625)<br>|
| &nbsp;&nbsp;&nbsp; GE Aerospace | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 260.00 | USD | 255 | &nbsp;&nbsp;&nbsp;&nbsp; (9900)<br>|
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 700.00 | USD | 1222 | &nbsp;&nbsp;&nbsp;&nbsp; (37450)<br>|
| &nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 260.00 | USD | 791 | &nbsp;&nbsp;&nbsp;&nbsp; (12870)<br>|
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 300.00 | USD | 296 | &nbsp;&nbsp;&nbsp;&nbsp; (7943)<br>|
| &nbsp;&nbsp;&nbsp; Intel Corp. | &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 36.00 | USD | 278 | &nbsp;&nbsp;&nbsp;&nbsp; (11120)<br>|
| &nbsp;&nbsp;&nbsp; Intel Corp. | &nbsp;&nbsp; 517 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 35.00 | USD | 2282 | &nbsp;&nbsp;&nbsp;&nbsp; (78067)<br>|
| &nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 420.00 | USD | 277 | &nbsp;&nbsp;&nbsp;&nbsp; (9000)<br>|
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 75.00 | USD | 833 | &nbsp;&nbsp;&nbsp;&nbsp; (30315)<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | &nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 245.00 | USD | 294 | &nbsp;&nbsp;&nbsp;&nbsp; (3850)<br>|
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | &nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 155.00 | USD | 812 | &nbsp;&nbsp;&nbsp;&nbsp; (23655)<br>|

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Exchange-Traded Options Written (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* |
| Put (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 170.00 | USD | 299 | &nbsp;&nbsp;&nbsp;&nbsp; $(12740)<br>|
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | &nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 165.00 | USD | 961 | &nbsp;&nbsp;&nbsp;&nbsp; (35325)<br>|
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 430.00 | USD | 300 | &nbsp;&nbsp;&nbsp;&nbsp; (4395)<br>|
| &nbsp;&nbsp;&nbsp; McKesson Corp. | &nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 800.00 | USD | 260 | &nbsp;&nbsp;&nbsp;&nbsp; (6975)<br>|
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 100.00 | USD | 313 | &nbsp;&nbsp;&nbsp;&nbsp; (4017)<br>|
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 550.00 | USD | 343 | &nbsp;&nbsp;&nbsp;&nbsp; (18915)<br>|
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 320.00 | USD | 270 | &nbsp;&nbsp;&nbsp;&nbsp; (25960)<br>|
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 270.00 | USD | 676 | &nbsp;&nbsp;&nbsp;&nbsp; (29300)<br>|
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | &nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 345.00 | USD | 1222 | &nbsp;&nbsp;&nbsp;&nbsp; (39187)<br>|
| &nbsp;&nbsp;&nbsp; MongoDB, Inc., Class A | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 210.00 | USD | 269 | &nbsp;&nbsp;&nbsp;&nbsp; (17325)<br>|
| &nbsp;&nbsp;&nbsp; Netflix, Inc. | &nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 80.00 | USD | 308 | &nbsp;&nbsp;&nbsp;&nbsp; (5440)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 150.00 | USD | 2407 | &nbsp;&nbsp;&nbsp;&nbsp; (64170)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 140.00 | USD | 5511 | &nbsp;&nbsp;&nbsp;&nbsp; (92272)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 155.00 | USD | 1953 | &nbsp;&nbsp;&nbsp;&nbsp; (64680)<br>|
| &nbsp;&nbsp;&nbsp; Oracle Corp. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 130.00 | USD | 280 | &nbsp;&nbsp;&nbsp;&nbsp; (15865)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 625.00 | USD | 5463 | &nbsp;&nbsp;&nbsp;&nbsp; (132062)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 610.00 | USD | 4747 | &nbsp;&nbsp;&nbsp;&nbsp; (90438)<br>|
| &nbsp;&nbsp;&nbsp; Tesla, Inc. | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 335.00 | USD | 335 | &nbsp;&nbsp;&nbsp;&nbsp; (13883)<br>|
| &nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 420.00 | USD | 295 | &nbsp;&nbsp;&nbsp;&nbsp; (4800)<br>|
| &nbsp;&nbsp;&nbsp; Trane Technologies PLC | &nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 370.00 | USD | 292 | &nbsp;&nbsp;&nbsp;&nbsp; (6125)<br>|
| &nbsp;&nbsp;&nbsp; VanEck Vectors Semiconductor ETF | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 320.00 | USD | 1150 | &nbsp;&nbsp;&nbsp;&nbsp; (25560)<br>|
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. | &nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 380.00 | USD | 759 | &nbsp;&nbsp;&nbsp;&nbsp; (11560)<br>|
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 110.00 | USD | 609 | &nbsp;&nbsp;&nbsp;&nbsp; (10731)<br>|
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 85.00 | USD | 289 | &nbsp;&nbsp;&nbsp;&nbsp; (5760)<br>|
| &nbsp;&nbsp;&nbsp; ASML Holding NV | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | EUR | 920.00 | EUR | 3805 | &nbsp;&nbsp;&nbsp;&nbsp; (130178)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 547 | &nbsp;&nbsp;&nbsp;&nbsp; 07/17/26 | USD | 140.00 | USD | 9540 | &nbsp;&nbsp;&nbsp;&nbsp; (213330)<br>|
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 210.00 | USD | 1549 | &nbsp;&nbsp;&nbsp;&nbsp; (23220)<br>|
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. | &nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 155.00 | USD | 1479 | &nbsp;&nbsp;&nbsp;&nbsp; (29997)<br>|
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | &nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 280.00 | USD | 1486 | &nbsp;&nbsp;&nbsp;&nbsp; (121200)<br>|
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 210.00 | USD | 1517 | &nbsp;&nbsp;&nbsp;&nbsp; (34790)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 150.00 | USD | 1343 | &nbsp;&nbsp;&nbsp;&nbsp; (69877)<br>|
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | &nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 125.00 | USD | 1552 | &nbsp;&nbsp;&nbsp;&nbsp; (33375)<br>|
| &nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co., Ltd., ADR | &nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | USD | 240.00 | USD | 1521 | &nbsp;&nbsp;&nbsp;&nbsp; (36225)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (6074165)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(6538479)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> All or a portion of the security is held by a wholly-owned subsidiary.

**OTC Options Written** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Put  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; KOSPI 200 Index | JPMorgan Chase Bank N.A. | 6 | 05/14/26 | KRW | 750.00 | &nbsp;&nbsp; KRW | 1116855 | &nbsp;&nbsp; $(57434)<br>|
| &nbsp;&nbsp;&nbsp; SK Hynix, Inc. | Morgan Stanley & Co. International PLC | 8896 | 09/10/26 | KRW | 800000.00 | &nbsp;&nbsp; KRW | 7179072 | &nbsp;&nbsp; (975663)<br>|
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; $(1033097)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**OTC Credit Default Swaptions Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Paid by the Trust* | *Received by the Trust* |  |  |  |  |  |  |  |  |
| *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Credit* <br>*Rating*<sup>(a)</sup> <br>| *Exercise* <br>*Price*<br>| *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* |
| Call |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bought Protection on 5-Year <br> Credit Default Swap, 12/20/30<br>| iTraxx.XO.44.V1 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 06/17/26 |  | EUR 300.00 | EUR | 3164 | $(29412)<br>|
| Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sold Protection on 5-Year Credit <br> Default Swap, 12/20/30<br>| iTraxx.XO.44.V1 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 06/17/26 | N/R | EUR 300.00 | EUR | 3164 | (81886)<br>|
|  |  |  |  |  |  |  |  |  |  | $(111298)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

<sup>(b)</sup> The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.

**OTC Interest Rate Swaptions Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust |  |  |  |  |  |  |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Exercise* <br>*Rate*<br>| &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |  |  |
| 30-Year Interest Rate Swap, 05/02/56 | 3.25% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Bank of America N.A. | 04/30/26 | 3.25<br> % <br>| USD | 6966 | $(119)<br>|
| 1-Year Interest Rate Swap, 06/10/27 | 2.50% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 2.50 | USD | 33774 | (2815)<br>|
| 10-Year Interest Rate Swap, 12/18/36 | 3.20% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Citibank N.A. | 12/16/26 | 3.20 | USD | 2652 | (14000)<br>|
|  |  |  |  |  |  |  |  |  |  | (16934)<br>|
| Put  |  |  |  |  |  |  |  |  |  |  |
| 10-Year Interest Rate Swap, 04/25/36 | &nbsp;&nbsp; 6-mo. <br> EURIBOR, <br> 2.48%<br>| Semi-Annual | 2.94% | Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 04/23/26 | 2.94 | EUR | 6708 | (112194)<br>|
| 1-Year Interest Rate Swap, 06/10/27 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.50% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 3.50 | USD | 33774 | (99228)<br>|
| 2-Year Interest Rate Swap, 07/02/28 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | Deutsche Bank AG | 06/30/26 | 4.00 | USD | 25851 | (37829)<br>|
| 2-Year Interest Rate Swap, 08/05/28 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.70% | Annual | &nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 08/03/26 | 3.70 | USD | 25591 | (100227)<br>|
| 2-Year Interest Rate Swap, 09/16/28 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.80% | Annual | Deutsche Bank AG | 09/14/26 | 3.80 | USD | 24900 | (92964)<br>|
| 2-Year Interest Rate Swap, 10/23/28 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.85% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 10/21/26 | 3.85 | USD | 30201 | (114894)<br>|
| 10-Year Interest Rate Swap, 12/18/36 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.60% | Annual | Citibank N.A. | 12/16/26 | 4.60 | USD | 1326 | (9183)<br>|
| 2-Year Interest Rate Swap, 09/22/29 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.30% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 09/20/27 | 4.30 | USD | 36643 | (142682)<br>|
| 2-Year Interest Rate Swap, 12/10/29 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | Deutsche Bank AG | 12/08/27 | 4.00 | USD | 14220 | (83730)<br>|
| 2-Year Interest Rate Swap, 12/18/29 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.50% | Annual | Deutsche Bank AG | 12/16/27 | 4.50 | USD | 21393 | (76686)<br>|
|  |  |  |  |  |  |  |  |  |  | (869617)<br>|
|  |  |  |  |  |  |  |  |  |  | $(886551)<br>|

---

**Centrally Cleared Credit Default Swaps — Buy Protection** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Paid* <br>*by the Trust*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Received)*<br>| &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CDX.NA.HY.44.V2 | 5.00<br> % <br>| &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/30 | USD | 4223 | &nbsp;&nbsp;&nbsp;&nbsp; $(253454)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(251063)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(2391)<br>|
| CDX.NA.HY.45.V2 | 5.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | USD | 1419 | &nbsp;&nbsp;&nbsp;&nbsp; (77163)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (89313)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12150 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(330617)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(340376)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $9759 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Centrally Cleared Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Trust*<br>| &nbsp;&nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Credit* <br>*Rating*<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<sup>(b)</sup>  | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| CDX.NA.HY.41.V2 | 5.00<br> % <br>| Quarterly | 12/20/28 | B- | USD | 3316 | &nbsp;&nbsp;&nbsp; $174953 | &nbsp;&nbsp;&nbsp; $57713 | &nbsp;&nbsp;&nbsp; $117240 |
| iTraxx.XO.42.V4 | 5.00 | Quarterly | 12/20/29 | CCC | EUR | 7043 | &nbsp;&nbsp;&nbsp; 596510 | &nbsp;&nbsp;&nbsp; 494410 | &nbsp;&nbsp;&nbsp; 102100 |
| iTraxx.XO.43.V3 | 5.00 | Quarterly | 06/20/30 | CCC+ | EUR | 942 | &nbsp;&nbsp;&nbsp; 87058 | &nbsp;&nbsp;&nbsp; 78768 | &nbsp;&nbsp;&nbsp; 8290 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $858521 | &nbsp;&nbsp;&nbsp; $630891 | &nbsp;&nbsp;&nbsp; $227630 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

<sup>(b)</sup> The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust | *Effective* <br>*Date* | &nbsp;&nbsp; *Termination* <br>*Date* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Effective* <br>*Date* | &nbsp;&nbsp; *Termination* <br>*Date* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| 1-day SOFR, 3.68% | Annual | 4.40% | Annual | N/A | 04/08/26 | USD | 21824 | $56306 | $1 | $56305 |
| 1-day SOFR, 3.68% | Annual | 4.45% | Annual | N/A | 04/09/26 | USD | 7990 | 24843 |  | 24843 |
| 1-day SOFR, 3.68% | Annual | 4.05% | Annual | N/A | 04/18/26 | USD | 12579 | (9772)<br>| 2 | (9774)<br>|
| 1-day SOFR, 3.68% | Annual | 4.30% | Annual | N/A | 04/24/26 | USD | 15182 | 28489 | 2 | 28487 |
| 1-day SOFR, 3.68% | Annual | 4.50% | Annual | N/A | 05/08/26 | USD | 12488 | 52164 | 3 | 52161 |
| 1-day SOFR, 3.68% | Annual | 4.35% | Annual | N/A | 07/22/26 | USD | 5619 | 22708 | 4 | 22704 |
| 1-day SOFR, 3.68% | At Termination | 4.17% | At Termination | N/A | 10/23/26 | USD | 9509 | 37122 | 10 | 37112 |
| 1-day SOFR, 3.68% | At Termination | 4.21% | At Termination | N/A | 10/27/26 | USD | 18989 | 83427 | 20 | 83407 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 10/28/26 | USD | 19216 | 44208 | 26 | 44182 |
| 1-day SOFR, 3.68% | Annual | 4.07% | Annual | N/A | 01/14/27 | USD | 18545 | 64789 | 34 | 64755 |
| 1-day SOFR, 3.68% | Annual | 3.47% | Annual | N/A | 03/10/27 | USD | 4700 | (10982)<br>| 10 | (10992)<br>|
| 1-day MIBOR, 6.98% | Semi-Annual | 6.34% | Semi-Annual | N/A | 03/20/27 | INR | 103211 | 2632 | 8 | 2624 |
| 1-day SOFR, 3.68% | Annual | 4.10% | Annual | N/A | 05/30/27 | USD | 15272 | 66879 | 40 | 66839 |
| 1-day SOFR, 3.68% | Annual | 4.15% | Annual | N/A | 05/30/27 | USD | 15272 | 81974 | 43 | 81931 |
| 1-day SOFR, 3.68% | Annual | 3.30% | Annual | N/A | 10/23/27 | USD | 3403 | (27577)<br>| 12 | (27589)<br>|
| 1-day SOFR, 3.68% | Annual | 4.20% | Annual | N/A | 10/23/27 | USD | 4949 | 47067 | 18 | 47049 |
| 1-day SOFR, 3.68% | Annual | 3.92% | Annual | N/A | 11/03/27 | USD | 2364 | 10210 | 9 | 10201 |
| 1-day SOFR, 3.68% | Annual | 3.95% | Annual | N/A | 11/03/27 | USD | 2364 | 11594 | 9 | 11585 |
| 1-day SOFR, 3.68% | Annual | 3.99% | Annual | N/A | 11/03/27 | USD | 4728 | 26415 | 17 | 26398 |
| 1-day SOFR, 3.68% | Annual | 4.07% | Annual | N/A | 11/03/27 | USD | 9541 | 69167 | 35 | 69132 |
| 1-day SOFR, 3.68% | Annual | 3.86% | Annual | N/A | 11/10/27 | USD | 9919 | 32599 | 37 | 32562 |
| 1-day SOFR, 3.68% | At Termination | 3.23% | At Termination | 12/11/26 <br><sup>(a)</sup><br>| 12/11/27 | USD | 16742 | (62585)<br>| 30 | (62615)<br>|
| 1-day SOFR, 3.68% | Annual | 3.48% | Annual | N/A | 01/23/28 | USD | 13665 | (45958)<br>| 54 | (46012)<br>|
| 3.45% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 01/26/28 | USD | 11825 | 47527 | 47 | 47480 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/26/28 | USD | 11825 | 78332 | 47 | 78285 |
| 3.27% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 02/05/28 | USD | 11933 | 87720 | 48 | 87672 |
| 1-day SOFR, 3.68% | Annual | 3.87% | Annual | N/A | 02/05/28 | USD | 11933 | 51052 | 48 | 51004 |
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 481371 | 2142 | 14 | 2128 |
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 473802 | 2241 | 14 | 2227 |
| 1.34% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 476398 | 1086 | 14 | 1072 |
| 1.38% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 439958 | (1398)<br>| 13 | (1411)<br>|
| 1.39% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 476621 | (1869)<br>| 14 | (1883)<br>|
| 1-day SONIA, 3.73% | Annual | 4.86% | Annual | N/A | 06/20/28 | GBP | 6370 | 165148 | (10)<br>| 165158 |
| 1-day SOFR, 3.68% | Annual | 3.50% | Annual | N/A | 08/20/28 | USD | 11416 | (62024)<br>| 41 | (62065)<br>|
| 1-day SOFR, 3.68% | Annual | 4.42% | Annual | N/A | 10/02/28 | USD | 135611 | 3021175 | 16969 | 3004206 |
| 1-day SOFR, 3.68% | Annual | 4.40% | Annual | N/A | 10/31/28 | USD | 6490 | 144096 | 33 | 144063 |
| 1-day SONIA, 3.73% | Annual | 4.12% | Annual | N/A | 11/17/28 | GBP | 3004 | (5968)<br>| 77 | (6045)<br>|
| 1-day SONIA, 3.73% | Annual | 4.12% | Annual | N/A | 11/21/28 | GBP | 3004 | (5903)<br>| 78 | (5981)<br>|
| 1-day SOFR, 3.68% | Annual | 3.25% | Annual | 12/15/26 <br><sup>(a)</sup><br>| 12/15/28 | USD | 21109 | (116479)<br>| 96 | (116575)<br>|
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 3.00% | Annual | N/A | 03/05/29 | EUR | 7713 | 56569 | 49 | 56520 |
| 1-day MIBOR, 6.98% | Semi-Annual | 6.26% | Semi-Annual | N/A | 03/20/29 | INR | 31938 | (2818)<br>| 4 | (2822)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust | *Effective*<br> *Date* | &nbsp;&nbsp; *Termination*<br> *Date* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Effective*<br> *Date* | &nbsp;&nbsp; *Termination*<br> *Date* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 1-day MIBOR, 6.98% | Semi-Annual | 6.30% | Semi-Annual | N/A | 03/20/29 | INR | 39035 | $(3030)<br>| $5 | $(3035)<br>|
| 1-day SOFR, 3.68% | Annual | 3.79% | Annual | N/A | 03/29/29 | USD | 17015 | 98620 | 96 | 98524 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 04/08/29 | USD | 10561 | 108791 | 62 | 108729 |
| 1-day SOFR, 3.68% | Annual | 4.05% | Annual | N/A | 04/09/29 | USD | 7990 | 97797 | 47 | 97750 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 04/18/29 | USD | 12579 | 132183 | 74 | 132109 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 04/24/29 | USD | 6326 | 67425 | 38 | 67387 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.90% | Annual | N/A | 04/30/29 | EUR | 8865 | 200205 | 58 | 200147 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 05/06/29 | USD | 12652 | 138505 | 76 | 138429 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.87% | Annual | N/A | 06/11/29 | EUR | 6519 | 131400 | 46 | 131354 |
| 1-day SOFR, 3.68% | Annual | 3.66% | Annual | N/A | 10/10/29 | USD | 6443 | 9091 | 44 | 9047 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 9.04% | Monthly | N/A | 11/14/29 | MXN | 81548 | 156921 | 28 | 156893 |
| 1-day SONIA, 3.73% | Annual | 4.00% | Annual | N/A | 01/16/30 | GBP | 6913 | (57920)<br>| 189 | (58109)<br>|
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/23/30 | USD | 6913 | 104513 | 51 | 104462 |
| 1-day SOFR, 3.68% | Annual | 3.23% | Annual | N/A | 02/19/30 | USD | 7173 | (98825)<br>| 54 | (98879)<br>|
| 1-day SOFR, 3.68% | Annual | 3.90% | Annual | N/A | 02/24/30 | USD | 12279 | 140039 | 93 | 139946 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.20% | Annual | N/A | 06/04/30 | EUR | 1506 | (25199)<br>| 15 | (25214)<br>|
| 1-day SOFR, 3.68% | Annual | 3.14% | Annual | 05/12/28 <br><sup>(a)</sup><br>| 05/12/33 | USD | 6701 | (185623)<br>| 62 | (185685)<br>|
| 1-day SOFR, 3.68% | Annual | 4.31% | Annual | N/A | 09/29/33 | USD | 26166 | 1000690 | 1785 | 998905 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/12/34 | USD | 4817 | 77308 | 62 | 77246 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/17/34 | USD | 1389 | 22167 | 7 | 22160 |
| 1-day MIBOR, 6.98% | Semi-Annual | 6.34% | Semi-Annual | N/A | 03/20/34 | INR | 13127 | (4927)<br>| 3 | (4930)<br>|
| 1-day MIBOR, 6.98% | Semi-Annual | 6.35% | Semi-Annual | N/A | 03/20/34 | INR | 13127 | (4844)<br>| 3 | (4847)<br>|
| 1-day SOFR, 3.68% | Annual | 3.66% | Annual | N/A | 10/10/34 | USD | 4339 | (50978)<br>| 63 | (51041)<br>|
| 1-day SOFR, 3.68% | Annual | 3.67% | Annual | N/A | 12/26/34 | USD | 7165 | (79387)<br>| 106 | (79493)<br>|
| 1-day SOFR, 3.68% | Annual | 3.70% | Annual | N/A | 01/06/35 | USD | 5610 | (49848)<br>| 83 | (49931)<br>|
| 1-day SOFR, 3.68% | Annual | 3.75% | Annual | N/A | 03/27/35 | USD | 5561 | (30086)<br>| 85 | (30171)<br>|
| 1-day SOFR, 3.68% | Annual | 3.75% | Annual | N/A | 07/09/35 | USD | 2731 | (24389)<br>| 42 | (24431)<br>|
| 3.46% | Annual | 1-day SOFR, 3.68% | Annual | 12/15/26 <br><sup>(a)</sup><br>| 12/15/36 | USD | 4824 | 182751 | 80 | 182671 |
| 3.65% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 11/03/53 | USD | 2577 | 219562 | 80 | 219482 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 11/03/53 | USD | 2577 | (67210)<br>| 80 | (67290)<br>|
| 1-day SONIA, 3.73% | Annual | 4.10% | Annual | N/A | 11/07/54 | GBP | 2400 | (347467)<br>| 11198 | (358665)<br>|
| 1-day SONIA, 3.73% | Annual | 4.45% | Annual | N/A | 12/04/55 | GBP | 1075 | (75906)<br>| 32 | (75938)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.87% | Annual | N/A | 03/30/56 | JPY | 135254 | (26354)<br>| 30 | (26384)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.88% | Annual | N/A | 03/30/56 | JPY | 135401 | (23609)<br>| 30 | (23639)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.89% | Annual | N/A | 03/30/56 | JPY | 136280 | (22628)<br>| 31 | (22659)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.95% | Annual | N/A | 03/30/56 | JPY | 135150 | (12493)<br>| 30 | (12523)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.98% | Annual | N/A | 03/30/56 | JPY | 159294 | (7587)<br>| 36 | (7623)<br>|
|  |  |  |  |  |  |  |  | $5756006 | $32924 | $5723082 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Forward Swap.

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Trust*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Counterparty* | *Termination* <br>*Date*<br>| *Credit* <br>*Rating*<sup>(a)</sup> <br>| *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Altice France SA | 5.00<br> % <br>| Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | CCC+ | EUR | 336 | $12804 | $6780 | $6024 |
| Altice France SA | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 06/20/27 | CCC+ | EUR | 107 | 4078 | 2895 | 1183 |
| Altice France SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC+ | EUR | 104 | 5233 | 4957 | 276 |
| Altice France SA | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/20/27 | CCC+ | EUR | 83 | 4176 | 3156 | 1020 |
| Virgin Media Finance PLC | 5.00 | Quarterly | Goldman Sachs International | 12/20/28 | B- | EUR | 91 | 5505 | 7227 | (1722)<br>|
| Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/28 | B- | EUR | 150 | 9075 | 12351 | (3276)<br>|

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**OTC Credit Default Swaps — Sell Protection (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing*<br> *Rate Received*<br> *by the Trust*<br>| &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Counterparty* | *Termination*<br> *Date*<br>| *Credit*<br> *Rating*<sup>(a)</sup><br>| *Notional*<br> *Amount (000)*<sup>(b)</sup> | *Notional*<br> *Amount (000)*<sup>(b)</sup> | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)*<br>| *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| ZF Europe Finance B.V. | 5.00<br> % <br>| Quarterly | Deutsche Bank AG | 12/20/28 | BB- | EUR | 156 | $11693 | $10313 | $1380 |
| iTraxx.XO.42 10-20% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | CCC | EUR | 310 | 2329 | 19734 | (17405)<br>|
| iTraxx.XO.42 10-20% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | CCC | EUR | 310 | 2327 | 20203 | (17876)<br>|
| iTraxx.XO.42.V3 20-35% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | CCC | EUR | 682 | 82481 | 85279 | (2798)<br>|
| Eutelsat S.A. | 5.00 | Quarterly | BNP Paribas SA | 12/20/30 | N/R | EUR | 154 | 25637 | 18929 | 6708 |
| Eutelsat S.A. | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/30 | N/R | EUR | 198 | 32971 | 25473 | 7498 |
| Faurecia SE | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/30 | BB- | EUR | 107 | 10256 | 9863 | 393 |
| Ziggo Bond Company B.V. | 5.00 | Quarterly | Deutsche Bank AG | 12/20/30 | B- | EUR | 171 | (5466)<br>| 4829 | (10295)<br>|
|  |  |  |  |  |  |  |  | $203099 | $231989 | $(28890)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

<sup>(b)</sup> The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.

**OTC Interest Rate Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust |  |  |  |  |  |  |  |  |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Effective* <br>*Date*<br>| *Termination* <br>*Date*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.06% | At Termination | JPMorgan Chase Bank N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 14158 | $(329963)<br>| $— | $(329963)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 9.99% | At Termination | Citibank N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 14191 | (338652)<br>|  | (338652)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.00% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 14578 | (342261)<br>|  | (342261)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.03% | At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 01/04/27 | BRL | 14173 | (334015)<br>|  | (334015)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 12.95% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 6346 | (40867)<br>|  | (40867)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.00% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 11362 | (69009)<br>|  | (69009)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.00% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 7385 | (44856)<br>|  | (44856)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.12% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 29662 | (157406)<br>|  | (157406)<br>|
|  |  |  |  |  |  |  |  |  | $(1657029)<br>| $— | $(1657029)<br>|

---

**OTC Total Return Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective* <br>*Date*<br>| *Termination* <br>*Date*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Microsoft Corp. | Quarterly | &nbsp;&nbsp;&nbsp; 1-day SOFR plus <br> 0.25%, 3.68%<br>| Quarterly | &nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| N/A | 06/18/26 | USD | 228 | $12683 | $— | $12683 |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High <br> Yield Corporate <br> Bond ETF<br>| At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 1.35%, 3.68%<br>| At Termination | Citibank N.A. | N/A | 06/22/26 | USD | 2695 | (20318)<br>|  | (20318)<br>|
| &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 1.00%, 3.68%<br>| At Termination | &nbsp;&nbsp;&nbsp; iShares iBoxx $ High <br> Yield Corporate <br> Bond ETF<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 06/22/26 | USD | 1830 | 13498 | 133 | 13365 |
| &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 0.80%, 3.68%<br>| At Termination | &nbsp;&nbsp;&nbsp; iShares iBoxx $ High <br> Yield Corporate <br> Bond ETF<br>| At Termination | BNP Paribas SA | N/A | 06/22/26 | USD | 4277 | 31654 |  | 31654 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**OTC Total Return Swaps (continued)**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *Frequency* | *Counterparty* | *Effective*<br> *Date*<br>| *Termination*<br> *Date*<br>| *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)*<br>| *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 0.70%, 3.68%<br>| At Termination | &nbsp;&nbsp;&nbsp; iShares iBoxx $ High <br> Yield Corporate <br> Bond ETF<br>| At Termination | &nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| N/A | 06/22/26 | USD | 2263 | $16688 | $— | $16688 |
| &nbsp;&nbsp;&nbsp; 1-day SOFR plus <br> 0.21%, 3.68%<br>| At Termination | &nbsp;&nbsp;&nbsp; iShares Broad USD <br> High Yield <br> Corporate Bond <br> ETF<br>| At Termination | BNP Paribas SA | N/A | 06/22/26 | USD | 2495 | 18088 |  | 18088 |
|  |  |  |  |  |  |  |  |  | $72293 | $133 | $72160 |

---

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted price quotations in active markets/exchanges that the Trust has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Trust's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Trust's financial instruments categorized in the fair value hierarchy. The breakdown of the Trust's financial instruments into major categories is disclosed in the Consolidated Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $47981097 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $47981097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp; 330243 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 330243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp; 13102986 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13102986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp; 114169 | &nbsp;&nbsp;&nbsp;&nbsp; 10902557 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11016726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9483056 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9483056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp; 4003120 | &nbsp;&nbsp;&nbsp;&nbsp; 50521858 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 54524978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4187521 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4187521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4287865 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4287865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3142 | &nbsp;&nbsp;&nbsp;&nbsp; 3142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27631857 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27631857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 50539 | &nbsp;&nbsp;&nbsp;&nbsp; 50539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 34526108 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 34526108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp; 1012800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1012800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9056268 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9056268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 634579 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 634579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp; 41958858 | &nbsp;&nbsp;&nbsp;&nbsp; 3296568 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 45255426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 33646169 | &nbsp;&nbsp;&nbsp;&nbsp; 128086 | &nbsp;&nbsp;&nbsp;&nbsp; 33774255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; 729009773 | &nbsp;&nbsp;&nbsp;&nbsp; 5435919 | &nbsp;&nbsp;&nbsp;&nbsp; 5841704 | &nbsp;&nbsp;&nbsp;&nbsp; 740287396 |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

**Fair Value Hierarchy as of Period End (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Angola | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $608239 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $608239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 709858 | &nbsp;&nbsp;&nbsp;&nbsp; 7109016 | &nbsp;&nbsp;&nbsp;&nbsp; 7818874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3339716 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3339716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1971874 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1971874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 157234 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 157234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 293086 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 293086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp; 630675 | &nbsp;&nbsp;&nbsp;&nbsp; 4180844 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4811519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp; 228271 | &nbsp;&nbsp;&nbsp;&nbsp; 6342729 | &nbsp;&nbsp;&nbsp;&nbsp; 3405726 | &nbsp;&nbsp;&nbsp;&nbsp; 9976726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 975951 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 975951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 512836 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 512836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3978431 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3978431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3882274 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3882274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jersey | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 418212 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 418212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5089586 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5089586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2174049 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2174049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Slovenia | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 118413 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 118413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 599962 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 599962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 901599 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 901599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 338908 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 338908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9800221 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9800221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 104193997 | &nbsp;&nbsp;&nbsp;&nbsp; 17277800 | &nbsp;&nbsp;&nbsp;&nbsp; 121471797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fixed Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2825522 | &nbsp;&nbsp;&nbsp;&nbsp; 2825522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31076972 | &nbsp;&nbsp;&nbsp;&nbsp; 18263510 | &nbsp;&nbsp;&nbsp;&nbsp; 49340482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grantor Trust | &nbsp;&nbsp; 17339396 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17339396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp; 13803511 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13803511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2790818 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2790818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23911162 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23911162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7746858 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7746858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23844404 | &nbsp;&nbsp;&nbsp;&nbsp; 23844404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 143179613 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 143179613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp;&nbsp;&nbsp; 1797872 | &nbsp;&nbsp;&nbsp;&nbsp; 1798203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 41705520 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 41705520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 3078892 | &nbsp;&nbsp;&nbsp;&nbsp; 15677 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3094569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10391 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10391 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5175)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5175)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14598426)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14598426)<br>|
|  | &nbsp;&nbsp; $866318214 | &nbsp;&nbsp;&nbsp;&nbsp; $586312837 | &nbsp;&nbsp;&nbsp;&nbsp; $80542146 | &nbsp;&nbsp;&nbsp;&nbsp; $1533173197 |
| Derivative Financial Instruments<sup>(b)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $264262 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $264262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 78883 | &nbsp;&nbsp;&nbsp;&nbsp; 92478 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 171361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3703494 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3703494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 2169772 | &nbsp;&nbsp;&nbsp;&nbsp; 7287333 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9457105 |
| &nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (167061)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (167061)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (8706018)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1305417)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10011435)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (540756)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (540756)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (2566108)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4107831)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6673939)<br>|
|  | &nbsp;&nbsp; $(9023471)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $5226502 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(3796969)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

<sup>(b)</sup> Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts and options written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value. 

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

A reconciliation of Level 3 financial instruments is presented when the Trust had a significant amount of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Asset-Backed* <br>*Securities*<br>| *Common* <br>*Stocks*<br>| *Corporate* <br>*Bonds*<br>| *Fixed* <br>*Rate Loan* <br>*Interests*<br>| *Floating* <br>*Rate Loan* <br>*Interests*<br>| *Preferred* <br>*Stocks* <br>| *Unfunded* <br>*Floating* <br>*Rate Loan* <br>*Interests*<br>|
| **Assets** |  |  |  |  |  |  |  |
| Opening balance, as of December 31, 2025 | &nbsp;&nbsp; $— | $4600456 | $28423226 | $3086195 | $19251719 | $26498385 | $(10432)<br>|
| Transfers into Level 3 | &nbsp;&nbsp; — |  |  |  |  |  |  |
| Transfers out of Level 3 | &nbsp;&nbsp; — |  |  |  |  |  |  |
| Accrued discounts/premiums | &nbsp;&nbsp; 5025 |  | 14786 | 1774 | 6768 |  |  |
| Net realized gain (loss) | &nbsp;&nbsp; — |  |  | 2026 | 11315 |  |  |
| Net change in unrealized appreciation (depreciation)<sup>(a)</sup> | &nbsp;&nbsp; (5025)<br>| (538395)<br>| (996361)<br>| 773 | (750856)<br>| (1679481)<br>| 5257 |
| Purchases | &nbsp;&nbsp; — | 1961410 | 350891 |  | 344527 |  |  |
| Sales | &nbsp;&nbsp; — |  |  | (265246)<br>| (599963)<br>| (974500)<br>|  |
| Closing balance, as of March 31, 2026 | &nbsp;&nbsp; $— | $6023471 | $27792542 | $2825522 | $18263510 | $23844404 | $(5175)<br>|
| &nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) on investments still held at <br> March 31, 2026<sup>(a)</sup><br>| &nbsp;&nbsp; $(5025)<br>| $(538395)<br>| $(996361)<br>| $773 | $(750856)<br>| $(1730861)<br>| $4493 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | *Warrants* | *Total*  |
| **Assets** |  |  |
| Opening balance, as of December 31, 2025 | &nbsp;&nbsp; $2094707 | $83944256 |
| Transfers into Level 3 | &nbsp;&nbsp; — |  |
| Transfers out of Level 3 | &nbsp;&nbsp; — |  |
| Accrued discounts/premiums | &nbsp;&nbsp; — | 28353 |
| Net realized gain (loss) | &nbsp;&nbsp; (2)<br>| 13339 |
| Net change in unrealized appreciation (depreciation)<sup>(a)</sup> | &nbsp;&nbsp; (296833)<br>| (4260921)<br>|
| Purchases | &nbsp;&nbsp; — | 2656828 |
| Sales | &nbsp;&nbsp; — | (1839709)<br>|
| Closing balance, as of March 31, 2026 | &nbsp;&nbsp; $1797872 | $80542146 |
| Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2026<sup>(a)</sup> | &nbsp;&nbsp; $(296806)<br>| $(4313038)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2026 is generally due to investments no longer held or categorized as Level 3 at period end. 

The following table summarizes the valuation approaches used and unobservable inputs utilized by the Valuation Committee to determine the value of certain of the Trust's Level 3 financial instruments as of period end. The table does not include Level 3 financial instruments with values based upon unadjusted third-party pricing information in the amount of $2,508,277.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | *Value* | &nbsp;&nbsp;&nbsp; *Valuation* <br>*Approach*<br>| &nbsp;&nbsp;&nbsp; *Unobservable* <br>*Inputs*<br>| &nbsp;&nbsp;&nbsp; *Range of* <br>*Unobservable* <br>*Inputs* <br>*Utilized*<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp; *Weighted* <br>*Average of* <br>*Unobservable* <br>*Inputs Based* <br>*on Fair Value* <br>|
| **Assets** |  |  |  |  |  |
| Common Stocks | &nbsp;&nbsp; $5972927 | Market | Revenue Multiple | 2.61x - 20.68x | 20.61x |
|  |  |  | EBITDA | 9.75x |  |
|  |  |  | Gross Profit Multiple | 5.25x |  |
|  |  |  | Volatility | 56% |  |
|  |  |  | Time to Exit | 2.0 years |  |
|  |  | Income | Discount Rate | 15% |  |
| Corporate Bonds | &nbsp;&nbsp; 25879341 | Income | Discount Rate | 11%- 18% | 13% |
|  |  | Market | Revenue Multiple | 0.60x |  |
|  |  |  | Direct Profit Multiple | 2.00x |  |
| Floating Rate Loan Interests | &nbsp;&nbsp; 17745076 | Income | Discount Rate | 6%- 16% | 14% |
| Fixed Rate Loan Interests | &nbsp;&nbsp; 2825522 | Income | Discount Rate | 8% |  |
| Preferred Stocks | &nbsp;&nbsp; 23813133 | Market | Revenue Multiple | 1.90x - 20.68x | 7.96x |

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock ESG Capital Allocation Term Trust (ECAT)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | *Value* | &nbsp;&nbsp;&nbsp; *Valuation*<br> *Approach*<br>| &nbsp;&nbsp;&nbsp; *Unobservable*<br> *Inputs*<br>| &nbsp;&nbsp;&nbsp; *Range of*<br> *Unobservable*<br> *Inputs*<br> *Utilized*<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; *Weighted*<br> *Average of*<br> *Unobservable*<br> *Inputs Based*<br> *on Fair Value* <br>|
|  |  |  | Time to Exit | 0.1 - 3.0 years | 2.7 years |
|  |  |  | Volatility | 52% - 80% | 71% |
|  |  | Income | Discount Rate | 16% |  |
| Warrants | &nbsp;&nbsp; 1797870 | Market | Revenue Multiple | 5.00x -9.50x | 7.71x |
|  |  |  | Volatility | 70% |  |
|  |  |  | Time to Exit | 3.0 years |  |
|  | &nbsp;&nbsp; $78033869 |  |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> A significant change in unobservable input could result in a correlated or inverse change in value.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Currency Abbreviation**  | **Currency Abbreviation**  |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| SEK | Swedish Krona |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| ADR | American Depositary Receipt |
| BZDIOVER | Overnight Brazil Interbank Deposit (CETIP) |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| DAC | Designated Activity Company  |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FREMF | Freddie Mac Multifamily Securities |
| KOSPI | Korea Composite Stock Price Index |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| MIBOR | Mumbai Interbank Offered Rate |
| MSCI | Morgan Stanley Capital International |
| PIK | Payment-in-Kind |
| PIPE | Private Investment in Public Equity |
| RB | Revenue Bonds |
| S&P | Standard & Poor's |
| SCA | Societe en Commandite par Actions |
| SOFR | Secured Overnight Financing Rate  |
| SONIA | Sterling Overnight Interbank Average Rate |
| SPDR | Standard & Poor's Depository Receipt  |
| TBA | To-Be-Announced |
| TIIEFONDEO | MXN - Overnight TIIE Funding Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ESG Capital Allocation Term Trust

- **b. Investment Company Act file number:** 811-23701

- **c. CIK number of Registrant:** 0001864843

- **d. LEI of Registrant:** 549300EWOI5G0PSVIX17

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock ESG Capital Allocation Term Trust

- **c. LEI of Series:** 549300EWOI5G0PSVIX17

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1617092998.17

**Total Liabilities:** $169164963.73

**Net Assets:** $1447928034.44

**Amount of Assets Invested in Other Investment Companies:** $16678366.43

**Delayed Delivery Securities:** $23266859.41

**Cash Not Reported:** $28271778.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7258.07000000 | **1-Year:** 1258.69000000 | **5-Year:** 31907.90000000 | **10-Year:** 54517.16000000 | **30-Year:** 18804.32000000

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

- **3-Month:** 27445.21000000 | **1-Year:** 35329.59000000 | **5-Year:** 156448.72000000 | **10-Year:** 18739.98000000 | **30-Year:** 37251.90000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.65%                | 0.63%                | -6.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4724531.50              | $14770823.97                               |
| Month 2  | $18771351.85             | $-20272447.94                              |
| Month 3  | $3763418.44              | $-104394416.29                             |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                              | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                      | ADT Security Corp/The                                                             | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84070.72     | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                  | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92770.87     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                | APLD ComputeCo LLC                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $148366.37    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                          | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    718000 | PA      | $707073.10    | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $159124.85    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     18376 | NS      | $1886663.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     22069 | NS      | $4799786.81   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                               | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $107327.85    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $109853.03    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                   | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95275.32     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                            | Adient Global Holdings Ltd                                                        | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    115000 | PA      | $116265.58    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                            | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101304.68    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                            | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31396.80     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                     | Advanced Drainage Systems Inc                                                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       866 | NS      | $118754.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                        | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59700.94     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC             | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216441.58    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC             | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99791.32     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                        | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    399000 | PA      | $417239.06    | 0.03%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                         | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       910 | NS      | $114168.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                           | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114066.59    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                    | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159642.32    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                    | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84188.35     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                       | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $209682.07    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143338.89    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | Allison Transmission Inc                                                          | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89442.12     | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32500000 | PA      | $28540832.13  | 1.97%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14818000 | PA      | $13582831.24  | 0.94%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2380633.84   | 0.16%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40005000 | PA      | $38605051.83  | 2.67%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26235000 | PA      | $26355836.05  | 1.82%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1718000 | PA      | $1751205.50   | 0.12%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6900000 | PA      | $7025007.71   | 0.49%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96523.20     | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                              | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126829.09    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    156886 | NS      | $45004317.96  | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altar Bidco Inc                                   | Altar Bidco Inc 2021 2nd Lien Term Loan                                           | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3107457 | PA      | $2913240.78   | 0.20%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                    | Amazon.com Inc                                                                    | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     87686 | NS      | $18262363.22  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    228000 | PA      | $221957.54    | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                 | American Builders & Contractors Supply Co Inc                                     | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75831.50     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                               | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2500000 | PA      | $1542702.75   | 0.11%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                         | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1195618.08   | 0.08%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2209 | NS      | $279107.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide Inc                                                | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2750928.54   | 0.19%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    134576 | NS      | $34154043.04  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                     | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1891 | NS      | $752618.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                              | Aramark Services Inc                                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81516.06     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                  | Arches Buyer Inc                                                                  | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97241.65     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                        | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66601.80     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $183140.28    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC       | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $198282.58    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                                | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $202343.40    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                   | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    162000 | PA      | $169866.56    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                  | Aretec Group Inc                                                                  | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    108000 | PA      | $114713.79    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                               | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      9514 | NS      | $1168128.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18741.01     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151270.28    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                       | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123731.97    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96673.04     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                    | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43413.10     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                      | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      5449 | NS      | $1304490.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        45 | NS      | $152000.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149330.06    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                       | Avient Corp                                                                       | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120922.09    | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                              | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98841.00     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                              | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $178017.67    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                          | Axalta Coating Systems Dutch Holding B BV                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $156857.60    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29479.83     | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                                | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $92943.33     | 0.01%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                          | Azule Energy Finance Plc                                                          | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $353339.00    | 0.02%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                          | Azule Energy Finance Plc                                                          | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    253000 | PA      | $254900.03    | 0.02%             | 2033-01-22      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                         | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31856.20     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                         | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131868.75    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    189602 | NS      | $9243097.50   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                              | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    119000 | PA      | $105463.12    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                      | Barclays Mortgage Loan Trust 2021-NQM1                                            | CUSIP: 06744UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2047000 | PA      | $1793533.50   | 0.12%             | 2051-09-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    211000 | PA      | $217857.50    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                           | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                        | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $75265.79     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    210809 | PA      | $224515.23    | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3143073.35   | 0.22%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                        | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $137151.55    | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                   | Best Buy Co Inc                                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2195 | NS      | $140919.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                    | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22842.97     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $152995.88    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       347 | NS      | $1460981.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                   | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     29891 | NS      | $5844884.55   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    152918 | NS      | $9595604.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAKWATER ENRGY HOLD                             | Breakwater Energy Holdings Sarl                                                   | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $262546.00    | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                    | Brink's Co/The                                                                    | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118429.64    | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                    | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $362235.65    | 0.03%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     71855 | NS      | $22239841.05  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC             | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    138000 | PA      | $126702.22    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                          | Builders FirstSource Inc                                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1234 | NS      | $101595.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                          | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76942.14     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                          | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139197.58    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                             | Burlington Stores Inc                                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       993 | NS      | $323102.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $218667.99    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $410491.82    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                      | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67184.54     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                      | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $100580.51    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193114.98    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                  | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    242000 | PA      | $251164.09    | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                       | CHNGE Mortgage Trust 2022-2                                                       | CUSIP: 12546YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4533483.00   | 0.31%             | 2067-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $956979.25    | 0.07%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    148172 | NS      | $6082460.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139129.38    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     28866 | NS      | $8020995.42   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                       | Cameco Corp                                                                       | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |    129782 | NS      | $14095623.02  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                               | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2906 | NS      | $163636.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO VC Ltd                                                                 | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231721.85    | 0.02%             | 2034-10-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | CarVal CLO VC Ltd                                                                 | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245787.60    | 0.02%             | 2034-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4110 | NS      | $2911770.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                           | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76412.37     | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                      | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97747.25     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                   | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86273.48     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                   | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100546.10    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4595 | NS      | $1303877.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                            | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148169.27    | 0.01%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                       | CHNGE Mortgage Trust 2022-1                                                       | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1710310.40   | 0.12%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                  | Cinemark USA Inc                                                                  | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120215.98    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $58017.62     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                                 | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    134320 | NS      | $10421888.80  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                     | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |   2000000 | PA      | $1959450.00   | 0.14%             | 2030-09-09      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                     | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |    893000 | PA      | $848353.57    | 0.06%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    136012 | NS      | $15425120.92  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                     | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989350.28    | 0.07%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                      | Citizens Financial Group Inc                                                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     48388 | NS      | $2901828.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    163000 | PA      | $164304.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $148163.58    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126626.86    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112103.39    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98270.05     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19351.05     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                              | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99991.06     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                              | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90000.85     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                              | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    178000 | PA      | $173900.24    | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    249000 | PA      | $240203.73    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    223000 | PA      | $211500.98    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                          | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    117000 | PA      | $104021.74    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    173000 | PA      | $161421.78    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94614.36     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                            | Cogent Communications Group LLC / Cogent Finance Inc                              | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96768.62     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                               | Coinbase Global Inc                                                               | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1670 | NS      | $291598.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107854.03    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                              | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96612.86     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                          | Connect Finco SARL / Connect US Finco LLC                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $210108.00    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                               | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98790.40     | 0.01%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                          | Cooper-Standard Automotive Inc                                                    | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92095.50     | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                     | CoreWeave Inc                                                                     | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |     10353 | NS      | $802046.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32064.76     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161758.21    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     20518 | NS      | $20444750.74  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp                                                            | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $116221.35    | 0.01%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66719.70     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                                | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102893.81    | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                               | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91131.38     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                          | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                   | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $24266.05     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                     | DR Horton Inc                                                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     27752 | NS      | $3808129.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | Darden Restaurants Inc                                                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       818 | NS      | $160360.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                           | Darling Ingredients Inc                                                           | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147693.02    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                       | Datadog Inc                                                                       | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      6008 | NS      | $709244.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61465.61     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    258000 | PA      | $262425.47    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                 | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306161.02    | 0.02%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                                                               | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    109761 | NS      | $7296911.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                               | DENTSPLY SIRONA Inc                                                               | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122066.21    | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                         | Dick's Sporting Goods Inc                                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       831 | NS      | $164778.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                          | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $236832.39    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    103734 | NS      | $9997882.92   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                      | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    144000 | PA      | $104109.12    | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                      | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $190533.20    | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $106761.96    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                           | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1339683.69   | 0.09%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1305.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2010.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $4367.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3064.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2132.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2939.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-3235.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED JPY / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $-1381.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |         1 | NC      | $-1591.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-6299.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-7377.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-5086.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $3895.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED HKD / SOLD USD                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |         1 | NC      | $-410.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $28582.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $39774.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED CHF / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |         1 | NC      | $-50550.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $12539.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED BRL / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |         1 | NC      | $-148.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $790593.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $734864.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-44782.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD CHF                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $181395.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED JPY / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-67494.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED SEK / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-85239.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $645031.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD DKK                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $102055.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $187624.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED CAD / SOLD USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |         1 | NC      | $-2651.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED INR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-16346.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD KRW                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $366088.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED IDR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |         1 | NC      | $-5955.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD TWD                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $394796.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED MXN / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $-31389.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED DKK / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |         1 | NC      | $-6485.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD SEK                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $43039.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED ZAR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |         1 | NC      | $-77447.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED MXN / SOLD USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $-8481.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED JPY / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $-582.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-15098.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-44898.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD HKD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $16421.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD HKD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $7459.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2327.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED MXN / SOLD USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $-3801.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED ZAR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |         1 | NC      | $-15371.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED BRL / SOLD USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $53872.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD BRL                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-21468.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1043.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-6439.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED HKD / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HK        |         1 | NC      | $-150.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $172.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $2354.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2615.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $2926.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED CHF / SOLD USD                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-1837.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $-1222.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $24446.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1851.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $1102.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $9823.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $3691.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $401.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $-1919.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $6245.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED JPY / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $563.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $1943.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED JPY / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | JP        |         1 | NC      | $1055.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |         1 | NC      | $-1766.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $478.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $1236.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-1284.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1465.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD JPY                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-809.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35341.53     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    294000 | PA      | $317593.73    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                            | Edgewell Personal Care Co                                                         | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    109000 | PA      | $102971.52    | 0.01%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73303.78     | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75805.08     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     66623 | NS      | $5335169.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO VII Ltd.                              | Elmwood CLO VII Ltd                                                               | CUSIP: 29002RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $294300.00    | 0.02%             | 2037-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                         | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101705.90    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                      | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     22000 | NS      | $1192595.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                             | Encompass Health Corp                                                             | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114872.91    | 0.01%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                            | Energizer Holdings Inc                                                            | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    146000 | PA      | $136733.85    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                          | Endo Finance Holdings LP                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $122507.66    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104784.31    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                      | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29182.93     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                       | Equinor ASA                                                                       | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     24000 | NS      | $1012800.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com Inc                                                            | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    249000 | PA      | $259895.99    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                          | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    263000 | PA      | $169335.10    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty Ltd                                                        | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $274004.91    | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     25375 | NS      | $14517798.75  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                              | FREMF 2018-KW05 Trust                                                             | CUSIP: 30307MAN8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   1923000 | PA      | $1807821.92   | 0.12%             | 2028-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105971.91    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                   | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174085.27    | 0.01%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNZ Group Services Ltd                            | FNZ Group Services Ltd 2024 GBP Term Loan B                                       | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |   1000000 | PA      | $1072116.37   | 0.07%             | 2031-11-05      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                         | Forvia SE                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195277.96    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722507 | PA      | $726489.08    | 0.05%             | 2053-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711714 | PA      | $714708.53    | 0.05%             | 2054-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512915 | PA      | $515742.49    | 0.04%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426996 | PA      | $430263.77    | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718661 | PA      | $724187.89    | 0.05%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517160 | PA      | $520642.30    | 0.04%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503610 | PA      | $507140.51    | 0.04%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285303 | PA      | $287292.65    | 0.02%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                 | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356749 | PA      | $359869.36    | 0.02%             | 2055-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555192 | PA      | $556862.63    | 0.04%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628369 | PA      | $635119.20    | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349471 | PA      | $352156.07    | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454576 | PA      | $458044.14    | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420779 | PA      | $423756.24    | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484062 | PA      | $489599.27    | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359921 | PA      | $362985.86    | 0.03%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499315 | PA      | $504733.41    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885541 | PA      | $891869.37    | 0.06%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432245 | PA      | $435603.81    | 0.03%             | 2055-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $191480.74    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                               | Fifth Third Bancorp                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    139071 | NS      | $6461238.66   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2022-SFR1 Trust                                                    | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2964713.10   | 0.20%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165855.45    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                          | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1029144.24   | 0.07%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                          | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1912318.52   | 0.13%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    148000 | PA      | $154540.86    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102513.00    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    132000 | PA      | $123759.65    | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    418000 | PA      | $390791.59    | 0.03%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     85387 | NS      | $5019047.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                              | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    779000 | PA      | $779974.53    | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75448.65     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                              | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282607.50   | 0.09%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                             | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $90266.12     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                             | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $141073.82    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                  | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $103785.70    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                  | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    155000 | PA      | $156426.00    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                              | Frontier Florida LLC                                                              | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516465.00    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                       | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94209.77     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $94995.24     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                         | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $94063.83     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      6241 | NS      | $5447768.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     23862 | NS      | $6771319.74   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                   | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2634358.82   | 0.18%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     21565 | NS      | $3005514.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences Inc                                                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1161368.11   | 0.08%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                      | Magnera Corp                                                                      | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    213000 | PA      | $192289.01    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                            | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88583.29     | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                           | Global Medical Response Inc                                                       | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78921.44     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                               | Go Daddy Operating Co LLC / GD Finance Co Inc                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $98596.47     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2193 | NS      | $1855256.07   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York NY                                                | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |   2000000 | PA      | $1913200.00   | 0.13%             | 2030-09-12      | Variable      | 6.60%                 | No            |                  3 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                     | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    191000 | PA      | $172299.50    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                     | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68393.10     | 0.00%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                     | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272805.79    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                    | GoTo Group Inc 2024 First Out Term Loan                                           | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    149240 | PA      | $122004.11    | 0.01%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                    | GoTo Group Inc 2024 Second Out Term Loan                                          | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    114383 | PA      | $33944.26     | 0.00%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                                    | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    285000 | PA      | $222932.70    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                    | GoTo Group Inc                                                                    | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    374660 | PA      | $104904.80    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                          | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443892 | PA      | $446377.77    | 0.03%             | 2055-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                  | Grace Trust 2020-GRCE                                                             | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1764869.00   | 0.12%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     99000 | PA      | $90858.82     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                    | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224985.71    | 0.02%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                            | Group 1 Automotive Inc                                                            | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118791.54    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                   | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |   1017000 | PA      | $987811.08    | 0.07%             | 2031-02-17      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                   | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |   2112000 | PA      | $2055497.66   | 0.14%             | 2031-02-17      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                          | HLF Financing Sarl LLC / Herbalife International Inc                              | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $141297.37    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                           | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1559214.64   | 0.11%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                           | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1251375.50   | 0.09%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE               | LVMH Moet Hennessy Louis Vuitton SE                                               | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      3345 | NS      | $1828542.08   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                               | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   2315114 | NS      | $14001542.22  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                                 | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   3000000 | PA      | $3019823.94   | 0.21%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    178000 | PA      | $182515.68    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102474.20    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    322000 | PA      | $301924.43    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                  | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21206.54     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                  | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120785.36    | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | Hilton Worldwide Holdings Inc                                                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     24807 | NS      | $7543312.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                       | Hologic Inc                                                                       | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99850.00     | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     36053 | NS      | $11857471.17  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-3 Trust                                             | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590567 | PA      | $3327019.24   | 0.23%             | 2041-01-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                             | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2398362 | PA      | $2363158.30   | 0.16%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                          | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    323000 | PA      | $286830.54    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                            | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48656.66     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC     | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187389.96    | 0.01%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184392.72    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2019-55HY Mortgage Trust                                             | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1717411.40   | 0.12%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                          | Huntsman International LLC                                                        | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    104000 | PA      | $86261.93     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201290.60    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200239.60    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                         | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199783.70    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                          | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46313.10     | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                          | iHeartCommunications Inc                                                          | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    137000 | PA      | $109072.74    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $125379.45    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                      | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192604.54    | 0.01%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     14806 | NS      | $6401818.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     35677 | NS      | $16446740.23  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                     | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190464.72    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                           | ION Platform Finance US Inc                                                       | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154805.15    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance US Inc / ION Platform Finance SARL                           | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $379541.88    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance US Inc / ION Platform Finance SARL                           | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92707.26     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                 | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     85000 | PA      | $82582.36     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                 | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    252000 | PA      | $256841.17    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                       | iShares China Large-Cap ETF                                                       | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |     91382 | NS      | $3280613.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                          | iShares Russell 2000 ETF                                                          | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |      9500 | NS      | $2356000.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     42349 | NS      | $12457381.84  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                   | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1664395 | PA      | $1622880.21   | 0.11%             | 2037-04-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                               | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    547000 | PA      | $555395.36    | 0.04%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                    | CUSIP: 46654EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1696941.00   | 0.12%             | 2038-06-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                   | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $665209.83    | 0.05%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                               | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $361933.26    | 0.02%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                               | Jazz Securities DAC                                                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195055.98    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                       | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186372.34    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                           | JetBlue Airways Corp / JetBlue Loyalty LP                                         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    176000 | PA      | $166330.27    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     33506 | NS      | $8190206.64   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                          | Jones Deslauriers Insurance Management Inc                                        | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $57936.40     | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       186 | NS      | $273868.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                       | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9886.85      | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                              | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94473.67     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                             | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     62857 | NS      | $17121092.08  | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                          | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $107228.15    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                              | Kioxia Holdings Corp                                                              | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203225.79    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                | Kohl's Corp                                                                       | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    249000 | PA      | $187407.04    | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                | KraneShares CSI China Internet ETF                                                | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |     52473 | NS      | $1491807.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                             | Bath & Body Works Inc                                                             | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109311.77    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                             | Bath & Body Works Inc                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84791.45     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                     | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43579.68     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97310.64     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103874.50    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $98792.67     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $124047.12    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                           | Heidelberg Materials AG                                                           | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      7304 | NS      | $1541410.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     13730 | NS      | $2933551.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                  | Lamar Media Corp                                                                  | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $100784.80    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                          | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57319.38     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                          | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95204.68     | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | Estee Lauder Cos Inc/The                                                          | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      8128 | NS      | $583346.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                          | Hermes International SCA                                                          | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      4637 | NS      | $8784105.01   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| LESSEN INC                                        | LESSEN INC                                                                        | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1909581 | PA      | $1434477.25   | 0.10%             | 2028-01-05      | Variable      | 12.44%                | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    208000 | PA      | $211810.80    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                             | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104341.17    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                              | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    142000 | PA      | $150166.70    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                              | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75282.90     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                               | Lightning Power LLC                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119539.94    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     31572 | NS      | $29038978.44  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                    | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2404692.10   | 0.17%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                          | Starz Capital Holdings 1 Inc                                                      | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1074392.50   | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                            | Lionsgate Studios Corp                                                            | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     66792 | NS      | $640535.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117591.64    | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                     | Live Nation Entertainment Inc                                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     35435 | NS      | $5404191.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99378.43     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       128 | NS      | $30243.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                        | MFA 2022-CHM1 Trust                                                               | CUSIP: 552758AB0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3553056.80   | 0.25%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                     | MHC Commercial Mortgage Trust 2021-MHC                                            | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810400 | PA      | $809893.51    | 0.06%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                   | Madison IAQ LLC                                                                   | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195318.68    | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    134000 | PA      | $118590.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                      | Magnera Corp                                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    121000 | PA      | $111997.60    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority  | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                        | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $342626.83    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                         | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     53836 | NS      | $5198930.11   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2021-B                                             | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $441066.75    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                    | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89378.81     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     81570 | NS      | $14148316.50  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                        | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     10861 | NS      | $2646110.10   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     33100 | NS      | $16538746.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                       | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298747.53    | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                                | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93905.40     | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                             | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    282000 | PA      | $262025.32    | 0.02%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     19547 | NS      | $6075012.13   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203757.40    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     19433 | NS      | $16816540.88  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                          | Medline Borrower LP/Medline Co-Issuer Inc                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $273087.41    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                  | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       191 | NS      | $330242.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     45971 | NS      | $5529851.59   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                     | Methanex Corp                                                                     | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $158010.29    | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                                              | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94428.92     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     88845 | NS      | $32887753.65  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                    | Microsoft Corp                                                                    | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $2003879.84   | 0.14%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     50033 | NS      | $16903148.72  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                           | Stagwell Global LLC                                                               | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136143.49    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     88461 | NS      | $6459147.25   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                         | Mill City Solar Loan 2019-1 Ltd                                                   | CUSIP: 59982WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    920097 | PA      | $717854.41    | 0.05%             | 2043-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                         | Mill City Solar Loan 2019-1 Ltd                                                   | CUSIP: 59982WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1423299 | PA      | $1016409.55   | 0.07%             | 2043-03-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    167000 | PA      | $169132.45    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                             | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    261000 | PA      | $266720.97    | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                           | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95775.32     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                        | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2040000 | PA      | $1962631.98   | 0.14%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                             | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104432.01    | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                             | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182857.59    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                       | MongoDB Inc                                                                       | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      7204 | NS      | $1763323.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                           | Mahindra & Mahindra Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |     68958 | NS      | $2162974.92   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2321308.28   | 0.16%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                    | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    119000 | PA      | $103046.67    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                            | Mosaic Solar Loan Trust 2018-2-GS                                                 | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239848 | PA      | $212817.86    | 0.01%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111246.61    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                    | NCR Voyix Corp                                                                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31563.09     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                      | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $140551.61    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    107000 | PA      | $106188.16    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                      | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    153000 | PA      | $148461.78    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2271 | NS      | $331883.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99005.75     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                    | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67222.15     | 0.00%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    278000 | PA      | $277584.39    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                   | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    412000 | PA      | $441022.25    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                              | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    183000 | PA      | $184648.46    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                              | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121279.88    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                       | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     66739 | NS      | $6416954.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 46 Ltd                                         | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249941.53    | 0.02%             | 2037-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                      | SK hynix Inc                                                                      | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2933 | NS      | $1664080.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2022-SFR1                                     | CUSIP: 64831KAN6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2946198.30   | 0.20%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                 | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86871.48     | 0.01%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95991.46     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                                | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    215933 | NS      | $20055857.04  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                                                 | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111946.73    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |    561333 | NS      | $7674168.34   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                    | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    446000 | PA      | $416982.46    | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181572.58    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                    | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101558.97    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                          | Northern States Power Co/MN                                                       | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $792328.41    | 0.05%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81081.97     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                               | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $207682.80    | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $20057.79     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                               | NOVA Chemicals Corp                                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $55040.86     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97077.50     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97841.09     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    333123 | NS      | $58096651.20  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                        | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     63202 | NS      | $7392187.66   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                              | OI European Group BV                                                              | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93318.24     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195340.56    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                              | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     26000 | PA      | $25414.45     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                              | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93992.52     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                              | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    202000 | PA      | $202439.96    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                    | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $142984.70    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                     | Open Text Holdings Inc                                                            | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85339.09     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     20484 | NS      | $3013401.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                         | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     57000 | NS      | $3296567.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                          | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96400.04     | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | Owens-Brockway Glass Container Inc                                                | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107251.56    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    218000 | PA      | $219398.34    | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $220738.98    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer  | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $122408.63    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer  | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     71000 | PA      | $71869.32     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                           | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92103.32     | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      7214 | NS      | $6458261.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                   | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139123.38    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                   | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93583.84     | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     17355 | NS      | $2695057.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER HOL                                     | Perimeter Holdings LLC                                                            | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98075.04     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                      | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $180548.43    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                      | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     90000 | PA      | $82118.78     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC / PetSmart Finance Corp                                              | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249425.80    | 0.02%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                               | EssilorLuxottica SA                                                               | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     26657 | NS      | $6211750.87   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                  | Pitney Bowes Inc                                                                  | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1069586.39   | 0.07%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53547.97     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20688.00     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    313000 | PA      | $306527.44    | 0.02%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                          | Prime Security Services Borrower LLC / Prime Finance Inc                          | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $71047.99     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp/The                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     48425 | NS      | $9599772.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR3 Trust                                              | CUSIP: 74331UAJ7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2686126.86   | 0.19%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR9 Trust                                              | CUSIP: 74333QAN5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2327579.04   | 0.16%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR10 Trust                                             | CUSIP: 74333WAN2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2486792 | PA      | $2434721.29   | 0.17%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR11 Trust                                             | CUSIP: 74333XAQ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2896691.10   | 0.20%             | 2039-01-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR1 Trust                                              | CUSIP: 74333YAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1936754.60   | 0.13%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR1 Trust                                              | CUSIP: 74333YAQ1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1952135.40   | 0.13%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                             | Unique Pub Finance Co PLC/The                                                     | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |    272145 | PA      | $369916.44    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                       | PUERTO RICO CMWLTH                                                                | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4013428 | PA      | $2448190.98   | 0.17%             | 2051-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                             | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84935.51     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131578.84    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365041.08    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                        | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $96939.60     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                              | RLJ Lodging Trust LP                                                              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    180000 | PA      | $179122.03    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RH                                                | RH                                                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       750 | NS      | $104865.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RMF Buyout Issuance Trust                         | RMF Buyout Issuance Trust 2021-HB1                                                | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3325203.00   | 0.23%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                 | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198343.74    | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                         | Regatta XXIV Funding Ltd                                                          | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245134.25    | 0.02%             | 2038-01-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| RESORT CMNTYS LOANCO LP                           | RESORT CMNTYS LOANCO LP                                                           | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4777011 | PA      | $4702489.63   | 0.32%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| RINGCENTRAL INC                                   | RingCentral Inc                                                                   | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1166489.59   | 0.08%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                            | Ritchie Bros Holdings Inc                                                         | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62767.06     | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                       | ROBLOX Corp                                                                       | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119352.42    | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161719.04    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                    | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $207307.36    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                    | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51536.65     | 0.00%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                               | Rocket Software Inc                                                               | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67897.88     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5219 | NS      | $1872994.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                         | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19755.55     | 0.00%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                         | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100393.90    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $114608.26    | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc                                                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       509 | NS      | $110264.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                                | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84999.36     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                           | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    214000 | PA      | $211822.61    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                            | SCIH Salt Holdings Inc                                                            | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $111711.04    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                          | SLM Corp                                                                          | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40622.06     | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                  | SPDR Gold Shares                                                                  | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |     40297 | NS      | $17339396.13  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF        | State Street SPDR S&P Regional Banking ETF                                        | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |     17671 | NS      | $1151265.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR S&P Biotech ETF                 | State Street SPDR S&P Biotech ETF                                                 | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |     40000 | NS      | $5109200.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR S&P Homebuilders ETF            | State Street SPDR S&P Homebuilders ETF                                            | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             | EC               | RF                | US        |      4200 | NS      | $414624.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SV RNO PROPERTY OWNER 1                           | SV RNO Property Owner 1 LLC                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192756.05    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                    | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    339000 | PA      | $289589.06    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                    | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    418000 | PA      | $351327.30    | 0.02%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                          | Sabre Financial Borrower LLC                                                      | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $557711.04    | 0.04%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                           | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     55000 | PA      | $55904.20     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                 | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    553000 | PA      | $580753.96    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                                | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80744.15     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                          | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75550.34     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                     | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85129.00     | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                     | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73521.06     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     61000 | PA      | $60459.43     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                    | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      8035 | NS      | $840059.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                  | ServiceTitan Inc                                                                  | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11422 | NS      | $724840.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $82600.98     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82884.14     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    212000 | PA      | $204635.31    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90791.87     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                             | Six Flags Entertainment Corp                                                      | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68359.88     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                          | Snap Inc                                                                          | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122273.94    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146920.29    | 0.01%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                              | Sonic Automotive Inc                                                              | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94782.95     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                         | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    237000 | PA      | $239164.05    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                     | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94283.54     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157081.17    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                        | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    112000 | PA      | $105567.27    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                    | Starbucks Corp                                                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      2106 | NS      | $188676.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                       | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     99000 | PA      | $98392.90     | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                       | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    107000 | PA      | $108520.90    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                          | Starz Entertainment Corp                                                          | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      1506 | NS      | $17319.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                                                | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2926423.63   | 0.20%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                            | Stena International SA                                                            | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202105.80    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STEM INC                                          | Stem Inc                                                                          | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    275000 | PA      | $112594.61    | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                          | Stonex Escrow Issuer LLC                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $117232.73    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                       | Stratus CLO 2021-1 Ltd                                                            | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $0.13         | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                      | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     30804 | NS      | $10121886.36  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                    | SUMIT 2022-BVUE Mortgage Trust                                                    | CUSIP: 865592AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $542506.38    | 0.04%             | 2041-02-12      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                      | Synopsys Inc                                                                      | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       642 | NS      | $254540.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49026.31     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     35818 | NS      | $5720134.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2732976.92   | 0.19%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2112687.99   | 0.15%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                  | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1165185.05   | 0.08%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                         | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    124157 | NS      | $41958858.15  | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                              | Targa Resources Corp                                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     12225 | NS      | $3065174.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233601.84    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                            | Telecom Italia Capital SA                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     78000 | PA      | $86867.59     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                      | Teleflex Inc                                                                      | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    114000 | PA      | $110853.83    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                        | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $178380.93    | 0.01%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                             | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103068.96    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72167.36     | 0.00%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                             | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127024.30    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106689.21    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                             | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108985.44    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                       | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    208000 | PA      | $207260.21    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                        | Terex Corp                                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100651.82    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     26715 | NS      | $9931301.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                    | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    218000 | PA      | $215891.94    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12784 | NS      | $6283719.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                          | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108288.30    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                 | Toll Brothers Inc                                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2037 | NS      | $277989.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                     | TopBuild Corp                                                                     | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       214 | NS      | $75178.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                     | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92158.10     | 0.01%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    258000 | PA      | $261132.12    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325129.14    | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101866.30    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                     | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171082.95    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49642.15     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                                | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1365376.24   | 0.09%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                                | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    887000 | PA      | $880063.48    | 0.06%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2022-SFR1 Trust                                                | CUSIP: 89616QAF8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1190254.68   | 0.08%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                      | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $216541.80    | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UKG INC                                           | UKG Inc                                                                           | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    191000 | PA      | $186667.25    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                      | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97369.54     | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                      | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102205.60    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAPIDSOS SERIES C 1 EQUITY                        | RAPIDSOS SERIES C 1 EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1707127 | NS      | $1809554.62   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                          | LESSEN HOLDINGS INC PREF                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24168 | NS      | $0.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                       | HNG HOSPITALITY OFFSHORE LP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2660000 | NS      | $1596000.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRIGHT MACHINES SERIES C 1                        | BRIGHT MACHINES SERIES C 1                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    985055 | NS      | $78804.42     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BRIGHT MACHINES SERIES C                          | BRIGHT MACHINES SERIES C                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    472895 | NS      | $99307.95     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEWIRE EQUITY                                   | FREEWIRE EQUITY                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RAPIDSOS WARRANTS                                 | RAPIDSOS WARRANTS                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    946544 | NS      | $993871.20    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTBAY 4A2 NOTES                                 | WESTBAY 4A2 NOTES                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9276000 | PA      | $9160050.00   | 0.63%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                                | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $552183.20    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $116567.74    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     31890 | NS      | $2293847.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                   | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       341 | NS      | $178244.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                                | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     38783 | NS      | $9409531.46   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | United Airlines Holdings Inc                                                      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     29023 | NS      | $2672147.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                          | United Airlines Holdings Inc                                                      | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    197000 | PA      | $192682.09    | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                  | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158096.88    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    241000 | PA      | $220872.45    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167541.51    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                     | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45273.67     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10008 | NS      | $2708064.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                   | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $132308.35    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97991.98     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                      | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232127.28    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                      | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22673.53     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                    | VOC Escrow Ltd                                                                    | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    103000 | PA      | $102575.91    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                           | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $171439.20    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                  | Vail Resorts Inc                                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101127.00    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust            | Velocity Commercial Capital Loan Trust 2021-4                                     | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2076304 | PA      | $1693244.88   | 0.12%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                        | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    461000 | PA      | $455301.14    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                              | Verifone Systems Inc 2025 Term Loan                                               | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |   1728832 | PA      | $1623373.41   | 0.11%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                           | Versant Media Group Inc                                                           | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75731.67     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8998 | NS      | $4017966.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co                                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      3681 | NS      | $922384.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                          | TK Elevator US Newco Inc                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199477.20    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                        | Viasat Inc                                                                        | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208581.43    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                  | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    123000 | PA      | $82410.00     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                  | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $40880.00     | 0.00%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                                | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105494.50    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                             | Virgin Media O2 Vendor Financing Notes VI DAC                                     | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $174764.38    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                  | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177369.72    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                                | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $60684.84     | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                                | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $173909.26    | 0.01%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                            | Vmed O2 UK Financing I PLC                                                        | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178689.06    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78493.48     | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2019-3 Ltd                                                               | CUSIP: 92918FAG9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250498.30    | 0.02%             | 2032-10-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150541.03    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                             | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    166000 | PA      | $161215.05    | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    158185 | NS      | $19659231.80  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                         | BlackRock Liquidity Funds: T-Fund, Institutional Shares                           | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  38998410 | NS      | $38998409.52  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139059.59    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| FLYR SECURED NOTES WTS                            | FLYR SECURED NOTES WTS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111543 | PA      | $67581.84     | 0.00%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                              | OCEANA A NOTE 4 YEAR                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   4206000 | PA      | $2949231.95   | 0.20%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| PROJECT MONTELENA                                 | PROJECT MONTELENA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   3631840 | PA      | $3405726.14   | 0.24%             | 2030-06-20      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| EIS Group Inc                                     | EIS Group Inc Term Loan                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3406310 | PA      | $3087138.75   | 0.21%             | 2028-07-10      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| Hydrofarm Holdings LLC                            | Hydrofarm Holdings LLC 2021 Term Loan                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1036865 | PA      | $518432.26    | 0.04%             | 2028-10-25      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| AMF MF Portfolio                                  | AMF MF Portfolio Term Loan                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2720116 | PA      | $2825521.70   | 0.20%             | 2028-11-01      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| WAYFAIR LLC                                       | Wayfair LLC                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    301000 | PA      | $313382.24    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEYA SERVICES LTD                                 | TEYA SERVICES LTD                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       566 | NS      | $128085.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SONDER HOLDINGS CLS A LEGENDED                    | SONDER HOLDINGS CLS A LEGENDED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15727 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volta Trucks                                      | Volta Trucks                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2492 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CLARIFY HEALTH                                    | CLARIFY HEALTH                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    318926 | NS      | $762233.14    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                       | CAP HILL BRANDS PREF EQUITY                                                       | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |   1088268 | NS      | $10.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIVEN SERIES D PREFERRED                          | AIVEN SERIES D PREFERRED                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | FI        |     35053 | NS      | $1742134.10   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| DEEP INSTINCT LTD                                 | DEEP INSTINCT LTD                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     36915 | NS      | $369.15       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                | VERSA NETWORKS INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    195273 | NS      | $769375.62    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                | VERSA NETWORKS INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1584337 | NS      | $8476202.95   | 0.59%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EIS Group Inc                                     | EIS Group Inc Revolver                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340631 | PA      | $308713.88    | 0.02%             | 2028-07-10      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC           | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4536875 | PA      | $4525532.80   | 0.31%             | 2028-07-31      | Floating      | 13.56%                | No            |                  3 | On Loan: No      |
| Promontoria Beech Designated Activity Co          | Promontoria Beech Designated Activity Co EUR Term Loan                            | CUSIP: 000000000<br>LEI: 54930082UZ8R6QVSNJ70 | Long             | LON              | CORP              | IE        |    680972 | PA      | $787101.50    | 0.05%             | 2027-05-17      | Floating      | 5.69%                 | No            |                  3 | On Loan: No      |
| VOLATO GROUP INC                                  | VOLATO GROUP INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     41409 | NS      | $331.27       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      5799 | NS      | $461658.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77419.92     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                            | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104844.63    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                              | OCEANA A NOTE 3 YEAR                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2524000 | PA      | $1750141.44   | 0.12%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| SCREAMING EAGLE ACQUISITION CORP                  | SCREAMING EAGLE ACQUISITION CORP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115000 | NS      | $1091415.55   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                    | DAVIDSON HOMES PREF EQIUTY/PFD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7258 | NS      | $8004267.56   | 0.55%             |  |  |  | No            |                  3 | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                     | COREWEAVE CONVERTIBLE PREF EQ                                                     | CUSIP: 000000000<br>LEI: 984500511DP2B6186053 | Long             | EP               | CORP              | US        |   1594000 | NS      | $1514300.00   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                           | DAVIDSON HOMES WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     50374 | NS      | $34254.32     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DF RESIDENTIAL III EQUITY                         | DF RESIDENTIAL III EQUITY                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2270079 | NS      | $2497087.04   | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                          | OCEANA A 4YR NOTE UPSIZE                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   3541000 | PA      | $2409642.95   | 0.17%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                       | SONDER WARRANTS DEC 30 2029                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     15626 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                          | SOURCE GLOBAL PBC COMMON                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4243 | NS      | $339.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEEP INSTINCT ORDINARY                            | DEEP INSTINCT ORDINARY                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52360 | NS      | $3141.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS 5 YR                              | SONDER WARRANTS 5 YR                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    155888 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LESSEN HLDS SERIES BX                             | LESSEN HLDS SERIES BX                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    456729 | NS      | $4.57         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                    | SONDER 1L PIK NOTES 7 12/10/27                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6532842 | PA      | $0.65         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RSA SECURITY COMMON                               | RSA SECURITY COMMON                                                               | CUSIP: 000000000<br>LEI: DDXF51QWGHQV97O29E54 | Long             | EC               | CORP              | US        |      1707 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                      | VERITAS SERIES G 1 PREFERRED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       672 | NS      | $12768.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock Funds III                               | BlackRock Cash Funds: Institutional, SL Agency Shares                             | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   2780553 | NS      | $2781108.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97637.64     | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94742.85     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                    | VERITAS SERIES G PREFERRED STO                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       973 | NS      | $18487.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                             | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165844.02    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                | Uniti Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    286000 | PA      | $297340.37    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                     | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $5705.00      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                     | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      3000 | PA      | $4278.75      | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                     | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      4800 | PA      | $3804.00      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                     | Wolfspeed Inc                                                                     | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        31 | NS      | $505.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                               | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148125.50    | 0.01%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                           | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97984.52     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110533.61    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                        | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1311750.00   | 0.09%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                        | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $58115.00     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                               | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                       | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    122518 | PA      | $77186.38     | 0.01%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                         | Xylem Inc/NY                                                                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2700505.38   | 0.19%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                   | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98331.72     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                   | Yum! Brands Inc                                                                   | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78520.75     | 0.01%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                      | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152145.45    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                      | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443682.95    | 0.03%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147347.28    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings Inc                                                           | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112337.82    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                  | Ziggo Bond Co BV                                                                  | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $463365.90    | 0.03%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERGE COMMON EQ                                   | VERGE COMMON EQ                                                                   | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |    317866 | NS      | $50858.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ANTHROPIC PBC                                     | ANTHROPIC PBC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4922 | NS      | $1275469.36   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLYR SERIES D X PREF EQ                           | FLYR SERIES D X PREF EQ                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    392187 | NS      | $3.92         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FLYR SERIES D X WRNT 12/31/49                     | FLYR SERIES D X WRNT 12/31/49                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      5576 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZEITVIEW SERIES E 3 PREF EQ                       | ZEITVIEW SERIES E 3 PREF EQ                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    977080 | NS      | $991335.60    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW KLEO HOLDCO                                   | NEW KLEO HOLDCO                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     33634 | NS      | $50538.63     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ANTHROPIC SERIES G                                | ANTHROPIC SERIES G                                                                | CUSIP: 000000000<br>LEI: 984500B6DEB8CEBC4Z70 | Long             | EC               | CORP              | US        |      2921 | NS      | $756937.43    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| RSA SECURITY PREF A                               | RSA SECURITY PREF A                                                               | CUSIP: 000000000<br>LEI: DDXF51QWGHQV97O29E54 | Long             | EC               | CORP              | US        |     23461 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RSA SECURITY PREF B                               | RSA SECURITY PREF B                                                               | CUSIP: 000000000<br>LEI: DDXF51QWGHQV97O29E54 | Long             | EC               | CORP              | US        |     70382 | NS      | $0.70         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                   | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     22581 | NS      | $30027220.16  | 2.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                     | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      3209 | NS      | $186792.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                          | gategroup Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $338908.22    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                  | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $341518.88    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $262727.28    | 0.02%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                             | Global Switch Finance BV                                                          | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    224000 | PA      | $238644.52    | 0.02%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                      | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $234352.33    | 0.02%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                 | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $224145.71    | 0.02%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                       | Cedacri SpA                                                                       | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |    102000 | PA      | $114197.79    | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                        | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $183030.53    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $108830.45    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRANICKS GROUP AG                                 | BRANICKS Group AG                                                                 | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $63717.40     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                | Lune Holdings Sarl                                                                | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |    315000 | PA      | $7779.76      | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                          | Bayer AG                                                                          | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $345061.31    | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                   | Engineering - Ingegneria Informatica - SpA                                        | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    156000 | PA      | $182854.49    | 0.01%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                 | Motion Finco Sarl                                                                 | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    104000 | PA      | $103808.24    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    256223 | PA      | $295732.55    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     75251 | PA      | $86865.55     | 0.01%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                  | Mobico Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    306000 | PA      | $273800.16    | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                | Pinnacle Bidco PLC                                                                | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $248442.37    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                           | INEOS Quattro Finance 2 Plc                                                       | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $169975.11    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                         | Loxam SAS                                                                         | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    595800 | PA      | $706491.68    | 0.05%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                 | INEOS Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    393000 | PA      | $427658.61    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                    | Goldstory SAS                                                                     | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |    328000 | PA      | $370634.72    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                          | Kronos International Inc                                                          | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198596.28    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                                | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1052000 | PA      | $1207566.40   | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                         | Forvia SE                                                                         | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $411984.18    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                              | Heathrow Finance PLC                                                              | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $380681.81    | 0.03%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                          | Aston Martin Capital Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    296000 | PA      | $300656.37    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                            | Vmed O2 UK Financing I PLC                                                        | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    469000 | PA      | $496597.42    | 0.03%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                            | CD&R Firefly Bidco PLC                                                            | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $134559.68    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                               | New Immo Holding SA                                                               | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115798.75    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                            | IMA Industria Macchine Automatiche SpA                                            | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    411000 | PA      | $475110.88    | 0.03%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                               | Boels Topholding BV                                                               | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $389037.37    | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                        | Mahle GmbH                                                                        | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |    499000 | PA      | $583193.90    | 0.04%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                        | Grifols SA                                                                        | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119548.41    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                  | Multiversity SpA                                                                  | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |    137000 | PA      | $158416.96    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                  | Multiversity SpA                                                                  | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |    125000 | PA      | $143875.07    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                     | Fedrigoni SpA                                                                     | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    410000 | PA      | $436594.32    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                   | Fiber Midco Spa                                                                   | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |    230504 | PA      | $192726.81    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                      | Centrica PLC                                                                      | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $670089.28    | 0.05%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                | Bertrand Franchise Finance SAS                                                    | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |    137000 | PA      | $153774.81    | 0.01%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                           | A2A SpA                                                                           | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $233210.34    | 0.02%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                | PrestigeBidCo GmbH                                                                | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    242000 | PA      | $279364.88    | 0.02%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | Commerzbank AG                                                                    | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $250735.35    | 0.02%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                     | RCI Banque SA                                                                     | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $585768.06    | 0.04%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tikehau                                           | Tikehau CLO XII DAC                                                               | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |    380000 | PA      | $437027.28    | 0.03%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    357000 | PA      | $391473.76    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    182000 | PA      | $211180.98    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                   | Amber Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $237221.80    | 0.02%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                | AB Carval Euro CLO II-C DAC                                                       | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |    270000 | PA      | $313639.83    | 0.02%             | 2037-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                | Zegona Finance PLC                                                                | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    759700 | PA      | $911311.13    | 0.06%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                      | Rossini Sarl                                                                      | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    149000 | PA      | $177002.55    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                      | Rossini Sarl                                                                      | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     89945 | PA      | $104239.91    | 0.01%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC    | Palmer Square European Loan Funding 2024-2 DAC                                    | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |    270000 | PA      | $312374.04    | 0.02%             | 2034-05-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                      | Afflelou SAS                                                                      | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    199000 | PA      | $233847.25    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                 | Stonegate Pub Co Financing 2019 PLC                                               | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $141334.42    | 0.01%             | 2029-07-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                 | Stonegate Pub Co Financing 2019 PLC                                               | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $203127.51    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios Clo III DAC                                                             | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |    470000 | PA      | $540533.68    | 0.04%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $306367.80    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $583256.61    | 0.04%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                          | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236391.00    | 0.02%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                 | Bubbles Bidco SPA                                                                 | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |    241000 | PA      | $278383.61    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                 | Bubbles Bidco SPA                                                                 | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |    135000 | PA      | $156097.72    | 0.01%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus CLO II DAC                                                               | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |    238000 | PA      | $272527.36    | 0.02%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                        | Arbour CLO VI DAC                                                                 | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $343468.52    | 0.02%             | 2037-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                  | Capital Four CLO VIII DAC                                                         | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |    350000 | PA      | $400939.01    | 0.03%             | 2037-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                   | OEG Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $345247.41    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                              | Dynamo Newco II GmbH                                                              | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    121000 | PA      | $124035.51    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                    | Jubilee CLO 2024-XXIX DAC                                                         | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |    370000 | PA      | $420992.84    | 0.03%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                    | Edge Finco PLC                                                                    | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    203000 | PA      | $277165.58    | 0.02%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                              | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $302111.15    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    104000 | PA      | $118412.72    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC    | Palmer Square European Loan Funding 2024-3 DAC                                    | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |    220000 | PA      | $254693.63    | 0.02%             | 2034-05-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley CLO XII DAC                                                                | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |    220000 | PA      | $252873.87    | 0.02%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                              | Fressnapf Holding SE                                                              | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |    138000 | PA      | $155916.24    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                          | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    202000 | PA      | $225689.33    | 0.02%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European Clo IV DAC                                                         | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |    430000 | PA      | $497738.21    | 0.03%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego CLO XI DAC                                                                | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |    220000 | PA      | $250070.95    | 0.02%             | 2038-11-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                | Victory Street CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |    320000 | PA      | $369380.18    | 0.03%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                        | BPER Banca SPA                                                                    | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $232175.40    | 0.02%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                  | TUI Cruises GmbH                                                                  | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    108000 | PA      | $121516.00    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                  | Gruenenthal GmbH                                                                  | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    214000 | PA      | $242398.22    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego CLO VII DAC                                                               | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |    290000 | PA      | $327587.34    | 0.02%             | 2038-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                             | Virgin Media O2 Vendor Financing Notes V DAC                                      | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |    364000 | PA      | $426777.68    | 0.03%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XVIII DAC                                                               | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |    170000 | PA      | $193613.96    | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                             | Deutsche Lufthansa AG                                                             | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $226335.12    | 0.02%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                           | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    225000 | PA      | $257662.43    | 0.02%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                      | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235193.10    | 0.02%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                              | Adler Financing Sarl                                                              | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |    401922 | PA      | $513674.32    | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    204000 | PA      | $232047.99    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                     | SGL Group ApS                                                                     | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |    148000 | PA      | $157233.74    | 0.01%             | 2031-02-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium Clo XIII DAC                                                               | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |    160000 | PA      | $180671.23    | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                           | Summer BC Holdco B SARL                                                           | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    201000 | PA      | $199838.03    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                           | Summer BC Holdco B SARL                                                           | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    131000 | PA      | $131567.60    | 0.01%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                        | Fidelity Grand Harbour Clo 2023-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $336308.20    | 0.02%             | 2038-02-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                               | Henley Clo Xi DAC                                                                 | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |    330000 | PA      | $368083.90    | 0.03%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European CLO V DAC                                                          | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |    230000 | PA      | $260126.47    | 0.02%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                   | Contego Clo V DAC                                                                 | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |    230000 | PA      | $263718.87    | 0.02%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                 | TAG Immobilien AG                                                                 | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118795.97    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            |                  1 | On Loan: No      |
| RCI BANQUE SA                                     | RCI Banque SA                                                                     | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $223755.16    | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-1 DAC                                              | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |    290000 | PA      | $332797.23    | 0.02%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                   | Arcano Euro CLO I DAC                                                             | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |    350000 | PA      | $403772.43    | 0.03%             | 2039-04-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                  | alstria Sarl                                                                      | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114447.39    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC            | CVC Cordatus Opportunity Loan Fund-R DAC                                          | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $795664.90    | 0.05%             | 2033-08-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                   | Texas Debt Capital Euro CLO 2025-I DAC                                            | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |    350000 | PA      | $402012.65    | 0.03%             | 2039-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                            | Iberdrola Finanzas SA                                                             | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $133576.79    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $235091.61    | 0.02%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                     | Schaeffler AG                                                                     | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116853.85    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                     | Schaeffler AG                                                                     | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114232.31    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                          | Itelyum Regeneration Spa                                                          | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114012.26    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                               | Citycon Treasury BV                                                               | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106490.49    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                   | Ocado Group PLC                                                                   | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    146000 | PA      | $192675.39    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $443501.87    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd            | Contemporary Amperex Technology Co Ltd                                            | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      6144 | NS      | $489726.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                               | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115358.85    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                               | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115527.81    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                      | Prysmian SpA                                                                      | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117351.94    | 0.01%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    186000 | PA      | $215462.64    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                    | Air France-KLM                                                                    | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $224924.25    | 0.02%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                     | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    261000 | PA      | $296944.35    | 0.02%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF Europe Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117905.11    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                              | Mehilainen Yhtiot Oy                                                              | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    162000 | PA      | $186595.66    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                    | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $106679.15    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                    | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    125000 | PA      | $135807.48    | 0.01%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                           | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $115587.84    | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                         | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $278789.28    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                            | Darling Global Finance BV                                                         | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $241530.18    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                      | Luna 2 5SARL                                                                      | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113690.18    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                           | Garfunkelux Holdco 3 SA                                                           | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    485252 | PA      | $563663.77    | 0.04%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                               | Dolcetto Holdco SpA                                                               | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    166000 | PA      | $190584.22    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                               | Dolcetto Holdco SpA                                                               | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $115476.55    | 0.01%             | 2032-07-14      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                  | Maxam Prill Sarl                                                                  | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    456000 | PA      | $520877.15    | 0.04%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                       | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    137000 | PA      | $151873.61    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                   | Arcano Euro Clo II DAC                                                            | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |    160000 | PA      | $184032.53    | 0.01%             | 2039-07-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                             | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $545056.75    | 0.04%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $255070.46    | 0.02%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $303986.39    | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO V DAC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    180000 | PA      | $207475.92    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                               | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    231000 | PA      | $264301.76    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                     | Heimstaden AB                                                                     | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    107000 | PA      | $120628.61    | 0.01%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                            | Froneri Lux FinCo SARL                                                            | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    306000 | PA      | $334104.93    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                | Intrum Investments And Financing AB                                               | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    216196 | PA      | $248421.34    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                          | Alexandrite Lake Lux Holdings Sarl                                                | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |    303000 | PA      | $342342.61    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO VII DAC                                                                | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |    110000 | PA      | $125045.53    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO                               | Signal Harmonic CLO I DAC                                                         | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-CBDO         | CORP              | IE        |    190000 | PA      | $216527.27    | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                           | Unibail-Rodamco-Westfield SE                                                      | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    200000 | PA      | $228673.25    | 0.02%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                 | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    296000 | PA      | $318358.99    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                           | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    358000 | PA      | $381481.43    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                             | Schneider Electric SE                                                             | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $459338.62    | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| Hambridge Euro CLO DAC                            | Hambridge Euro Clo 1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |    210000 | PA      | $242038.67    | 0.02%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                           | Veolia Environnement SA                                                           | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112117.47    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                 | INEOS Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    201000 | PA      | $211180.11    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                     | Deepocean Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117555.83    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                          | PRA Group Europe Holding II Sarl                                                  | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109319.85    | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                     | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    246000 | PA      | $273308.73    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                          | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112039.80    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                          | ION Platform Finance SARL                                                         | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92204.10     | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                          | ION Platform Finance SARL                                                         | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    128000 | PA      | $122616.21    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                          | Nidda Healthcare Holding GmbH                                                     | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    214000 | PA      | $245383.12    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                          | ION Platform Finance SARL                                                         | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    292000 | PA      | $313562.15    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                  | alstria Sarl                                                                      | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $220535.97    | 0.02%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                             | CIFC European Funding CLO II DAC                                                  | CUSIP: 000000000<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |    210000 | PA      | $240897.14    | 0.02%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO Designated Activity Company | Silver Point Euro Clo 1 DAC                                                       | CUSIP: 000000000<br>LEI: 254900E59SU5T0V8CI79 | Long             | ABS-CBDO         | CORP              | IE        |    110000 | PA      | $126209.87    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                           | Aroundtown Finance Sarl                                                           | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |    621000 | PA      | $653157.18    | 0.05%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-3 DAC                                              | CUSIP: 000000000<br>LEI: 6354009EFUWKAOBABO62 | Long             | ABS-CBDO         | CORP              | IE        |    160000 | PA      | $184273.47    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                | Victory Street Clo II DAC                                                         | CUSIP: 000000000<br>LEI: 635400ZBAAJJTSW7YN78 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $286637.39    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FR BONDCO SAS                                     | FR Bondco SAS                                                                     | CUSIP: 000000000<br>LEI: 9695005XHXDZWSFICJ23 | Long             | DBT              | CORP              | FR        |    113000 | PA      | $124323.39    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                   | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    418000 | PA      | $396685.88    | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                 | King US Bidco Inc                                                                 | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $209333.57    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                       | Deuce Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    128000 | PA      | $147589.13    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    308000 | PA      | $332730.29    | 0.02%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO                                      | Elm Park CLO DAC                                                                  | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $114322.85    | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                | Vivion Investments Sarl                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193456.67    | 0.01%             | 2031-03-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $227991.46    | 0.02%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                   | Duomo Bidco SpA                                                                   | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    183000 | PA      | $208045.76    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                          | Biffa Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    115000 | PA      | $128587.35    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                          | Biffa Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $129248.59    | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                          | Telefonica Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $111643.36    | 0.01%             | 2031-01-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                          | Telefonica Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $219587.20    | 0.02%             | 2034-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                      | Providus Clo XIV DAC                                                              | CUSIP: 000000000<br>LEI: 635400RHQLITOVVAUF62 | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $112318.90    | 0.01%             | 2040-04-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                         | CIFC European Funding CLO III DAC                                                 | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $112685.59    | 0.01%             | 2039-01-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| MKS INC                                           | MKS Inc                                                                           | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    381000 | PA      | $420741.21    | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                            | FIS Fabbrica Italiana Sintetici SpA                                               | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113322.94    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                           | Italmatch Chemicals SpA                                                           | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $111459.69    | 0.01%             | 2031-02-05      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                              | Kleopatra Finco Sarl                                                              | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    335474 | PA      | $343373.94    | 0.02%             | 2031-01-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                    | Penta CLO 17 DAC                                                                  | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |    170000 | PA      | $188146.37    | 0.01%             | 2039-02-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NEWBRIDGE PARK CLO                                | Newbridge Park CLO DAC                                                            | CUSIP: 000000000<br>LEI: 635400MHBRLQFZ1CYD71 | Long             | ABS-CBDO         | CORP              | IE        |    210000 | PA      | $238425.70    | 0.02%             | 2040-04-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF Europe Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109047.39    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                  | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     10886 | NS      | $4344502.91   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                     | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $299631.06    | 0.02%             | 2033-12-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                     | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $316225.34    | 0.02%             | 2032-06-16      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                     | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $330973.08    | 0.02%             | 2031-03-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                           | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    348000 | PA      | $410846.48    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR FUT DEC27                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        44 | NC      | $-10992.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | S+P500 EMINI FUT JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -31 | NC      | $78882.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | NIKKEI 225 (OSE) JUN26                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        28 | NC      | $-240361.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX 50 JUN26                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        74 | NC      | $-198545.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                   | KOSPI2 INX FUT JUN26                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |        54 | NC      | $-694486.33   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR FUT DEC28                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        44 | NC      | $2218.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | NASDAQ 100 E-MINI JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        58 | NC      | $-1134635.27  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | E-MINI RUSS 2000 JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        73 | NC      | $-32897.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-69877.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-121200.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       169 | NC      | $-339357.15   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       118 | NC      | $-349271.07   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-OAT FUTURE JUN26                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -19 | NC      | $64894.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BTP FUTURE JUN26                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        24 | NC      | $-104333.61   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT JUN26                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        29 | NC      | $-30027.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | SHORT EURO-BTP FU JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        58 | NC      | $-65527.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        37 | NC      | $-124927.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -63 | NC      | $246631.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -476 | NC      | $940935.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT JUN26                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        27 | NC      | $-19629.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX BANK JUN26                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       276 | NC      | $-106973.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -246 | NC      | $-70382.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1168 | NC      | $-1141947.81  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | LONG GILT FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        40 | NC      | $-263976.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -396 | NC      | $852346.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       759 | NC      | $142397.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P 500 ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -84 | NC      | $-132062.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -108 | NC      | $-44550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-33207.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-25560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -46 | NC      | $-16560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -949 | NC      | $-17225.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       949 | NC      | $32141.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -233 | NC      | $-39144.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       233 | NC      | $2097.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P 500 ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-79031.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APOLLO GLOBAL MANAGEMENT INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -238 | NC      | $-165410.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       186 | NC      | $33015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -186 | NC      | $-233895.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -373 | NC      | $-8952.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -373 | NC      | $-108729.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       373 | NC      | $31891.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UBER TECHNOLOGIES INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -104 | NC      | $-9984.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BOSTON SCIENTIFIC CORP                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -99 | NC      | $-47025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APOLLO GLOBAL MANAGEMENT INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-30090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HOME DEPOT INC/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-23150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GENERAL ELECTRIC CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-19695.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-25545.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DELTA AIR LINES INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -113 | NC      | $-26216.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BOSTON SCIENTIFIC CORP                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -101 | NC      | $-126755.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BOSTON SCIENTIFIC CORP                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -101 | NC      | $-83325.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | JPMORGAN CHASE + CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -25 | NC      | $-13687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-41510.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAPITAL ONE FINANCIAL CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -35 | NC      | $-62475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-43435.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GOLDMAN SACHS GROUP INC/THE                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-14420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-19690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ABBVIE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -36 | NC      | $-6822.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HILTON WORLDWIDE HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-12870.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -61 | NC      | $-6130.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAMECO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       -70 | NC      | $-20160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | COSTCO WHOLESALE CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-2700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTUITIVE SURGICAL INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-11730.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CISCO SYSTEMS INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-19824.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VERTEX PHARMACEUTICALS INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-11560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19 | NC      | $-13347.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MONGODB INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-50640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MERCADOLIBRE INC                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-39120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | FIFTH THIRD BANCORP                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -143 | NC      | $-23952.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-28287.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | META PLATFORMS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-39840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | DR HORTON INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-35525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-23400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LAM RESEARCH CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-23655.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CRH PLC                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -65 | NC      | $-35425.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | EDWARDS LIFESCIENCES CORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -97 | NC      | $-10912.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIGROUP INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -66 | NC      | $-14619.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WELLS FARGO + CO                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -84 | NC      | $-36540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BANK OF AMERICA CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -141 | NC      | $-20656.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       276 | NC      | $91770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | META PLATFORMS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $1308.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES EXPANDED TECH-SOFTWARE                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       104 | NC      | $1405.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ESTEE LAUDER COS INC/THE                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -185 | NC      | $-300625.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LOWE'S COS INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        17 | NC      | $204.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LOWE'S COS INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-40885.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HOME DEPOT INC/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        10 | NC      | $105.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HOME DEPOT INC/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-27050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -138 | NC      | $-64170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 3YR BOND FUT JUN26                                                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       123 | NC      | $-45733.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                       | ESSILORLUXOTTICA SA                                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |        16 | NC      | $277.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                       | ESSILORLUXOTTICA SA                                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       -14 | NC      | $-66823.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GE VERNOVA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -36 | NC      | $-59760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       316 | NC      | $335750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -316 | NC      | $-92272.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GE VERNOVA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        36 | NC      | $282060.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -316 | NC      | $-81370.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GE VERNOVA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -30 | NC      | $-69750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       127 | NC      | $40322.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -127 | NC      | $-889.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) JUN26                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -6 | NC      | $62744.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAMECO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       -91 | NC      | $-37082.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $559.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | UNITED AIRLINES HOLDINGS INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-9425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VERTIV HOLDINGS CO                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18 | NC      | $-4005.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INVESCO QQQ TRUST SERIES 1                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-9153.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NETFLIX INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $6912.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES MSCI EMERGING MARKETS                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -272 | NC      | $-33.37       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       365 | NC      | $625062.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES MSCI EMERGING MARKETS                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -272 | NC      | $-79677.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES MSCI EMERGING MARKETS                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       272 | NC      | $703.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -547 | NC      | $-213330.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P 500 ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -178 | NC      | $-174472.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1276 | NC      | $-96465.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -729 | NC      | $-1247209.87  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | SPDR GOLD SHARES                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1276 | NC      | $503735.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIZENS FINANCIAL GROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-6047.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CITIZENS FINANCIAL GROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        59 | NC      | $2065.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICRON TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -68 | NC      | $-57460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICRON TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        46 | NC      | $266110.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES EXPANDED TECH-SOFTWARE                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       303 | NC      | $54666.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | ASML HOLDING NV                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |       -34 | NC      | $-130177.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | ASML HOLDING NV                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |        23 | NC      | $281331.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | ASML HOLDING NV                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | NL        |       -34 | NC      | $-54232.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P 500 ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        87 | NC      | $968.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P 500 ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-90437.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES EXPANDED TECH-SOFTWARE                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -412 | NC      | $-22237.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES EXPANDED TECH-SOFTWARE                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -303 | NC      | $-35946.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ROCKWELL AUTOMATION INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -68 | NC      | $-58140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | STATE STREET SPDR S+P 500 ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-33844.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ISHARES EXPANDED TECH-SOFTWARE                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -104 | NC      | $-30314.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MCKESSON CORP                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-6975.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        33 | NC      | $9883.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        33 | NC      | $4125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-16170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MASTERCARD INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-4395.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICROSOFT CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-39187.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-10731.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        59 | NC      | $16372.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        18 | NC      | $3798.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -30 | NC      | $-5760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GE VERNOVA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4 | NC      | $17940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NETFLIX INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-5440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MASTERCARD INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $2100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ABBVIE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $1053.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-24315.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | APPLE INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-23452.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MONGODB INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        11 | NC      | $4730.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | JPMORGAN CHASE + CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-3850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TRANE TECHNOLOGIES PLC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         7 | NC      | $2607.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MCKESSON CORP                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3 | NC      | $1410.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LAM RESEARCH CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14 | NC      | $14280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TRANE TECHNOLOGIES PLC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -7 | NC      | $-6125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MONGODB INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-17325.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | JPMORGAN CHASE + CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        10 | NC      | $4425.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LAM RESEARCH CORP                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-12740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTUITIVE SURGICAL INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ABBVIE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-6305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTUITIVE SURGICAL INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $2430.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALMART INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        49 | NC      | $5463.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICRON TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-25960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ORACLE CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        19 | NC      | $3144.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GENERAL ELECTRIC CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-9900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ORACLE CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19 | NC      | $-15865.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18 | NC      | $-27765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GE VERNOVA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-37450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CSX CORP                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -75 | NC      | $-4312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | WALT DISNEY CO/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        30 | NC      | $2430.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAMECO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       -26 | NC      | $-14365.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GENERAL ELECTRIC CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $1143.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICRON TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         8 | NC      | $3660.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | META PLATFORMS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-18915.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-13882.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CSX CORP                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        75 | NC      | $3375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HOME DEPOT INC/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $571.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | THERMO FISHER SCIENTIFIC INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $4620.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | THERMO FISHER SCIENTIFIC INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-4800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | EDWARDS LIFESCIENCES CORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        36 | NC      | $1890.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TESLA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $2880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -112 | NC      | $-64680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CATERPILLAR INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-7670.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-48085.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        59 | NC      | $7050.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | HOME DEPOT INC/THE                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-7942.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAMECO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        26 | NC      | $9360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CISCO SYSTEMS INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-4719.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | EDWARDS LIFESCIENCES CORP                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -36 | NC      | $-5760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       112 | NC      | $16296.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CISCO SYSTEMS INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        39 | NC      | $4036.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ABBOTT LABORATORIES                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-7462.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ABBOTT LABORATORIES                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        28 | NC      | $686.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CATERPILLAR INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4 | NC      | $7330.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MERCK + CO INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        26 | NC      | $5057.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTEL CORP                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        63 | NC      | $9324.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BANK OF AMERICA CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        63 | NC      | $10836.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MERCK + CO INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-4017.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BANK OF AMERICA CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-4032.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTEL CORP                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-11119.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                              | NIKKEI 225                                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -2 | NC      | $-25456.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                              | NIKKEI 225                                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         2 | NC      | $7435.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -325 | NC      | $-106437.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INVESCO QQQ TRUST SERIES 1                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        31 | NC      | $1659.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INVESCO QQQ TRUST SERIES 1                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-40800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-24955.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-61410.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ELI LILLY + CO                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        23 | NC      | $62330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                  | IFSC NIFTY 50 FUT APR26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        43 | NC      | $-11640.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Borsa Italiana SpA                                | UNICREDIT SPA                                                                     | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         9 | NC      | $4668.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana SpA                                | UNICREDIT SPA                                                                     | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |        -9 | NC      | $-13133.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ROCKWELL AUTOMATION INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        36 | NC      | $59760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INVESCO QQQ TRUST SERIES 1                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        75 | NC      | $2434.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | GE VERNOVA INC MAY26 780 PUT                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-19770.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | MICRON TECHNOLOGY INC JUN26 270 PUT                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-29300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CAMECO CORP JUN26 80 PUT                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       -97 | NC      | $-19206.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | LAM RESEARCH CORP JUN26 165 PUT                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-35325.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | INTEL CORP JUN26 35 PUT                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -517 | NC      | $-78067.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CHENIERE ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-16720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | VANECK SEMICONDUCTOR ETF                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -61 | NC      | $-51972.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | CHENIERE ENERGY INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        16 | NC      | $14400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | AMAZON.COM INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -71 | NC      | $-29997.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | BROADCOM INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-34790.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | TAIWAN SEMICONDUCTOR MANUFACTU                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       -45 | NC      | $-36225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | ALPHABET INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -54 | NC      | $-23220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | NVIDIA CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -89 | NC      | $-33375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                         | Arkema SA                                                                         | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |     23768 | NS      | $1631859.64   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                  | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     35810 | NS      | $3286430.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                           | DSV A/S                                                                           | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |     39266 | NS      | $9483056.06   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                      | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     37354 | NS      | $447786.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                          | RELX PLC                                                                          | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |    196026 | NS      | $6422272.71   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage                                   | Project Montage PIK Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1283472 | PA      | $1211340.52   | 0.08%             | 2029-02-16      | Floating      | 9.65%                 | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC        | Coreweave Compute Acquisition Co IV LLC 2024 Delayed Draw Term Loan               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    336541 | PA      | $337382.20    | 0.02%             | 2029-05-16      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                            | Aernnova Aerospace SAU 2024 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |   1302917 | PA      | $1454833.93   | 0.10%             | 2030-02-27      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                 | Obol France 3 SAS 2024 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |    917230 | PA      | $1046483.34   | 0.07%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Applegreen Ireland                                | Applegreen Ireland 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |    569620 | PA      | $659547.60    | 0.05%             | 2032-01-30      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale de Sante SA                       | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                 | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |    900000 | PA      | $1029602.48   | 0.07%             | 2031-08-13      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                       | Tackle SARL 2025 EUR Repriced Term Loan B2                                        | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |   1226093 | PA      | $1413778.52   | 0.10%             | 2028-05-22      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                        | CD&R Firefly Bidco Limited 2025 GBP Term Loan                                     | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1318491.36   | 0.09%             | 2029-04-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| TRAVIATA BV                                       | Traviata BV 2025 EUR PIK Term Loan                                                | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | DE        |   1097836 | PA      | $1048520.37   | 0.07%             | 2033-04-22      | Floating      | 9.96%                 | No            |                  3 | On Loan: No      |
| Boots Group Bidco Ltd                             | Boots Group Bidco Ltd GBP Term Loan B                                             | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |   1159420 | PA      | $1531202.01   | 0.11%             | 2032-08-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                 | Node AcquiCo GmbH EUR Term Loan                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1149516.16   | 0.08%             | 2032-12-08      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Indy US Bidco LLC                                 | Indy US Bidco LLC 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    883922 | PA      | $1006949.03   | 0.07%             | 2030-10-31      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 S.a r.l.                            | Speed Midco 3 Sa rl 2025 EUR Term Loan                                            | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1117660.93   | 0.08%             | 2032-10-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC        | Coreweave Compute Acquisition Co IV LLC 2025 5th Amendment Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228158 | PA      | $221883.55    | 0.02%             | 2030-09-30      | Floating      | 7.97%                 | No            |                  3 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                       | Nidda Healthcare Holding AG 2025 EUR Repriced Term Loan B                         | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   1439393 | PA      | $1658532.07   | 0.11%             | 2032-12-09      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GALAXY UNIVERSAL LLC                              | Galaxy Universal LLC 2025 PIK Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6210796 | PA      | $5799640.87   | 0.40%             | 2028-05-16      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| Europa University Education Group, S.L            | Europa University Education Group SL 2026 EUR Term Loan B                         | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |    741599 | PA      | $853105.77    | 0.06%             | 2031-12-03      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIV GROUP GMBH                                   | Aviv Group GmbH 2026 EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: 529900ACQ8JBRCMB0082 | Long             | LON              | CORP              | DE        |    288064 | PA      | $313536.84    | 0.02%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                              | Redstone Holdco 2 LP 2026 Tranche A2 First Out Term Loan                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168658 | PA      | $126493.22    | 0.01%             | 2030-12-31      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                              | Redstone Holdco 2 LP 2026 Second Out Term Loan                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    648683 | PA      | $238929.48    | 0.02%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| HESTIAFLOOR 2                                     | Hestiafloor 2 2026 EUR Repriced Term Loan B                                       | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |    588235 | PA      | $671181.49    | 0.05%             | 2030-02-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                        | Quimper AB 2026 EUR Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |   1008696 | PA      | $1147107.16   | 0.08%             | 2030-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                              | Redstone Holdco 2 LP 2026 Tranche A1 First Out Term Loan                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1309995.00   | 0.09%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| KERSIA INTERNATIONAL                              | Kersia International 2026 EUR Term Loan                                           | CUSIP: 000000000<br>LEI: 969500J08NJW6YSO2H50 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1142268.98   | 0.08%             | 2030-12-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDIAN B V                                        | MEDIAN B V 2026 EUR TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |    981818 | PA      | $1115326.75   | 0.08%             | 2030-10-14      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC EUR TERM LOAN B                                               | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1143898.73   | 0.08%             | 2033-03-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    168888 | NS      | $4712129.33   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                 | National Grid PLC                                                                 | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    882078 | NS      | $14889563.97  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                          | Telenet Finance Luxembourg Notes Sarl                                             | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $588787.48    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIANE SE                                       | Clariane SE                                                                       | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |    251700 | PA      | $171336.02    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| DEMIRE REAL ESTATE AG                             | DEMIRE Deutsche Mittelstand Real Estate AG                                        | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |    440379 | PA      | $465194.53    | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                             | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $371219.84    | 0.03%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     46318 | NS      | $2921384.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                                 | Bracken MidCo1 PLC                                                                | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |    123000 | PA      | $160690.36    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $893996.51    | 0.06%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                         | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     25660 | NS      | $1199889.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                               | New Immo Holding SA                                                               | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $338657.62    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.470500 10-MAR-2027                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4700000 | OU      | $-10975.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.137500 12-MAY-2033                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6700642 | OU      | $-185622.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.860000 20-JUN-2028 SON                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   6370000 | OU      | $165148.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 9.965000 04-JAN-2027 BZD                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  14577981 | OU      | $-342260.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | SWP: OIS 9.950000 04-JAN-2027 BZD                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  14190595 | OU      | $-338651.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWP: OIS 10.025000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  14157917 | OU      | $-329963.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | SWP: OIS 9.990000 04-JAN-2027 BZD                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  14173155 | OU      | $-334014.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.311000 29-SEP-2033 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26166300 | OU      | $1000726.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.422000 02-OCT-2028 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 135611000 | OU      | $3021367.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.299000 23-OCT-2027 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3402580 | OU      | $-27571.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.169300 23-OCT-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9509300 | OU      | $37135.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.198500 23-OCT-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4949000 | OU      | $47073.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.212000 27-OCT-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  18989400 | OU      | $83453.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.400000 31-OCT-2028 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6490250 | OU      | $144105.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.65000 03-NOV-2053 SOF                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2576915 | OU      | $219558.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 4.072500 03-NOV-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9541016 | OU      | $69179.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 03-NOV-2053 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2576915 | OU      | $-67206.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 3.270000 05-FEB-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11932500 | OU      | $87702.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 3.870000 05-FEB-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11932500 | OU      | $51068.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.952300 03-NOV-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2363950 | OU      | $11596.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.922300 03-NOV-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2363950 | OU      | $10212.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.987300 03-NOV-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4727900 | OU      | $26421.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.864300 10-NOV-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9918800 | OU      | $32612.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.122440 17-NOV-2028 SON                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3004061 | OU      | $-5968.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.123300 21-NOV-2028 SON                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   3004000 | OU      | $-5902.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.460130 15-DEC-2036 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4824462 | OU      | $182750.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.250130 15-DEC-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  21108486 | OU      | $-116478.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 12-JAN-2034 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4817000 | OU      | $77315.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 17-JAN-2034 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1388625 | OU      | $22179.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.481000 23-JAN-2028                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13664955 | OU      | $-45939.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: USD 3.995900 26-JAN-2028 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11825105 | OU      | $78348.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: USD 3.4459 26-JAN-2028 SOF                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11825105 | OU      | $47509.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 4.1485 30-MAY-2027 SOF                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15272212 | OU      | $81995.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 3.000000 05-MAR-2029 EUR                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7712963 | OU      | $56568.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.336374 20-MAR-2027 INR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 103210483 | OU      | $2631.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.300000 20-MAR-2029 INR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  39035311 | OU      | $-3029.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.262000 20-MAR-2029 INR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  31937982 | OU      | $-2817.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.337000 20-MAR-2034 INR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13127004 | OU      | $-4927.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | FSWP: OIS 6.347000 20-MAR-2034 INR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13127003 | OU      | $-4844.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.790000 29-MAR-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17015480 | OU      | $98642.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.00000 08-APR-2029 SOF                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10561416 | OU      | $108805.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.400000 08-APR-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  21824193 | OU      | $56337.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.052000 09-APR-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7989757 | OU      | $97808.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.450000 09-APR-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7989757 | OU      | $24855.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Electronics India Ltd                          | LG Electronics India Ltd                                                          | CUSIP: 000000000<br>LEI: 3358001R8E6IU2XJFQ88 | Long             | EC               | CORP              | IN        |     32102 | NS      | $494874.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                           | Atos SE                                                                           | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    238831 | PA      | $311220.79    | 0.02%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                        | Vonovia SE                                                                        | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $109474.45    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 18-APR-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12579481 | OU      | $132201.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.050000 18-APR-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12579481 | OU      | $-9754.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 24-APR-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6325957 | OU      | $67433.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.300000 24-APR-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15182296 | OU      | $28511.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 2.900000 30-APR-2029 EUR                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8865168 | OU      | $200204.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 06-MAY-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12652000 | OU      | $138523.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.500000 08-MAY-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12488000 | OU      | $52181.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: USD 4.098500 30-MAY-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15272212 | OU      | $66901.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 2.870000 11-JUN-2029 EUR                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6518851 | OU      | $131400.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.350000 22-JUL-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5618639 | OU      | $22716.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWAP/CDSWAP/SCDS: (TITIM)                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |    190000 | OU      | $-1657.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.660000 10-OCT-2029 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6443423 | OU      | $9100.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.660000 10-OCT-2034 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4339253 | OU      | $-50972.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 28-OCT-2026 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19216100 | OU      | $44234.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.095000 07-NOV-2054 SON                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2400000 | OU      | $-347467.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 9.040000 14-NOV-2029 TII                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  81547600 | OU      | $156920.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.670000 26-DEC-2034 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7165089 | OU      | $-79377.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.700000 06-JAN-2035 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5610000 | OU      | $-49839.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.070000 14-JAN-2027 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  18545000 | OU      | $64814.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.000000 16-JAN-2030 SON                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6913400 | OU      | $-57919.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 4.000000 23-JAN-2030 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6913400 | OU      | $104523.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |    682000 | OU      | $82481.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.225000 19-FEB-2030 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7172772 | OU      | $-98815.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.900000 24-FEB-2030 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12279477 | OU      | $140055.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.750000 27-MAR-2035 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5561000 | OU      | $-30078.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: EUR 2.200000 04-JUN-2030 EUR                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1505741 | OU      | $-25199.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 13.115000 02-JAN-2029 BZD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  29662346 | OU      | $-157405.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWP: OIS 13.000000 02-JAN-2029 BZD                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  11361747 | OU      | $-69009.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 13.000000 02-JAN-2029 BZD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   7385135 | OU      | $-44856.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | SWP: OIS 12.945000 02-JAN-2029 BZD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6345772 | OU      | $-40867.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.750000 09-JUL-2035 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2730564 | OU      | $-24385.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | SWP: OIS 3.500000 20-AUG-2028 SOF                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11415724 | OU      | $-62008.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |    310000 | OU      | $2327.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |    310000 | OU      | $2327.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | SWAP/CDSWAP/SCDS: (ETLFP)                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |    154000 | OU      | $25637.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | SWAP/CDSWAP/SCDS: (ZFFNGR)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |    156000 | OU      | $11692.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (ETLFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    198056 | OU      | $32971.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (EOFP)                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    107000 | OU      | $10256.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (SFRFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    336000 | OU      | $12803.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: GBP 4.450000 04-DEC-2055 SON                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1075000 | OU      | $-75905.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | FSWP: OIS 3.228000 11-DEC-2027 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16742000 | OU      | $-62584.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | SWAP/CDSWAP/SCDS: (ZIGGO)                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |    171000 | OU      | $-5465.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | SWAP/CDSWAP/SCDS: (SFRFP)                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |    107000 | OU      | $4077.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (VMED)                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    150000 | OU      | $9074.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | SWAP/CDSWAP/SCDS: (SFRFP)                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |     83000 | OU      | $4176.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWAP/CDSWAP/SCDS: (VMED)                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     91000 | OU      | $5505.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | TRSWAP: MSFT US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    227630 | OU      | $-12438.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | SWAP/CDSWAP/SCDS: (SFRFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    104000 | OU      | $5233.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | TRSWAP: HYG US EQUITY                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   2695434 | OU      | $23399.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | TRSWAP: HYG US EQUITY                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   4277464 | OU      | $31654.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | TRSWAP: HYG US EQUITY                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   1829523 | OU      | $13497.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | TRSWAP: USHY US EQUITY                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   2495390 | OU      | $18087.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | TRSWAP: HYG US EQUITY                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   2262715 | OU      | $16688.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 2.887500 30-MAR-2056 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 136279678 | OU      | $-22628.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 1.318500 30-MAR-2028 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 481370545 | OU      | $2142.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 1.316250 30-MAR-2028 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 473801638 | OU      | $2240.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 2.865000 30-MAR-2056 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 135253587 | OU      | $-26353.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 1.336000 30-MAR-2028 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 476398071 | OU      | $1086.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 2.881000 30-MAR-2056 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 135401407 | OU      | $-23609.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 1.386000 30-MAR-2028 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 476620948 | OU      | $-1868.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 2.945000 30-MAR-2056 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 135149947 | OU      | $-12492.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 2.980000 30-MAR-2056 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 159294381 | OU      | $-7587.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SWP: OIS 1.380000 30-MAR-2028 FTO                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 439957798 | OU      | $-1397.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                     | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    189986 | NS      | $13630314.74  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    173323 | NS      | $4498888.22   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                         | SBI Life Insurance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |     86171 | NS      | $1630015.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                  | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     44000 | NS      | $4003120.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                           | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |    103940 | NS      | $10926172.80  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                    | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     16339 | NS      | $5843970.13   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                       | James Hardie Industries PLC                                                       | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      6185 | NS      | $117143.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Finance PLC                                 | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                   | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1024372.26   | 0.07%             | 2031-06-23      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                         | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     16945 | NS      | $8400653.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                            | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     31817 | NS      | $13259416.58  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                   | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    418851 | PA      | $439189.99    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                        | Cobham Ultra SeniorCo Sarl EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1150799.15   | 0.08%             | 2029-08-06      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                            | Stena International SA                                                            | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    327000 | PA      | $330442.98    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 2Y RTP 4.300000 20-SEP-2027                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -36643000 | OU      | $-142681.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | 10Y RTP 2.940000 23-APR-2026                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -6708000 | OU      | $-112194.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | 30Y RTR 3.550000 30-APR-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6966000 | OU      | $1140.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                | 30Y RTR 3.250000 30-APR-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -6966000 | OU      | $-118.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 2Y RTP 4.000000 08-DEC-2027                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        | -14220530 | OU      | $-83729.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 1Y RTP 3.500000 08-JUN-2026                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -33773759 | OU      | $-99228.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 1Y RTR 3.000000 08-JUN-2026                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  33773759 | OU      | $9250.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 1Y RTR 2.500000 08-JUN-2026                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -33773759 | OU      | $-2814.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 2Y RTP 4.500000 16-DEC-2027                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        | -21393000 | OU      | $-76685.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | 10Y RTP 4.600000 16-DEC-2026                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -1326000 | OU      | $-9183.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | 10Y RTR 3.200000 16-DEC-2026                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -2652000 | OU      | $-14000.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | 2Y RTP 3.850000 21-OCT-2026                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        | -30201000 | OU      | $-114894.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | 2Y RTP 3.700000 03-AUG-2026                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        | -25591000 | OU      | $-100226.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 2Y RTP 3.800000 14-SEP-2026                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        | -24900000 | OU      | $-92963.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | MAY26 KOSPI2  P @ 750                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -6 | NC      | $-57434.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | MAY26 KOSPI2  C @ 870                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         6 | NC      | $15676.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | ITRAXX.XO.44.V1 5YR RTR @ 300.0000                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |  -3164000 | OU      | $-29412.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                              | ITRAXX.XO.44.V1 5YR RTP @ 300.0000                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |  -3164000 | OU      | $-81885.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                | SEP26 000660 KS P @ 800000                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     -8896 | NC      | $-975663.44   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | 2Y RTP 4.000000 30-JUN-2026                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        | -25851000 | OU      | $-37829.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                           | SECTOR ALARM HOLDING AS 2026 EUR TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |    406916 | PA      | $465842.26    | 0.03%             | 2032-06-14      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                       | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       532 | NS      | $146395.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB                               | Verisure Holding AB 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1151319.29   | 0.08%             | 2032-11-03      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.41.V2)                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3316401 | OU      | $174952.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7042879 | OU      | $596509.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    942018 | OU      | $87059.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4223340 | OU      | $-253453.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1418670 | OU      | $-77163.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock ESG Capital Allocation Term Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer